| Package | Description |
|---|---|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedFxVanillaOption |
ResolvedFxVanillaOption.Builder.build() |
ResolvedFxVanillaOption |
ResolvedFxVanillaOptionTrade.getProduct()
Gets the resolved vanilla FX option product.
|
ResolvedFxVanillaOption |
ResolvedFxSingleBarrierOption.getUnderlyingOption()
Gets the underlying FX vanilla option.
|
ResolvedFxVanillaOption |
FxVanillaOption.resolve(ReferenceData refData) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedFxVanillaOption> |
ResolvedFxVanillaOption.Meta.beanType() |
org.joda.beans.MetaProperty<ResolvedFxVanillaOption> |
ResolvedFxVanillaOptionTrade.Meta.product()
The meta-property for the
product property. |
org.joda.beans.MetaProperty<ResolvedFxVanillaOption> |
ResolvedFxSingleBarrierOption.Meta.underlyingOption()
The meta-property for the
underlyingOption property. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedFxSingleBarrierOption |
ResolvedFxSingleBarrierOption.of(ResolvedFxVanillaOption underlyingOption,
Barrier barrier)
Obtains FX single barrier option without rebate.
|
static ResolvedFxSingleBarrierOption |
ResolvedFxSingleBarrierOption.of(ResolvedFxVanillaOption underlyingOption,
Barrier barrier,
CurrencyAmount rebate)
Obtains FX single barrier option with rebate.
|
ResolvedFxVanillaOptionTrade.Builder |
ResolvedFxVanillaOptionTrade.Builder.product(ResolvedFxVanillaOption product)
Sets the resolved vanilla FX option product.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.