| Package | Description |
|---|---|
| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
FxRateScenarioArray |
FxRateScenarioArray.crossRates(FxRateScenarioArray other)
Derives a set of FX rates from these rates and another set of rates.
|
static FxRateScenarioArray |
FxRateScenarioArray.of(Currency base,
Currency counter,
DoubleArray rates)
Returns an array of FX rates for a currency pair.
|
static FxRateScenarioArray |
FxRateScenarioArray.of(CurrencyPair currencyPair,
DoubleArray rates)
Returns an array of FX rates for a currency pair.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxRateScenarioArray> |
FxRateScenarioArray.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends FxRateScenarioArray> |
FxRateScenarioArray.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
FxRateScenarioArray |
FxRateScenarioArray.crossRates(FxRateScenarioArray other)
Derives a set of FX rates from these rates and another set of rates.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.