| Package | Description |
|---|---|
| com.opengamma.strata.product.fx |
Entity objects describing financial instruments in the foreign exchange market.
|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| Modifier and Type | Interface and Description |
|---|---|
interface |
FxOptionProduct
A foreign exchange product that is an option.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxNdf
A Non-Deliverable Forward (NDF).
|
class |
FxSingle
A single foreign exchange, such as an FX forward or FX spot.
|
class |
FxSwap
An FX swap.
|
| Modifier and Type | Method and Description |
|---|---|
FxProduct |
FxTrade.getProduct() |
| Modifier and Type | Class and Description |
|---|---|
class |
FxSingleBarrierOption
FX (European) single barrier option.
|
class |
FxVanillaOption
A vanilla FX option.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.