| Package | Description |
|---|---|
| com.opengamma.strata.measure.fx |
Calculation functions for FX products.
|
| Class and Description |
|---|
| FxNdfTradeCalculations
Calculates pricing and risk measures for FX Non-Deliverable Forward (NDF) trades.
|
| FxRateConfig
Configuration defining how to create
FxRate instances from observable market data. |
| FxRateConfig.Builder
The bean-builder for
FxRateConfig. |
| FxRateConfig.Meta
The meta-bean for
FxRateConfig. |
| FxSingleTradeCalculations
Calculates pricing and risk measures for single FX trades.
|
| FxSwapTradeCalculations
Calculates pricing and risk measures for FX swap trades.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.