Utilities

Utilities#

ExternalFXMarket

Class overriding base FXCurveMarket functionality if supported by external analytics library specified in config.

FXCross

Class handling FX currency conversions.

FXCurveMarket

Class calculating yield curves used for forward rate calculation.

FXForwardGroup

A class implementing FX forward groups.

FXImpliedIndex

A class representing FX implied indices.

FXIndex

A class representing FX indices.

FXMarket

Class calculating yield curves used for forward rate calculation.

FXOTC

Base class for OTC FX instruments.

ForwardPointMarket

Class calculating yield curves used for forward rate calculation.

SwapCurrencyIndex

A class representing swap currency indices.