public interface FwdQuote extends LegQuote
A forward quote, which is comprised of one or more of a bid rate, ask rate and mid rate.
To create a FwdQuote use the FwdQuoteBuilder
by
calling the FwdQuoteBuilder.create()
method.
Note that instances of this class are only valid as a stand-alone quote. If you want to create a forward
quote to represent one of the legs in a swap, then you must create an instance of SwapFwdQuote
the SwapFwdQuoteBuilder
.
addField, getAskPips, getAskQuoteID, getAskRate, getBidPips, getBidQuoteID, getBidRate, getMidQuoteID, getMidRate, getNumberOfFractionalPoints, getPrecision, getRiskDate, getRiskTenor, getSettlementDate, getTenor, setMidRate
getQuoteFields
Copyright © 2015 Caplin Systems.