| Package | Description |
|---|---|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| Modifier and Type | Method and Description |
|---|---|
FxVanillaOption |
FxVanillaOption.Builder.build() |
FxVanillaOption |
FxVanillaOptionTrade.getProduct()
Gets the FX option product that was agreed when the trade occurred.
|
FxVanillaOption |
FxSingleBarrierOption.getUnderlyingOption()
Gets the underlying FX vanilla option.
|
static FxVanillaOption |
FxVanillaOption.of(LongShort longShort,
ZonedDateTime expiry,
CurrencyPair currencyPair,
PutCall putCall,
double strike,
double baseNotional,
LocalDate paymentDate)
Creates an equivalent
FxVanillaOption using currency pair, option expiry, call/put flag, strike, base
currency notional, and underlying payment date. |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxVanillaOption> |
FxVanillaOption.Meta.beanType() |
org.joda.beans.MetaProperty<FxVanillaOption> |
FxVanillaOptionTrade.Meta.product()
The meta-property for the
product property. |
org.joda.beans.MetaProperty<FxVanillaOption> |
FxSingleBarrierOption.Meta.underlyingOption()
The meta-property for the
underlyingOption property. |
| Modifier and Type | Method and Description |
|---|---|
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.
|
FxVanillaOptionTrade.Builder |
FxVanillaOptionTrade.Builder.product(FxVanillaOption product)
Sets the FX option product that was agreed when the trade occurred.
|
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.Builder.underlyingOption(FxVanillaOption underlyingOption)
Sets the underlying FX vanilla option.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.