| 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 |
|---|---|
ResolvedFxSingle |
ResolvedFxSwap.getFarLeg()
Gets the foreign exchange transaction at the later date.
|
ResolvedFxSingle |
ResolvedFxSwap.getNearLeg()
Gets the foreign exchange transaction at the earlier date.
|
ResolvedFxSingle |
ResolvedFxSingleTrade.getProduct()
Gets the resolved single FX product.
|
ResolvedFxSingle |
ResolvedFxSingle.inverse()
Returns the inverse transaction.
|
static ResolvedFxSingle |
ResolvedFxSingle.of(CurrencyAmount amount1,
CurrencyAmount amount2,
LocalDate valueDate)
Creates an
ResolvedFxSingle from two amounts and the value date. |
static ResolvedFxSingle |
ResolvedFxSingle.of(CurrencyAmount amountCurrency1,
FxRate fxRate,
LocalDate paymentDate)
Creates an
ResolvedFxSingle using a rate. |
static ResolvedFxSingle |
ResolvedFxSingle.of(Payment payment1,
Payment payment2)
Creates an
ResolvedFxSingle from two equivalent payments in different currencies. |
ResolvedFxSingle |
FxSingle.resolve(ReferenceData refData) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ResolvedFxSingle> |
ResolvedFxSingle.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends ResolvedFxSingle> |
ResolvedFxSingle.Meta.builder() |
org.joda.beans.MetaProperty<ResolvedFxSingle> |
ResolvedFxSwap.Meta.farLeg()
The meta-property for the
farLeg property. |
org.joda.beans.MetaProperty<ResolvedFxSingle> |
ResolvedFxSwap.Meta.nearLeg()
The meta-property for the
nearLeg property. |
org.joda.beans.MetaProperty<ResolvedFxSingle> |
ResolvedFxSingleTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
static ResolvedFxSwap |
ResolvedFxSwap.of(ResolvedFxSingle nearLeg,
ResolvedFxSingle farLeg)
Creates a
ResolvedFxSwap from two legs. |
static ResolvedFxSingleTrade |
ResolvedFxSingleTrade.of(TradeInfo info,
ResolvedFxSingle product)
Obtains an instance of a resolved single FX trade.
|
ResolvedFxSingleTrade.Builder |
ResolvedFxSingleTrade.Builder.product(ResolvedFxSingle product)
Sets the resolved single FX product.
|
| Modifier and Type | Method and Description |
|---|---|
ResolvedFxSingle |
ResolvedFxVanillaOption.getUnderlying()
Gets the underlying foreign exchange transaction.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<ResolvedFxSingle> |
ResolvedFxVanillaOption.Meta.underlying()
The meta-property for the
underlying property. |
| Modifier and Type | Method and Description |
|---|---|
ResolvedFxVanillaOption.Builder |
ResolvedFxVanillaOption.Builder.underlying(ResolvedFxSingle 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.