com.opengamma.strata.basics.index

Class FxIndices

java.lang.Object

com.opengamma.strata.basics.index.FxIndices

public final class FxIndices
extends Object

Constants and implementations for standard foreign exchange indices.

Each constant returns a standard definition of the specified index.

Field Summary

Fields

Modifier and Type	Field and Description
static FxIndex	EUR_CHF_ECB The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".
static FxIndex	EUR_GBP_ECB The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".
static FxIndex	EUR_JPY_ECB The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".
static FxIndex	EUR_USD_ECB The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".
static FxIndex	EUR_USD_WM The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
static FxIndex	GBP_USD_WM The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
static FxIndex	USD_CHF_WM The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
static FxIndex	USD_JPY_WM The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

EUR_CHF_ECB

public static final FxIndex EUR_CHF_ECB

The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_GBP_ECB

public static final FxIndex EUR_GBP_ECB

The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_JPY_ECB

public static final FxIndex EUR_JPY_ECB

The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_USD_ECB

public static final FxIndex EUR_USD_ECB

The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".

USD_CHF_WM

public static final FxIndex USD_CHF_WM

The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".

GBP_USD_WM

public static final FxIndex GBP_USD_WM

The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".

EUR_USD_WM

public static final FxIndex EUR_USD_WM

The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".

USD_JPY_WM

public static final FxIndex USD_JPY_WM

The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".