Interface Product

    • Method Detail

      • isCrossCurrency

        default boolean isCrossCurrency()
        Checks if this product is cross-currency.

        A cross currency product is defined as one that refers to two or more currencies. Any product with direct or indirect FX exposure will be cross-currency.

        For example, a fixed/Ibor swap in USD observing USD-LIBOR is not cross currency, but one that observes EURIBOR is cross currency.

        Returns:
        true if cross currency
      • allPaymentCurrencies

        default com.google.common.collect.ImmutableSet<Currency> allPaymentCurrencies()
        Returns the set of currencies that the product pays in.

        This returns the complete set of payment currencies. This will typically return one or two currencies.

        Returns:
        the set of payment currencies
      • allCurrencies

        com.google.common.collect.ImmutableSet<Currency> allCurrencies()
        Returns the set of currencies the product refers to.

        This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.

        Returns:
        the set of currencies the product refers to