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