| Package | Description |
|---|---|
| com.opengamma.strata.basics.currency |
Representations of currency and money.
|
| com.opengamma.strata.basics.date |
Tools for working with dates.
|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| com.opengamma.strata.basics.value |
Basic financial tools for working with values.
|
| Modifier and Type | Field and Description |
|---|---|
static Currency |
Currency.AED
The currency 'AED' - UAE Dirham.
|
static Currency |
Currency.ARS
The currency 'ARS' - Argentine Peso.
|
static Currency |
Currency.AUD
The currency 'AUD' - Australian Dollar.
|
static Currency |
Currency.BGN
The currency 'BGN' - Bulgarian Lev.
|
static Currency |
Currency.BHD
The currency 'BHD' - Bahraini Dinar.
|
static Currency |
Currency.BRL
The currency 'BRL' - Brazilian Real.
|
static Currency |
Currency.CAD
The currency 'CAD' - Canadian Dollar.
|
static Currency |
Currency.CHF
The currency 'CHF' - Swiss Franc.
|
static Currency |
Currency.CLP
The currency 'CLP' - Chilean Peso.
|
static Currency |
Currency.CNH
The currency 'CNH' - Chinese Offshore Yuan.
|
static Currency |
Currency.CNY
The currency 'CNY' - Chinese Onshore Yuan.
|
static Currency |
Currency.COP
The currency 'COP' - Colombian Peso.
|
static Currency |
Currency.CZK
The currency 'CZK' - Czeck Krona.
|
static Currency |
Currency.DKK
The currency 'DKK' - Danish Krone.
|
static Currency |
Currency.EGP
The currency 'EGP' - Egyptian Pound.
|
static Currency |
Currency.EUR
The currency 'EUR' - Euro.
|
static Currency |
Currency.GBP
The currency 'GBP' - British pound.
|
static Currency |
Currency.HKD
The currency 'HKD' - Hong Kong Dollar.
|
static Currency |
Currency.HRK
The currency 'HRK' - Croatian Kuna.
|
static Currency |
Currency.HUF
The currency 'HUF' = Hugarian Forint.
|
static Currency |
Currency.IDR
The currency 'IDR' = Indonesian Rupiah.
|
static Currency |
Currency.ILS
The currency 'ILS' = Israeli Shekel.
|
static Currency |
Currency.INR
The currency 'INR' = Indian Rupee.
|
static Currency |
Currency.ISK
The currency 'ISK' = Icelandic Krone.
|
static Currency |
Currency.JPY
The currency 'JPY' - Japanese Yen.
|
static Currency |
Currency.KRW
The currency 'KRW' = South Korean Won.
|
static Currency |
Currency.KZT
The currency 'KZT' = Kazakhstani Tenge.
|
static Currency |
Currency.MAD
The currency 'MAD' - Moroccan Dirham.
|
static Currency |
Currency.MXN
The currency 'MXN' - Mexican Peso.
|
static Currency |
Currency.MYR
The currency 'MYR' - Malaysian Ringgit.
|
static Currency |
Currency.NOK
The currency 'NOK' - Norwegian Krone.
|
static Currency |
Currency.NZD
The currency 'NZD' - New Zealand Dollar.
|
static Currency |
Currency.OMR
The currency 'OMR' - Omani Rial.
|
static Currency |
Currency.PEN
The currency 'PEN' - Peruvian Nuevo Sol.
|
static Currency |
Currency.PHP
The currency 'PHP' - Philippine Peso.
|
static Currency |
Currency.PKR
The currency 'PKR' - Pakistani Rupee.
|
static Currency |
Currency.PLN
The currency 'PLN' - Polish Zloty.
|
static Currency |
Currency.QAR
The currency 'QAR' - Qatari Riyal.
|
static Currency |
Currency.RON
The currency 'RON' - Romanian New Leu.
|
static Currency |
Currency.RUB
The currency 'RUB' - Russian Ruble.
|
static Currency |
Currency.SAR
The currency 'SAR' - Saudi Riyal.
|
static Currency |
Currency.SEK
The currency 'SEK' - Swedish Krona.
|
static Currency |
Currency.SGD
The currency 'SGD' - Singapore Dollar.
|
static Currency |
Currency.THB
The currency 'THB' - Thai Baht.
|
static Currency |
Currency.TRY
The currency 'TRY' - Turkish Lira.
