| Package | Description |
|---|---|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| Class and Description |
|---|
| FxSingleBarrierOption
FX (European) single barrier option.
|
| FxSingleBarrierOption.Builder
The bean-builder for
FxSingleBarrierOption. |
| FxSingleBarrierOption.Meta
The meta-bean for
FxSingleBarrierOption. |
| FxSingleBarrierOptionTrade
A trade in an FX single barrier option.
|
| FxSingleBarrierOptionTrade.Builder
The bean-builder for
FxSingleBarrierOptionTrade. |
| FxSingleBarrierOptionTrade.Meta
The meta-bean for
FxSingleBarrierOptionTrade. |
| FxVanillaOption
A vanilla FX option.
|
| FxVanillaOption.Builder
The bean-builder for
FxVanillaOption. |
| FxVanillaOption.Meta
The meta-bean for
FxVanillaOption. |
| FxVanillaOptionTrade
A trade in a vanilla FX option.
|
| FxVanillaOptionTrade.Builder
The bean-builder for
FxVanillaOptionTrade. |
| FxVanillaOptionTrade.Meta
The meta-bean for
FxVanillaOptionTrade. |
| ResolvedFxSingleBarrierOption
Resolved FX (European) single barrier option.
|
| ResolvedFxSingleBarrierOption.Meta
The meta-bean for
ResolvedFxSingleBarrierOption. |
| ResolvedFxSingleBarrierOptionTrade
A trade in an FX single barrier option, resolved for pricing.
|
| ResolvedFxSingleBarrierOptionTrade.Builder
The bean-builder for
ResolvedFxSingleBarrierOptionTrade. |
| ResolvedFxSingleBarrierOptionTrade.Meta
The meta-bean for
ResolvedFxSingleBarrierOptionTrade. |
| ResolvedFxVanillaOption
A vanilla FX option, resolved for pricing.
|
| ResolvedFxVanillaOption.Builder
The bean-builder for
ResolvedFxVanillaOption. |
| ResolvedFxVanillaOption.Meta
The meta-bean for
ResolvedFxVanillaOption. |
| ResolvedFxVanillaOptionTrade
A trade in a vanilla FX option, resolved for pricing.
|
| ResolvedFxVanillaOptionTrade.Builder
The bean-builder for
ResolvedFxVanillaOptionTrade. |
| ResolvedFxVanillaOptionTrade.Meta
The meta-bean for
ResolvedFxVanillaOptionTrade. |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.