| Package | Description |
|---|---|
| com.opengamma.strata.basics.currency |
Representations of currency and money.
|
| com.opengamma.strata.basics.date |
Tools for working with dates.
|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| Modifier and Type | Method and Description |
|---|---|
CurrencyPair |
FxRate.getPair()
Gets the currency pair.
|
CurrencyPair |
CurrencyPair.inverse()
Gets the inverse currency pair.
|
static CurrencyPair |
CurrencyPair.of(Currency base,
Currency counter)
Obtains an instance from two currencies.
|
static CurrencyPair |
CurrencyPair.parse(String pairStr)
Parses a currency pair from a string with format AAA/BBB.
|
CurrencyPair |
CurrencyPair.toConventional()
Returns the market convention currency pair for the currencies in the pair.
|
| Modifier and Type | Method and Description |
|---|---|
Optional<CurrencyPair> |
CurrencyPair.cross(CurrencyPair other)
Finds the currency pair that is a cross between this pair and the other pair.
|
static Collector<? super Map.Entry<CurrencyPair,Double>,FxMatrixBuilder,FxMatrix> |
FxMatrix.entriesToFxMatrix()
Creates a
Collector that allows a Map.Entry of currency pair to rate
to be streamed and collected into a new FxMatrix. |
static Set<CurrencyPair> |
CurrencyPair.getAvailablePairs()
Obtains the set of configured currency pairs.
|
org.joda.beans.MetaProperty<CurrencyPair> |
FxRate.Meta.pair()
The meta-property for the
pair property. |
static Collector<? super Pair<CurrencyPair,Double>,FxMatrixBuilder,FxMatrix> |
FxMatrix.pairsToFxMatrix()
Creates a
Collector that allows a collection of pairs each containing
a currency pair and a rate to be streamed and collected into a new FxMatrix. |
| Modifier and Type | Method and Description |
|---|---|
FxMatrixBuilder |
FxMatrixBuilder.addRate(CurrencyPair currencyPair,
double rate)
Adds a new rate for a currency pair to the builder.
|
Optional<CurrencyPair> |
CurrencyPair.cross(CurrencyPair other)
Finds the currency pair that is a cross between this pair and the other pair.
|
default double |
FxRateProvider.fxRate(CurrencyPair currencyPair)
Gets the FX rate for the specified currency pair.
|
boolean |
CurrencyPair.isInverse(CurrencyPair other)
Checks if this currency pair is the inverse of the specified pair.
|
static FxRate |
FxRate.of(CurrencyPair pair,
double rate)
Obtains an instance from a currency pair.
|
static FxMatrix |
FxMatrix.of(CurrencyPair currencyPair,
double rate)
Obtains an instance containing a single FX rate.
|
| Modifier and Type | Method and Description |
|---|---|
FxMatrixBuilder |
FxMatrixBuilder.addRates(Map<CurrencyPair,Double> rates)
Adds a collection of new rates for currency pairs to the builder.
|
| Modifier and Type | Method and Description |
|---|---|
static HolidayCalendarId |
HolidayCalendarId.defaultByCurrencyPair(CurrencyPair currencyPair)
Gets the default calendar for a pair of currencies.
|
| Modifier and Type | Method and Description |
|---|---|
CurrencyPair |
ImmutableFxIndex.getCurrencyPair()
Gets the currency pair.
|
CurrencyPair |
FxIndexObservation.getCurrencyPair()
Gets the currency pair of the FX index.
|
CurrencyPair |
FxIndex.getCurrencyPair()
Gets the currency pair of the index.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<CurrencyPair> |
ImmutableFxIndex.Meta.currencyPair()
The meta-property for the
currencyPair property. |
| Modifier and Type | Method and Description |
|---|---|
static FxIndex |
FxIndex.createFxIndex(CurrencyPair currencyPair)
Creates a FX index for the provided currency pair.
|
ImmutableFxIndex.Builder |
ImmutableFxIndex.Builder.currencyPair(CurrencyPair currencyPair)
Sets the currency pair.
|
static FxIndex |
FxIndex.of(CurrencyPair currencyPair)
Obtains an instance from the specified currency pair.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.