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Package com.opengamma.strata.basics.currency

Representations of currency and money.

See: Description

Package com.opengamma.strata.basics.currency Description

Representations of currency and money.

The representation of Currency is separate from that in the JDK to provide more control. A pair of currencies is represented by CurrencyPair, which provides a mechanism of determining whether the pair is in standard FX market order.

CurrencyAmount provides the primary monetary representation, while MultiCurrencyAmount provide a representation where the amount is in multiple currencies.

Basic support for FX conversions is also provided. A single FX rate can be represented using FxRate, while a matrix of FX rates is represented using FxMatrix. The FxConvertible and FxRateProvider interfaces provide the glue to make currency conversion easy.

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Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.