CurrencyPair

a <a rd-options="=Currency" href="/link/Currency?package=fmbasics&version=0.3.0&to=%3DCurrency" data-mini-rdoc="=Currency::Currency">Currency</a> object

base_ccy

quote_ccy

a <a rd-options="=JointCalendar" href="/link/JointCalendar?package=fmbasics&version=0.3.0&to=%3DJointCalendar" data-mini-rdoc="=JointCalendar::JointCalendar">JointCalendar</a> object. Defaults to
<code>NULL</code> which sets this to the joint calendar of the two currencies and
removes any <a rd-options="=USNYCalendar" href="/link/USNYCalendar?package=fmbasics&version=0.3.0&to=%3DUSNYCalendar" data-mini-rdoc="=USNYCalendar::USNYCalendar">USNYCalendar</a> object to allow currency pair
methods to work correctly

calendar

Create an object of class <code>CurrencyPair</code>

Implements basic financial market objects like currencies, currency
pairs, interest rates and interest rate indices. You will be able to use
Benchmark instances of these objects which have been defined using their most
common conventions or those defined by International Swap Dealer Association
(ISDA, <https://www.isda.org>) legal documentation.

Imanuel Costigan

fmbasics

Financial Market Building Blocks

CurrencyPair function

a <a rd-options='=Currency' href='Currency'>Currency</a> object

a <a rd-options='=JointCalendar' href='JointCalendar'>JointCalendar</a> object. Defaults to
<code>NULL</code> which sets this to the joint calendar of the two currencies and
removes any <a rd-options='=USNYCalendar' href='USNYCalendar'>USNYCalendar</a> object to allow currency pair
methods to work correctly

CurrencyPair: CurrencyPair class

Description

Usage

Arguments

Value

Examples