| Package | Description |
|---|---|
| com.opengamma.strata.product.fx.type |
Conventions and templates to aid the construction of foreign exchange products.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableFxSwapConvention
A market convention for FX swap trades
|
| Modifier and Type | Field and Description |
|---|---|
static FxSwapConvention |
StandardFxSwapConventions.EUR_GBP
EUR/GBP convention with 2 days spot date.
|
static FxSwapConvention |
FxSwapConventions.EUR_GBP
The "EUR/GBP" FX Swap convention.
|
static FxSwapConvention |
StandardFxSwapConventions.EUR_JPY
EUR/JPY convention with 2 days spot date.
|
static FxSwapConvention |
FxSwapConventions.EUR_JPY
The "EUR/JPY" FX Swap convention.
|
static FxSwapConvention |
StandardFxSwapConventions.EUR_USD
EUR/USD convention with 2 days spot date.
|
static FxSwapConvention |
FxSwapConventions.EUR_USD
The "EUR/USD" FX Swap convention.
|
static FxSwapConvention |
StandardFxSwapConventions.GBP_JPY
GBP/JPY convention with 2 days spot date.
|
static FxSwapConvention |
FxSwapConventions.GBP_JPY
The "GBP/JPY" FX Swap convention.
|
static FxSwapConvention |
StandardFxSwapConventions.GBP_USD
GBP/USD convention with 2 days spot date.
|
static FxSwapConvention |
FxSwapConventions.GBP_USD
The "GBP/USD" FX Swap convention.
|
static FxSwapConvention |
StandardFxSwapConventions.USD_JPY
USD/JPY convention with 2 days spot date.
|
static FxSwapConvention |
FxSwapConventions.USD_JPY
The "USD/JPY" FX Swap convention.
|
| Modifier and Type | Method and Description |
|---|---|
FxSwapConvention |
FxSwapTemplate.getConvention()
Gets the underlying FX Swap convention.
|
static FxSwapConvention |
FxSwapConvention.of(CurrencyPair currencyPair)
Obtains the standard convention for the specified currency pair.
|
static FxSwapConvention |
FxSwapConvention.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<FxSwapConvention> |
FxSwapTemplate.Meta.convention()
The meta-property for the
convention property. |
static ExtendedEnum<FxSwapConvention> |
FxSwapConvention.extendedEnum()
Gets the extended enum helper.
|
| Modifier and Type | Method and Description |
|---|---|
FxSwapTemplate.Builder |
FxSwapTemplate.Builder.convention(FxSwapConvention convention)
Sets the underlying FX Swap convention.
|
static FxSwapTemplate |
FxSwapTemplate.of(Period periodToFar,
FxSwapConvention convention)
Obtains a template based on the specified period and convention.
|
static FxSwapTemplate |
FxSwapTemplate.of(Period periodToNear,
Period periodToFar,
FxSwapConvention convention)
Obtains a template based on the specified periods and convention.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.