Utilities

Utilities#

FXMarket

Class calculating yield curves used for forward rate calculation.

ExternalFXMarket

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

FXCurveMarket

Class calculating yield curves used for forward rate calculation.

FXCross

Class handling FX currency conversions.

ForwardPointMarket

Class calculating yield curves used for forward rate calculation.

FXForwardGroup

A class implementing FX forward groups.

FXOTC

Base class for OTC FX instruments.

FXIndex

A class representing FX indices.

FXImpliedIndex

A class representing FX implied indices.

SwapCurrencyIndex

A class representing swap currency indices.