| 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 |
FxOptionTrade
A foreign exchange option trade such as a FxVanillaOptionTrade.
|
| Modifier and Type | Class and Description |
|---|---|
class |
FxNdfTrade
A trade in a Non-Deliverable Forward (NDF).
|
class |
FxSingleTrade
A foreign exchange trade, such as an FX forward or FX spot.
|
class |
FxSwapTrade
A trade in an FX swap.
|
| Modifier and Type | Method and Description |
|---|---|
FxTrade |
FxTrade.withInfo(PortfolioItemInfo info) |
| Modifier and Type | Class and Description |
|---|---|
class |
FxSingleBarrierOptionTrade
A trade in an FX single barrier option.
|
class |
FxVanillaOptionTrade
A trade in 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.