Uses of Class
com.opengamma.strata.product.fx.FxSwapTrade

Packages that use FxSwapTrade

Package	Description
com.opengamma.strata.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.

Uses of FxSwapTrade in com.opengamma.strata.product.fx

Methods in com.opengamma.strata.product.fx that return FxSwapTrade

Modifier and Type	Method and Description
FxSwapTrade	FxSwapTrade.Builder.build()
static FxSwapTrade	FxSwapTrade.of(TradeInfo info, FxSwap product) Obtains an instance of an FX swap trade.
FxSwapTrade	FxSwapTrade.withInfo(PortfolioItemInfo info)

Methods in com.opengamma.strata.product.fx that return types with arguments of type FxSwapTrade

Modifier and Type	Method and Description
Class<? extends FxSwapTrade>	FxSwapTrade.Meta.beanType()

Uses of FxSwapTrade in com.opengamma.strata.product.fx.type

Methods in com.opengamma.strata.product.fx.type that return FxSwapTrade

Modifier and Type	Method and Description
FxSwapTrade	FxSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double forwardPoints, ReferenceData refData) Creates a trade based on this template.
FxSwapTrade	FxSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double nearFxRate, double forwardPoints, ReferenceData refData) Creates a trade based on this template.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, MarketTenor marketTenor, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double farLegForwardPoints, ReferenceData refData) Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, MarketTenor marketTenor, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints, ReferenceData refData) Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, Period periodToNear, Period periodToFar, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double farLegForwardPoints, ReferenceData refData) Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, Period periodToNear, Period periodToFar, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints, ReferenceData refData) Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double farLegForwardPoints) Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints) Creates a trade based on this convention.
FxSwapTrade	ImmutableFxSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, Currency buySellCurrency, double notional, double nearFxRate, double farLegForwardPoints)
FxSwapTrade	FxSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, Currency buySellCurrency, double buySellNotional, double nearFxRate, double farLegForwardPoints) Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints) Creates a trade based on this convention.