| Package | Description |
|---|---|
| com.opengamma.strata.product.common |
Entity objects shared between other packages.
|
| com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
| com.opengamma.strata.product.option |
Entity objects describing common option concepts.
|
| Modifier and Type | Method and Description |
|---|---|
static String |
SummarizerUtils.barrier(Barrier barrier,
LocalDate barrierObsDate)
Provide a summary description of the given barrier.
|
| Modifier and Type | Method and Description |
|---|---|
Barrier |
ResolvedFxSingleBarrierOption.getBarrier()
Gets the barrier description.
|
Barrier |
FxSingleBarrierOption.getBarrier()
Gets the barrier description.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<Barrier> |
ResolvedFxSingleBarrierOption.Meta.barrier()
The meta-property for the
barrier property. |
org.joda.beans.MetaProperty<Barrier> |
FxSingleBarrierOption.Meta.barrier()
The meta-property for the
barrier property. |
| Modifier and Type | Method and Description |
|---|---|
FxSingleBarrierOption.Builder |
FxSingleBarrierOption.Builder.barrier(Barrier barrier)
Sets the barrier 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.
|
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.
|
| Modifier and Type | Class and Description |
|---|---|
class |
SimpleConstantContinuousBarrier
Continuous barrier with constant barrier level.
|
| Modifier and Type | Method and Description |
|---|---|
Barrier |
Barrier.inverseKnockType()
Obtains an instance with knock type inverted.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.