Module fx 

FX product templates. (Placeholder: lands with the FX product arm.) FX-swap pillar templates — the fx group.

An FX-swap pillar calibrates a foreign currency’s discount curve under a collateral currency (cross-collateral / post-CSA discounting): the forward-points quote fills a recipe pillar hole, and the helper reads the foreign and collateral own-discount curves (as calibration peers) plus the FX spot. These templates carry only the currencies and the schedule conventions that turn a pillar tenor into a forward-settlement date; the calibration helper lives in curves::calibration.

Statics

FXSWAP

The registered FX-swap pillar templates.

Functions

eur_usd_fxswap

EUR cashflows collateralised in USD — forward settlement on a joint EUR+USD calendar. The mirror of usd_eur_fxswap: the same EUR/USD FX-swap market, declared for the opposite collateral direction (the common case on a USD-collateral desk, e.g. the {EUR, USD} denominator of a triangulated cross discount).

fx_swap 🔒

try_usd_fxswap

TRY cashflows collateralised in USD — forward settlement on a joint TRY+USD calendar. The short-end FX-swap pillars of the {TRY, USD} cross recipe, which free-mixes them with TRY-USD-CCS long-end cross-currency-swap pillars.

usd_eur_fxswap

USD cashflows collateralised in EUR — forward settlement on a joint USD+EUR calendar.