| Package | Description |
|---|---|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFxIndex
A foreign exchange index implementation based on an immutable set of rules.
|
| Modifier and Type | Field and Description |
|---|---|
static FxIndex |
FxIndices.EUR_CHF_ECB
The FX index for conversion from EUR to CHF, as defined by the European Central Bank
"Euro foreign exchange reference rates".
|
static FxIndex |
FxIndices.EUR_GBP_ECB
The FX index for conversion from EUR to GBP, as defined by the European Central Bank
"Euro foreign exchange reference rates".
|
static FxIndex |
FxIndices.EUR_JPY_ECB
The FX index for conversion from EUR to JPY, as defined by the European Central Bank
"Euro foreign exchange reference rates".
|
static FxIndex |
FxIndices.EUR_USD_ECB
The FX index for conversion from EUR to USD, as defined by the European Central Bank
"Euro foreign exchange reference rates".
|
static FxIndex |
FxIndices.EUR_USD_WM
The FX index for conversion from EUR to GBP, as defined by the WM company
"Closing Spot rates".
|
static FxIndex |
FxIndices.GBP_USD_WM
The FX index for conversion from GBP to USD, as defined by the WM company
"Closing Spot rates".
|
static FxIndex |
FxIndices.USD_CHF_WM
The FX index for conversion from USD to CHF, as defined by the WM company
"Closing Spot rates".
|
static FxIndex |
FxIndices.USD_JPY_WM
The FX index for conversion from USD to JPY, as defined by the WM company
"Closing Spot rates".
|
| Modifier and Type | Method and Description |
|---|---|
static FxIndex |
FxIndex.createFxIndex(CurrencyPair currencyPair)
Creates a FX index for the provided currency pair.
|
FxIndex |
FxIndexObservation.getIndex()
Gets the FX index.
|
static FxIndex |
FxIndex.of(CurrencyPair currencyPair)
Obtains an instance from the specified currency pair.
|
static FxIndex |
FxIndex.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
static ExtendedEnum<FxIndex> |
FxIndex.extendedEnum()
Gets the extended enum helper.
|
org.joda.beans.MetaProperty<FxIndex> |
FxIndexObservation.Meta.index()
The meta-property for the
index property. |
| Modifier and Type | Method and Description |
|---|---|
static FxIndexObservation |
FxIndexObservation.of(FxIndex index,
LocalDate fixingDate,
ReferenceData refData)
Creates an instance from an index and fixing date.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.