| Package | Description |
|---|---|
| com.opengamma.strata.product.fx |
Entity objects describing financial instruments in the foreign exchange market.
|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| Modifier and Type | Method and Description |
|---|---|
FxSingle |
FxSwap.getFarLeg()
Gets the foreign exchange transaction at the later date.
|
FxSingle |
FxSwap.getNearLeg()
Gets the foreign exchange transaction at the earlier date.
|
FxSingle |
FxSingleTrade.getProduct()
Gets the product that was agreed when the trade occurred.
|
static FxSingle |
FxSingle.of(CurrencyAmount amount1,
CurrencyAmount amount2,
LocalDate paymentDate)
Creates an
FxSingle from two amounts and the value date. |
static FxSingle |
FxSingle.of(CurrencyAmount amount1,
CurrencyAmount amount2,
LocalDate paymentDate,
BusinessDayAdjustment paymentDateAdjustment)
Creates an
FxSingle from two amounts and the value date, specifying a date adjustment. |
static FxSingle |
FxSingle.of(CurrencyAmount amount,
FxRate fxRate,
LocalDate paymentDate)
Creates an
FxSingle using a rate. |
static FxSingle |
FxSingle.of(CurrencyAmount amount,
FxRate fxRate,
LocalDate paymentDate,
BusinessDayAdjustment paymentDateAdjustment)
Creates an
FxSingle using a rate, specifying a date adjustment. |
static FxSingle |
FxSingle.of(Payment payment1,
Payment payment2)
Creates an
FxSingle from two payments. |
static FxSingle |
FxSingle.of(Payment payment1,
Payment payment2,
BusinessDayAdjustment paymentDateAdjustment)
Creates an
FxSingle from two payments, specifying a date adjustment. |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxSingle> |
FxSingle.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends FxSingle> |
FxSingle.Meta.builder() |
org.joda.beans.MetaProperty<FxSingle> |
FxSwap.Meta.farLeg()
The meta-property for the
farLeg property. |
org.joda.beans.MetaProperty<FxSingle> |
FxSwap.Meta.nearLeg()
The meta-property for the
nearLeg property. |
org.joda.beans.MetaProperty<FxSingle> |
FxSingleTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
static FxSwap |
FxSwap.of(FxSingle nearLeg,
FxSingle farLeg)
Creates an
FxSwap from two transactions. |
static FxSingleTrade |
FxSingleTrade.of(TradeInfo info,
FxSingle product)
Obtains an instance of a foreign exchange trade.
|
FxSingleTrade.Builder |
FxSingleTrade.Builder.product(FxSingle product)
Sets the product that was agreed when the trade occurred.
|
| Modifier and Type | Method and Description |
|---|---|
FxSingle |
FxVanillaOption.getUnderlying()
Gets the underlying foreign exchange transaction.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FxSingle> |
FxVanillaOption.Meta.underlying()
The meta-property for the
underlying property. |
| Modifier and Type | Method and Description |
|---|---|
FxVanillaOption.Builder |
FxVanillaOption.Builder.underlying(FxSingle underlying)
Sets the underlying foreign exchange transaction.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.