Package | Description |
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net.objectlab.kit.fxcalc |
New to 1.4.0: FX Market Convention and FX Rates, including cross currency calculations.
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Modifier and Type | Class and Description |
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class |
FxRateImpl
Represents an immutable FxRate.
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Modifier and Type | Method and Description |
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static FxRate |
CrossRateCalculator.calculateCross(CurrencyPair targetPair,
FxRate fx1,
FxRate fx2,
int precision,
int precisionForInverseFxRate,
MajorCurrencyRanking ranking,
int bidRounding,
int askRounding,
CurrencyProvider currencyProvider)
Calculate the cross rate, use this only if required.
|
FxRate |
FxRateImpl.createInverse() |
FxRate |
FxRate.createInverse()
Create the FX Rate for ccy2 / ccy1, return a new FxRate; the inverse of bid / ask are swapped around.
|
FxRate |
FxRateImpl.createInverse(int precision) |
FxRate |
FxRate.createInverse(int precision)
Create the FX Rate for ccy2 / ccy1, return a new FxRate with given precision; the inverse of bid / ask are swapped around.
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Modifier and Type | Method and Description |
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Optional<FxRate> |
FxRateCalculatorImpl.findFx(CurrencyPair ccyPair) |
Optional<FxRate> |
FxRateCalculator.findFx(CurrencyPair ccyPair)
Find or calculate the FX Rate for the given pair.
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Optional<FxRate> |
BaseFxRateProvider.getLatestRate(CurrencyPair pair)
Up to the implementer to get the latest FX Rate for the given pair, that could be from your DB, from Reuters or
your own market making tools.
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Map<CurrencyPair,FxRate> |
FxRateCalculatorBuilder.getRatesSnapshot() |
Modifier and Type | Method and Description |
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FxRateCalculatorBuilder |
FxRateCalculatorBuilder.addRateSnapshot(FxRate rate)
Snapshot of FxRate, typically they are the Base FX Rates (e.g.
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static FxRate |
CrossRateCalculator.calculateCross(CurrencyPair targetPair,
FxRate fx1,
FxRate fx2,
int precision,
int precisionForInverseFxRate,
MajorCurrencyRanking ranking,
int bidRounding,
int askRounding,
CurrencyProvider currencyProvider)
Calculate the cross rate, use this only if required.
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Modifier and Type | Method and Description |
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FxRateCalculatorBuilder |
FxRateCalculatorBuilder.ratesSnapshot(Collection<FxRate> rates)
Snapshot of FxRate, typically they are the Base FX Rates (e.g.
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