com.opengamma.strata.product.fx

Class ResolvedFxSwap

java.lang.Object

com.opengamma.strata.product.fx.ResolvedFxSwap

All Implemented Interfaces:

ResolvedProduct, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ResolvedFxSwap
extends Object
implements ResolvedProduct, org.joda.beans.ImmutableBean, Serializable

An FX Swap, resolved for pricing.

This is the resolved form of FxSwap and is an input to the pricers. Applications will typically create a ResolvedFxSwap from a FxSwap using FxSwap.resolve(ReferenceData).

A ResolvedFxSwap is bound to data that changes over time, such as holiday calendars. If the data changes, such as the addition of a new holiday, the resolved form will not be updated. Care must be taken when placing the resolved form in a cache or persistence layer.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ResolvedFxSwap.Meta The meta-bean for ResolvedFxSwap.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
ResolvedFxSingle	getFarLeg() Gets the foreign exchange transaction at the later date.
ResolvedFxSingle	getNearLeg() Gets the foreign exchange transaction at the earlier date.
int	hashCode()
static ResolvedFxSwap.Meta	meta() The meta-bean for ResolvedFxSwap.
ResolvedFxSwap.Meta	metaBean()
static ResolvedFxSwap	of(ResolvedFxSingle nearLeg, ResolvedFxSingle farLeg) Creates a ResolvedFxSwap from two legs.
static ResolvedFxSwap	ofForwardPoints(CurrencyAmount amountCurrency1, Currency currency2, double nearFxRate, double forwardPoints, LocalDate nearDate, LocalDate farDate) Creates a ResolvedFxSwap using forward points.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static ResolvedFxSwap of(ResolvedFxSingle nearLeg,
                                ResolvedFxSingle farLeg)

Creates a ResolvedFxSwap from two legs.

The transactions must be passed in with payment dates in the correct order. The currency pair of each leg must match and have amounts flowing in opposite directions.

Parameters:

nearLeg - the earlier leg

farLeg - the later leg

Returns:

the resolved FX swap

ofForwardPoints

public static ResolvedFxSwap ofForwardPoints(CurrencyAmount amountCurrency1,
                                             Currency currency2,
                                             double nearFxRate,
                                             double forwardPoints,
                                             LocalDate nearDate,
                                             LocalDate farDate)

Creates a ResolvedFxSwap using forward points.

The FX rate at the near date is specified as fxRate. The FX rate at the far date is equal to fxRate + forwardPoints

The two currencies must not be equal. The near date must be before the far date. Conventions will be used to determine the base and counter currency.

Parameters:

amountCurrency1 - the amount of the near leg in the first currency

currency2 - the second currency

nearFxRate - the near FX rate, where (1.0 * amountCurrency1 = fxRate * amountCurrency2)

forwardPoints - the forward points, where the far FX rate is (fxRate + forwardPoints)

nearDate - the near value date

farDate - the far value date

Returns:

the resolved FX swap

meta

public static ResolvedFxSwap.Meta meta()

The meta-bean for ResolvedFxSwap.

Returns:

the meta-bean, not null

metaBean

public ResolvedFxSwap.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getNearLeg

public ResolvedFxSingle getNearLeg()

Gets the foreign exchange transaction at the earlier date.

This provides details of a single foreign exchange at a specific date. The payment date of this transaction must be before that of the far leg.

Returns:

the value of the property, not null

getFarLeg

public ResolvedFxSingle getFarLeg()

Gets the foreign exchange transaction at the later date.

This provides details of a single foreign exchange at a specific date. The payment date of this transaction must be after that of the near leg.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object