|
static Currency |
Currency.TWD
The currency 'TWD' - New Taiwan Dollar.
|
static Currency |
Currency.UAH
The currency 'UAH' - Ukrainian Hryvnia.
|
static Currency |
Currency.USD
The currency 'USD' - United States Dollar.
|
static Currency |
Currency.VND
The currency 'VND' - Vietnamese Dong.
|
static Currency |
Currency.XAG
The currency 'XAG' - Silver (troy ounce).
|
static Currency |
Currency.XAU
The currency 'XAU' - Gold (troy ounce).
|
static Currency |
Currency.XPD
The currency 'XPD' - Paladium (troy ounce).
|
static Currency |
Currency.XPT
The currency 'XPT' - Platinum (troy ounce).
|
static Currency |
Currency.XXX
The currency 'XXX' - No applicable currency.
|
static Currency |
Currency.ZAR
The currency 'ZAR' - South African Rand.
|
| Modifier and Type | Method and Description |
|---|---|
Currency |
CurrencyPair.getBase()
Gets the base currency of the pair.
|
Currency |
CurrencyPair.getCounter()
Gets the counter currency of the pair.
|
Currency |
Payment.getCurrency()
Gets the currency of the payment.
|
Currency |
Money.getCurrency()
Gets the currency.
|
Currency |
CurrencyAmountArray.getCurrency()
Gets the currency.
|
Currency |
CurrencyAmount.getCurrency()
Gets the currency.
|
Currency |
BigMoney.getCurrency()
Gets the currency.
|
Currency |
AdjustablePayment.getCurrency()
Gets the currency of the payment.
|
Currency |
Currency.getTriangulationCurrency()
Gets the preferred triangulation currency.
|
static Currency |
Currency.of(String currencyCode)
Obtains an instance for the specified ISO-4217 three letter currency code.
|
Currency |
CurrencyPair.other(Currency currency)
Finds the other currency in the pair.
|
static Currency |
Currency.parse(String currencyCode)
Parses a string to obtain a
Currency. |
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ImmutableMap<Currency,Integer>> |
FxMatrix.Meta.currencies()
The meta-property for the
currencies property. |
org.joda.beans.MetaProperty<Currency> |
CurrencyAmountArray.Meta.currency()
The meta-property for the
currency property. |
static Set<Currency> |
Currency.getAvailableCurrencies()
Obtains the set of configured currencies.
|
Set<Currency> |
MultiCurrencyAmountArray.getCurrencies()
Gets the set of currencies for which this object contains values.
|
ImmutableSet<Currency> |
MultiCurrencyAmount.getCurrencies()
Gets the set of stored currencies.
|
ImmutableSet<Currency> |
FxMatrix.getCurrencies()
Returns the set of currencies held within this matrix.
|
ImmutableSortedMap<Currency,DoubleArray> |
MultiCurrencyAmountArray.getValues()
Gets the currency values, keyed by currency.
|
ImmutableSortedMap<Currency,Double> |
MultiCurrencyAmount.toMap()
Converts this
MultiCurrencyAmount to a map keyed by currency. |
ImmutableSet<Currency> |
CurrencyPair.toSet()
Returns the set of currencies contains in the pair.
|
org.joda.beans.MetaProperty<ImmutableSortedMap<Currency,DoubleArray>> |
MultiCurrencyAmountArray.Meta.values()
The meta-property for the
values property. |
| Modifier and Type | Method and Description |
|---|---|
FxMatrixBuilder |
FxMatrixBuilder.addRate(Currency ccy1,
Currency ccy2,
double rate)
Add a new pair of currencies to the builder.
|
int |
Currency.compareTo(Currency other)
Compares this currency to another.
|
boolean |
MultiCurrencyAmount.contains(Currency currency)
Checks if this multi-amount contains an amount for the specified currency.
|
boolean |
CurrencyPair.contains(Currency currency)
Checks if the currency pair contains the supplied currency as either its base or counter.
|
CurrencyAmount |
FxMatrix.convert(CurrencyAmount amount,
Currency targetCurrency)
Converts a
CurrencyAmount into an amount in the specified
currency using the rates in this matrix. |
default Decimal |
FxRateProvider.convert(Decimal amount,
Currency fromCurrency,
Currency toCurrency)
Converts an amount in a currency to an amount in a different currency using this rate.
