Package com.opengamma.strata.measure.fxopt

Calculation functions for FX option products.

See: Description

Interface Summary

Interface	Description
FxOptionMarketData	Market data for FX options.
FxOptionMarketDataLookup	The lookup that provides access to FX options volatilities in market data.
FxOptionScenarioMarketData	Market data for FX options, used for calculation across multiple scenarios.
FxOptionVolatilitiesSpecification	The specification of how to build FX option volatilities.

Class Summary

Class	Description
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification	The specification of how to build FX option volatilities.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	The bean-builder for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta	The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionSmileVolatilitiesSpecification	The specification of how to build FX option volatilities.
BlackFxOptionSmileVolatilitiesSpecification.Builder	The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSmileVolatilitiesSpecification.Meta	The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.
FxOptionVolatilitiesDefinition	The definition of how to build FX option volatilities.
FxOptionVolatilitiesDefinition.Meta	The meta-bean for FxOptionVolatilitiesDefinition.
FxOptionVolatilitiesMarketDataFunction	Market data function that builds FX option volatilities.
FxOptionVolatilitiesNode	A node in the configuration specifying how to build FX option volatilities.
FxOptionVolatilitiesNode.Builder	The bean-builder for FxOptionVolatilitiesNode.
FxOptionVolatilitiesNode.Meta	The meta-bean for FxOptionVolatilitiesNode.
FxSingleBarrierOptionTradeCalculationFunction	Perform calculations on an FX single barrier option trade for each of a set of scenarios.
FxSingleBarrierOptionTradeCalculations	Calculates pricing and risk measures for FX single barrier option trades.
FxVanillaOptionTradeCalculationFunction	Perform calculations on an FX vanilla option trade for each of a set of scenarios.
FxVanillaOptionTradeCalculations	Calculates pricing and risk measures for FX vanilla option trades.

Enum Summary

Enum	Description
FxSingleBarrierOptionMethod	The method to use for pricing FX single barrier options.
FxVanillaOptionMethod	The method to use for pricing FX vanilla options.

Package com.opengamma.strata.measure.fxopt Description

Calculation functions for FX option products.