Package com.opengamma.strata.measure.fx
Calculation functions for FX products.

Class Summary Class Description FxNdfTradeCalculationFunction Perform calculations on a singleFxNdfTrade
for each of a set of scenarios.FxNdfTradeCalculations Calculates pricing and risk measures for FX NonDeliverable Forward (NDF) trades.FxRateConfig Configuration defining how to createFxRate
instances from observable market data.FxRateConfig.Builder The beanbuilder forFxRateConfig
.FxRateConfig.Meta The metabean forFxRateConfig
.FxRateMarketDataFunction Function which buildsFxRate
instances from observable market data.FxSingleTradeCalculationFunction Perform calculations on a singleFxSingleTrade
for each of a set of scenarios.FxSingleTradeCalculations Calculates pricing and risk measures for single FX trades.FxSwapTradeCalculationFunction Perform calculations on a singleFxSwapTrade
for each of a set of scenarios.FxSwapTradeCalculations Calculates pricing and risk measures for FX swap trades.