| Package | Description |
|---|---|
| com.opengamma.strata.product.fx |
Entity objects describing financial instruments in the foreign exchange market.
|
| Modifier and Type | Method and Description |
|---|---|
FxSwap |
FxSwapTrade.getProduct()
Gets the FX swap product that was agreed when the trade occurred.
|
static FxSwap |
FxSwap.of(CurrencyAmount amount,
FxRate nearRate,
LocalDate nearDate,
FxRate farRate,
LocalDate farDate)
Creates an
FxSwap using two FX rates, near and far, specifying a date adjustment. |
static FxSwap |
FxSwap.of(CurrencyAmount amount,
FxRate nearRate,
LocalDate nearDate,
FxRate farRate,
LocalDate farDate,
BusinessDayAdjustment paymentDateAdjustment)
Creates an
FxSwap using two FX rates, near and far, specifying a date adjustment. |
static FxSwap |
FxSwap.of(FxSingle nearLeg,
FxSingle farLeg)
Creates an
FxSwap from two transactions. |
static FxSwap |
FxSwap.ofForwardPoints(CurrencyAmount amount,
FxRate nearRate,
double decimalForwardPoints,
LocalDate nearDate,
LocalDate farDate)
Creates an
FxSwap using decimal forward points. |
static FxSwap |
FxSwap.ofForwardPoints(CurrencyAmount amount,
FxRate nearRate,
double decimalForwardPoints,
LocalDate nearDate,
LocalDate farDate,
BusinessDayAdjustment paymentDateAdjustment)
Creates an
FxSwap using decimal forward points, specifying a date adjustment. |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxSwap> |
FxSwap.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends FxSwap> |
FxSwap.Meta.builder() |
org.joda.beans.MetaProperty<FxSwap> |
FxSwapTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
static FxSwapTrade |
FxSwapTrade.of(TradeInfo info,
FxSwap product)
Obtains an instance of an FX swap trade.
|
FxSwapTrade.Builder |
FxSwapTrade.Builder.product(FxSwap product)
Sets the FX swap product that was agreed when the trade occurred.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.