|
default double |
FxRateProvider.convert(double amount,
Currency fromCurrency,
Currency toCurrency)
Converts an amount in a currency to an amount in a different currency using this rate.
|
CurrencyAmount |
FxMatrix.convert(MultiCurrencyAmount amount,
Currency targetCurrency)
Converts a
MultipleCurrencyAmount into an amount in the
specified currency using the rates in this matrix. |
Money |
Money.convertedTo(Currency resultCurrency,
BigDecimal fxRate)
Converts this amount to an equivalent amount the specified currency.
|
BigMoney |
BigMoney.convertedTo(Currency resultCurrency,
BigDecimal fxRate)
Converts this amount to an equivalent amount the specified currency.
|
Money |
Money.convertedTo(Currency resultCurrency,
Decimal fxRate)
Converts this amount to an equivalent amount the specified currency.
|
BigMoney |
BigMoney.convertedTo(Currency resultCurrency,
Decimal fxRate)
Converts this amount to an equivalent amount the specified currency.
|
CurrencyAmount |
CurrencyAmount.convertedTo(Currency resultCurrency,
double fxRate)
Converts this amount to an equivalent amount the specified currency.
|
Payment |
Payment.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts this payment to an equivalent payment in the specified currency.
|
CurrencyAmountArray |
MultiCurrencyAmountArray.convertedTo(Currency resultCurrency,
FxRateProvider fxRateProvider) |
CurrencyAmount |
MultiCurrencyAmount.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts this amount to an equivalent amount the specified currency.
|
Money |
Money.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts this amount to an equivalent amount in the specified currency.
|
R |
FxConvertible.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts this instance to an equivalent amount in the specified currency.
|
CurrencyAmountArray |
CurrencyAmountArray.convertedTo(Currency resultCurrency,
FxRateProvider fxRateProvider) |
CurrencyAmount |
CurrencyAmount.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts this amount to an equivalent amount in the specified currency.
|
BigMoney |
BigMoney.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider)
Converts this amount to an equivalent amount in the specified currency.
|
double |
FxRateProvider.fxRate(Currency baseCurrency,
Currency counterCurrency)
Gets the FX rate for the specified currency pair.
|
double |
FxRate.fxRate(Currency baseCurrency,
Currency counterCurrency)
Gets the FX rate for the specified currency pair.
|
double |
FxMatrix.fxRate(Currency baseCurrency,
Currency counterCurrency)
Gets the FX rate for the specified currency pair.
|
CurrencyAmount |
MultiCurrencyAmount.getAmount(Currency currency)
Gets the
CurrencyAmount for the specified currency, throwing an exception if not found. |
CurrencyAmount |
MultiCurrencyAmount.getAmountOrZero(Currency currency)
Gets the
CurrencyAmount for the specified currency, returning zero if not found. |
DoubleArray |
MultiCurrencyAmountArray.getValues(Currency currency)
Gets the values for the specified currency, throws an exception if there are no values for the currency.
|
MultiCurrencyAmount |
MultiCurrencyAmount.minus(Currency currency,
double amountToAdd)
Returns a copy of this
MultiCurrencyAmount with the specified amount subtracted. |
static Money |
Money.of(Currency currency,
BigDecimal amount)
Obtains an instance of
Money for the specified currency and amount. |
static BigMoney |
BigMoney.of(Currency currency,
BigDecimal amount)
Obtains an instance of
BigMoney for the specified currency and amount. |
static CurrencyPair |
CurrencyPair.of(Currency base,
Currency counter)
Obtains an instance from two currencies.
|
static FxRate |
FxRate.of(Currency base,
Currency counter,
double rate)
Obtains an instance from two currencies.
|
static FxMatrix |
FxMatrix.of(Currency ccy1,
Currency ccy2,
double rate)
Obtains an instance containing a single FX rate.
|
static Money |
Money.of(Currency currency,
Decimal amount)
Obtains an instance of
Money for the specified currency and amount. |
static BigMoney |
BigMoney.of(Currency currency,
Decimal amount)
Obtains an instance of
BigMoney for the specified currency and amount. |
static MultiCurrencyAmount |
MultiCurrencyAmount.of(Currency currency,
double amount)
Obtains an instance from a currency and amount.
