| Package | Description |
|---|---|
| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
static ScenarioFxRateProvider |
ScenarioFxRateProvider.of(ScenarioMarketData marketData)
Returns a scenario FX rate provider which takes its data from the provided market data.
|
static ScenarioFxRateProvider |
ScenarioFxRateProvider.of(ScenarioMarketData marketData,
ObservableSource source)
Returns a scenario FX rate provider which takes its data from the provided market data.
|
| Modifier and Type | Method and Description |
|---|---|
R |
ScenarioFxConvertible.convertedTo(Currency resultCurrency,
ScenarioFxRateProvider rateProvider)
Converts this instance to an equivalent amount in the specified currency.
|
CurrencyScenarioArray |
MultiCurrencyScenarioArray.convertedTo(Currency reportingCurrency,
ScenarioFxRateProvider fxRateProvider) |
CurrencyScenarioArray |
CurrencyScenarioArray.convertedTo(Currency reportingCurrency,
ScenarioFxRateProvider fxRateProvider) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.