com.opengamma.strata.product.fx

Interface FxProduct

All Superinterfaces:

Product

All Known Subinterfaces:

FxOptionProduct

All Known Implementing Classes:

FxNdf, FxSingle, FxSingleBarrierOption, FxSwap, FxVanillaOption

public interface FxProduct
extends Product

A foreign exchange product, such as an FX forward, FX spot or FX option.

FX products operate on two different currencies. For example, it might represent the payment of USD 1,000 and the receipt of EUR 932.

Method Summary

Modifier and Type	Method and Description
default ImmutableSet<Currency>	allCurrencies() Returns the set of currencies the product refers to.
CurrencyPair	getCurrencyPair() Gets the currency pair that the FX trade is based on, in conventional order.
default boolean	isCrossCurrency() Checks if this product is cross-currency.

Methods inherited from interface com.opengamma.strata.product.Product

allPaymentCurrencies

Method Detail

isCrossCurrency

default boolean isCrossCurrency()

Description copied from interface: Product

Checks if this product is cross-currency.

A cross currency product is defined as one that refers to two or more currencies. Any product with direct or indirect FX exposure will be cross-currency.

For example, a fixed/Ibor swap in USD observing USD-LIBOR is not cross currency, but one that observes EURIBOR is cross currency.

Specified by:

isCrossCurrency in interface Product

Returns:

true if cross currency

allCurrencies

default ImmutableSet<Currency> allCurrencies()

Description copied from interface: Product

Returns the set of currencies the product refers to.

This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.

Specified by:

allCurrencies in interface Product

Returns:

the set of currencies the product refers to

getCurrencyPair

CurrencyPair getCurrencyPair()

Gets the currency pair that the FX trade is based on, in conventional order.

This represents the main currency pair of the FX. If the trade settles in a third currency, that is not recorded here.

Returns:

the currency pair