| Package | Description |
|---|---|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| Modifier and Type | Method and Description |
|---|---|
FxSingleBarrierOption |
FxSingleBarrierOption.Builder.build() |
FxSingleBarrierOption |
FxSingleBarrierOptionTrade.getProduct()
Gets the FX option product that was agreed when the trade occurred.
|
static FxSingleBarrierOption |
FxSingleBarrierOption.of(FxVanillaOption underlyingOption,
Barrier barrier)
Obtains FX single barrier option without rebate.
|
static FxSingleBarrierOption |
FxSingleBarrierOption.of(FxVanillaOption underlyingOption,
Barrier barrier,
CurrencyAmount rebate)
Obtains FX single barrier option with rebate.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxSingleBarrierOption> |
FxSingleBarrierOption.Meta.beanType() |
org.joda.beans.MetaProperty<FxSingleBarrierOption> |
FxSingleBarrierOptionTrade.Meta.product()
The meta-property for the
product property. |
| Modifier and Type | Method and Description |
|---|---|
FxSingleBarrierOptionTrade.Builder |
FxSingleBarrierOptionTrade.Builder.product(FxSingleBarrierOption product)
Sets the FX option product that was agreed when the trade occurred.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.