FxIndex (OpenGamma Strata Basics)

All Superinterfaces:

Index, Named

All Known Implementing Classes:

ImmutableFxIndex
```
public interface FxIndex
extends Index, Named
```
An index of foreign exchange rates.
An FX rate is the conversion rate between two currencies. An FX index is the rate as published by a specific organization, typically at a well-known time-of-day.
The index is defined by two dates. The fixing date is the date on which the index is to be observed. The maturity date is the date on which delivery of the implied exchange occurs.
The most common implementations are provided in FxIndices.
All implementations of this interface must be immutable and thread-safe.

Method Summary

All Methods Static Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method and Description
`LocalDate`	`calculateFixingFromMaturity(LocalDate maturityDate, ReferenceData refData)` Calculates the fixing date from the maturity date.
`LocalDate`	`calculateMaturityFromFixing(LocalDate fixingDate, ReferenceData refData)` Calculates the maturity date from the fixing date.
`static FxIndex`	`createFxIndex(CurrencyPair currencyPair)` Creates a FX index for the provided currency pair.
`static ExtendedEnum<FxIndex>`	`extendedEnum()` Gets the extended enum helper.
`CurrencyPair`	`getCurrencyPair()` Gets the currency pair of the index.
`HolidayCalendarId`	`getFixingCalendar()` Gets the calendar that determines which dates are fixing dates.
`DaysAdjustment`	`getFixingDateOffset()` Gets the adjustment applied to the maturity date to obtain the fixing date.
`DaysAdjustment`	`getMaturityDateOffset()` Gets the adjustment applied to the fixing date to obtain the maturity date.
`String`	`getName()` Gets the name that uniquely identifies this index.
`static FxIndex`	`of(CurrencyPair currencyPair)` Obtains an instance from the specified currency pair.
`static FxIndex`	`of(String uniqueName)` Obtains an instance from the specified unique name.
`Function<LocalDate,FxIndexObservation>`	`resolve(ReferenceData refData)` Resolves this index using the specified reference data, returning a function.

Methods inherited from interface com.opengamma.strata.collect.named.Named
of

- Method Detail
  - of
```
static FxIndex of(String uniqueName)
```
    Obtains an instance from the specified unique name.
    If the unique name can be parsed as a currency pair, an FX index will be looked up on the pair.
    
    Specified by:
    
    of in interface Index
    
    Parameters:
    
    uniqueName - the unique name
    
    Returns:
    
    the index
    
    Throws:
    
    IllegalArgumentException - if the name is not known
  - of
```
static FxIndex of(CurrencyPair currencyPair)
```
    Obtains an instance from the specified currency pair.
    If a currency pair does not have an implementation, an FX index will be created.
    
    Parameters:
    
    currencyPair - the currency pair
    
    Returns:
    
    the index
  - createFxIndex
```
static FxIndex createFxIndex(CurrencyPair currencyPair)
```
    Creates a FX index for the provided currency pair.
    The FX index will be default to the combined holiday calendars for the currency pair. The maturity day offset will default to 2 days.
    
    Parameters:
    
    currencyPair - the currency pair
    
    Returns:
    
    the index
  - extendedEnum
```
static ExtendedEnum<FxIndex> extendedEnum()
```
    Gets the extended enum helper.
    This helper allows instances of the index to be looked up. It also provides the complete set of available instances.
    
    Returns:
    
    the extended enum helper
  - getCurrencyPair
```
CurrencyPair getCurrencyPair()
```
    Gets the currency pair of the index.
    
    Returns:
    
    the currency pair of the index
  - getFixingDateOffset
```
DaysAdjustment getFixingDateOffset()
```
    Gets the adjustment applied to the maturity date to obtain the fixing date.
    The fixing date is the date on which the index is to be observed. The maturity date is the date on which the implied amount is delivered/exchanged. The maturity date is typically two business days after the fixing date.
    
    Returns:
    
    the fixing date offset
  - getMaturityDateOffset
```
DaysAdjustment getMaturityDateOffset()
```
    Gets the adjustment applied to the fixing date to obtain the maturity date.
    The fixing date is the date on which the index is to be observed. The maturity date is the date on which the implied amount is delivered/exchanged. The maturity date is typically two business days after the fixing date.
    
    Returns:
    
    the maturity date offset
  - getFixingCalendar
```
HolidayCalendarId getFixingCalendar()
```
    Gets the calendar that determines which dates are fixing dates.
    The rate will be fixed on each business day in this calendar.
    
    Returns:
    
    the calendar used to determine the fixing dates of the index
  - calculateMaturityFromFixing
```
LocalDate calculateMaturityFromFixing(LocalDate fixingDate,
                                      ReferenceData refData)
```
    Calculates the maturity date from the fixing date.
    The fixing date is the date on which the index is to be observed. The maturity date is the date on which the implied amount is delivered/exchanged. The maturity date is typically two days after the fixing date.
    No error is thrown if the input date is not a valid fixing date. Instead, the fixing date is moved to the next valid fixing date and then processed.
    The maturity date is also known as the value date.
    
    Parameters:
    
    fixingDate - the fixing date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the maturity date
  - calculateFixingFromMaturity
```
LocalDate calculateFixingFromMaturity(LocalDate maturityDate,
                                      ReferenceData refData)
```
    Calculates the fixing date from the maturity date.
    The fixing date is the date on which the index is to be observed. The maturity date is the date on which the implied amount is delivered/exchanged. The maturity date is typically two days after the fixing date.
    No error is thrown if the input date is not a valid effective date. Instead, the effective date is moved to the next valid effective date and then processed.
    The maturity date is also known as the value date.
    
    Parameters:
    
    maturityDate - the maturity date
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    the fixing date
  - resolve
```
Function<LocalDate,FxIndexObservation> resolve(ReferenceData refData)
```
    Resolves this index using the specified reference data, returning a function.
    This returns a Function that converts fixing dates to observations. It binds the holiday calendar, looked up from the reference data, into the result. As such, there is no need to pass the reference data in again.
    This method is intended for use when looping to create multiple instances of FxIndexObservation. Implementations of the method are intended to optimize, avoiding repeated calls to resolve the holiday calendar
    
    Parameters:
    
    refData - the reference data, used to resolve the holiday calendar
    
    Returns:
    
    a function that converts fixing date to observation
  - getName
```
String getName()
```
    Gets the name that uniquely identifies this index.
    This name is used in serialization and can be parsed using of(String).
    
    Specified by:
    
    getName in interface Index
    
    Specified by:
    
    getName in interface Named
    
    Returns:
    
    the unique name

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Interface FxIndex

Method Summary

Methods inherited from interface com.opengamma.strata.collect.named.Named

Method Detail

of

of

createFxIndex

extendedEnum

getCurrencyPair

getFixingDateOffset

getMaturityDateOffset

getFixingCalendar

calculateMaturityFromFixing

calculateFixingFromMaturity

resolve

getName