Uses of Class
com.opengamma.strata.product.fx.ResolvedFxSingle
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Packages that use ResolvedFxSingle Package Description com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap.com.opengamma.strata.product.fx Entity objects describing financial instruments in the foreign exchange market.com.opengamma.strata.product.fxopt Entity objects describing options in the foreign exchange market. -
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Uses of ResolvedFxSingle in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx with parameters of type ResolvedFxSingle Modifier and Type Method Description MultiCurrencyAmountDiscountingFxSingleProductPricer. currencyExposure(ResolvedFxSingle product, RatesProvider provider)Calculates the currency exposure by discounting each payment in its own currency.MultiCurrencyAmountDiscountingFxSingleProductPricer. currentCash(ResolvedFxSingle fx, LocalDate valuationDate)Calculates the current cash.FxRateDiscountingFxSingleProductPricer. forwardFxRate(ResolvedFxSingle fx, RatesProvider provider)Calculates the forward exchange rate.PointSensitivityBuilderDiscountingFxSingleProductPricer. forwardFxRatePointSensitivity(ResolvedFxSingle fx, RatesProvider provider)Calculates the forward exchange rate point sensitivity.doubleDiscountingFxSingleProductPricer. forwardFxRateSpotSensitivity(ResolvedFxSingle fx, RatesProvider provider)Calculates the sensitivity of the forward exchange rate to the spot rate.doubleDiscountingFxSingleProductPricer. parSpread(ResolvedFxSingle fx, RatesProvider provider)Calculates the par spread.MultiCurrencyAmountDiscountingFxSingleProductPricer. presentValue(ResolvedFxSingle fx, RatesProvider provider)Calculates the present value of the FX product by discounting each payment in its own currency.PointSensitivitiesDiscountingFxSingleProductPricer. presentValueSensitivity(ResolvedFxSingle fx, RatesProvider provider)Calculates the present value curve sensitivity of the FX product. -
Uses of ResolvedFxSingle in com.opengamma.strata.product.fx
Methods in com.opengamma.strata.product.fx that return ResolvedFxSingle Modifier and Type Method Description ResolvedFxSingleResolvedFxSwap. getFarLeg()Gets the foreign exchange transaction at the later date.ResolvedFxSingleResolvedFxSwap. getNearLeg()Gets the foreign exchange transaction at the earlier date.ResolvedFxSingleResolvedFxSingleTrade. getProduct()Gets the resolved single FX product.ResolvedFxSingleResolvedFxSingle. inverse()Returns the inverse transaction.static ResolvedFxSingleResolvedFxSingle. of(CurrencyAmount amount1, CurrencyAmount amount2, LocalDate valueDate)Creates anResolvedFxSinglefrom two amounts and the value date.static ResolvedFxSingleResolvedFxSingle. of(CurrencyAmount amountCurrency1, FxRate fxRate, LocalDate paymentDate)Creates anResolvedFxSingleusing a rate.static ResolvedFxSingleResolvedFxSingle. of(Payment payment1, Payment payment2)Creates anResolvedFxSinglefrom two equivalent payments in different currencies.ResolvedFxSingleFxSingle. resolve(ReferenceData refData)Methods in com.opengamma.strata.product.fx that return types with arguments of type ResolvedFxSingle Modifier and Type Method Description Class<? extends ResolvedFxSingle>ResolvedFxSingle.Meta. beanType()org.joda.beans.BeanBuilder<? extends ResolvedFxSingle>ResolvedFxSingle.Meta. builder()org.joda.beans.MetaProperty<ResolvedFxSingle>ResolvedFxSwap.Meta. farLeg()The meta-property for thefarLegproperty.org.joda.beans.MetaProperty<ResolvedFxSingle>ResolvedFxSwap.Meta. nearLeg()The meta-property for thenearLegproperty.org.joda.beans.MetaProperty<ResolvedFxSingle>ResolvedFxSingleTrade.Meta. product()The meta-property for theproductproperty.Methods in com.opengamma.strata.product.fx with parameters of type ResolvedFxSingle Modifier and Type Method Description static ResolvedFxSingleTradeResolvedFxSingleTrade. of(TradeInfo info, ResolvedFxSingle product)Obtains an instance of a resolved single FX trade.static ResolvedFxSwapResolvedFxSwap. of(ResolvedFxSingle nearLeg, ResolvedFxSingle farLeg)Creates aResolvedFxSwapfrom two legs.ResolvedFxSingleTrade.BuilderResolvedFxSingleTrade.Builder. product(ResolvedFxSingle product)Sets the resolved single FX product. -
Uses of ResolvedFxSingle in com.opengamma.strata.product.fxopt
Methods in com.opengamma.strata.product.fxopt that return ResolvedFxSingle Modifier and Type Method Description ResolvedFxSingleResolvedFxVanillaOption. getUnderlying()Gets the underlying foreign exchange transaction.Methods in com.opengamma.strata.product.fxopt that return types with arguments of type ResolvedFxSingle Modifier and Type Method Description org.joda.beans.MetaProperty<ResolvedFxSingle>ResolvedFxVanillaOption.Meta. underlying()The meta-property for theunderlyingproperty.Methods in com.opengamma.strata.product.fxopt with parameters of type ResolvedFxSingle Modifier and Type Method Description ResolvedFxVanillaOption.BuilderResolvedFxVanillaOption.Builder. underlying(ResolvedFxSingle underlying)Sets the underlying foreign exchange transaction.
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