|
static Money |
Money.of(Currency currency,
double amount)
Obtains an instance of
Money for the specified currency and amount. |
static CurrencyAmount |
CurrencyAmount.of(Currency currency,
double amount)
Obtains an instance of
CurrencyAmount for the specified currency and amount. |
static BigMoney |
BigMoney.of(Currency currency,
double amount)
Obtains an instance of
BigMoney for the specified currency and amount. |
static AdjustablePayment |
AdjustablePayment.of(Currency currency,
double amount,
AdjustableDate date)
Obtains an instance representing an amount where the date is adjustable.
|
static CurrencyAmountArray |
CurrencyAmountArray.of(Currency currency,
DoubleArray values)
Obtains an instance from the specified currency and array of values.
|
static Payment |
Payment.of(Currency currency,
double amount,
LocalDate date)
Obtains an instance representing an amount.
|
static AdjustablePayment |
AdjustablePayment.of(Currency currency,
double amount,
LocalDate date)
Obtains an instance representing an amount where the date is fixed.
|
Currency |
CurrencyPair.other(Currency currency)
Finds the other currency in the pair.
|
MultiCurrencyAmount |
MultiCurrencyAmount.plus(Currency currency,
double amountToAdd)
Returns a copy of this
MultiCurrencyAmount with the specified amount added. |
static Money |
Money.zero(Currency currency)
Obtains a zero amount instance of
Money for the specified currency. |
static CurrencyAmount |
CurrencyAmount.zero(Currency currency)
Obtains a zero amount instance of
CurrencyAmount for the specified currency. |
static BigMoney |
BigMoney.zero(Currency currency)
Obtains a zero amount instance of
BigMoney for the specified currency. |
| Modifier and Type | Method and Description |
|---|---|
static MultiCurrencyAmount |
MultiCurrencyAmount.of(Map<Currency,Double> map)
Obtains an instance from a map of currency to amount.
|
static MultiCurrencyAmountArray |
MultiCurrencyAmountArray.of(Map<Currency,DoubleArray> values)
Obtains an instance from a map of amounts.
|
| Modifier and Type | Method and Description |
|---|---|
static HolidayCalendarId |
HolidayCalendarId.defaultByCurrency(Currency currency)
Gets the default calendar for a currency.
|
static Optional<HolidayCalendarId> |
HolidayCalendarId.findDefaultByCurrency(Currency currency)
Tries to find a default calendar for a currency.
|
| Modifier and Type | Method and Description |
|---|---|
Currency |
PriceIndexObservation.getCurrency()
Gets the currency of the Ibor index.
|
Currency |
OvernightIndexObservation.getCurrency()
Gets the currency of the Overnight index.
|
Currency |
ImmutablePriceIndex.getCurrency()
Gets the currency of the index.
|
Currency |
ImmutableOvernightIndex.getCurrency()
Gets the currency of the index.
|
Currency |
ImmutableIborIndex.getCurrency()
Gets the currency of the index.
|
Currency |
IborIndexObservation.getCurrency()
Gets the currency of the Ibor index.
|
default Currency |
FloatingRateName.getCurrency()
Gets the currency of the floating rate.
|
Currency |
FloatingRateIndex.getCurrency()
Gets the currency of the index.
|
Currency |
FloatingRate.getCurrency()
Gets the associated currency.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<Currency> |
ImmutablePriceIndex.Meta.currency()
The meta-property for the
currency property. |
org.joda.beans.MetaProperty<Currency> |
ImmutableOvernightIndex.Meta.currency()
The meta-property for the
currency property. |
org.joda.beans.MetaProperty<Currency> |
ImmutableIborIndex.Meta.currency()
The meta-property for the
currency property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutablePriceIndex.Builder |
ImmutablePriceIndex.Builder.currency(Currency currency)
Sets the currency of the index.
|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.currency(Currency currency)
Sets the currency of the index.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.currency(Currency currency)
Sets the currency of the index.
|
static FloatingRateName |
FloatingRateName.defaultIborIndex(Currency currency)
Gets the default Ibor index for a currency.
|
static FloatingRateName |
FloatingRateName.defaultOvernightIndex(Currency currency)
Gets the default Overnight index for a currency.
|
| Modifier and Type | Method and Description |
|---|---|
static Rounding |
Rounding.of(Currency currency)
Obtains an instance that rounds to the number of minor units in the currency.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.