Uses of Class
com.opengamma.strata.basics.currency.Currency

Packages that use Currency

Package	Description
com.opengamma.strata.basics.currency	Representations of currency and money.
com.opengamma.strata.basics.date	Tools for working with dates.
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.value	Basic financial tools for working with values.
com.opengamma.strata.calc	Calculates risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.calc.marketdata	Provides the ability to obtain market data and perform calibrations and scenario perturbations.
com.opengamma.strata.calc.runner	The calculation runner.
com.opengamma.strata.data	Basic types to model market data.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.loader	Tools for loading data from files.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.market.amount	Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.explain	Support for explaining results.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.market.surface	Definitions of surfaces.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.credit	Calculation functions for credit products.
com.opengamma.strata.measure.deposit	Calculation functions for deposit products.
com.opengamma.strata.measure.dsf	Calculation functions for DSF products.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.payment	Calculation functions for payment products.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.measure.security	Calculation functions for futures products.
com.opengamma.strata.measure.swap	Calculation functions for swap products.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity	Calculators for sensitivities.
com.opengamma.strata.pricer.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.
com.opengamma.strata.product	Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.common	Entity objects shared between other packages.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.dsf	Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.etd	Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
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.
com.opengamma.strata.product.index	Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.payment	Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.rate	Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.

Uses of Currency in com.opengamma.strata.basics.currency

Fields in com.opengamma.strata.basics.currency declared as Currency

Modifier and Type	Field	Description
static Currency	Currency.AED	The currency 'AED' - UAE Dirham.
static Currency	Currency.ARS	The currency 'ARS' - Argentine Peso.
static Currency	Currency.AUD	The currency 'AUD' - Australian Dollar.
static Currency	Currency.BGN	The currency 'BGN' - Bulgarian Lev.
static Currency	Currency.BHD	The currency 'BHD' - Bahraini Dinar.
static Currency	Currency.BRL	The currency 'BRL' - Brazilian Real.
static Currency	Currency.CAD	The currency 'CAD' - Canadian Dollar.
static Currency	Currency.CHF	The currency 'CHF' - Swiss Franc.
static Currency	Currency.CLP	The currency 'CLP' - Chilean Peso.
static Currency	Currency.CNH	The currency 'CNH' - Chinese Offshore Yuan.
static Currency	Currency.CNY	The currency 'CNY' - Chinese Onshore Yuan.
static Currency	Currency.COP	The currency 'COP' - Colombian Peso.
static Currency	Currency.CZK	The currency 'CZK' - Czeck Krona.
static Currency	Currency.DKK	The currency 'DKK' - Danish Krone.
static Currency	Currency.EGP	The currency 'EGP' - Egyptian Pound.
static Currency	Currency.EUR	The currency 'EUR' - Euro.
static Currency	Currency.GBP	The currency 'GBP' - British pound.
static Currency	Currency.HKD	The currency 'HKD' - Hong Kong Dollar.
static Currency	Currency.HRK	The currency 'HRK' - Croatian Kuna.
static Currency	Currency.HUF	The currency 'HUF' = Hugarian Forint.
static Currency	Currency.IDR	The currency 'IDR' = Indonesian Rupiah.
static Currency	Currency.ILS	The currency 'ILS' = Israeli Shekel.
static Currency	Currency.INR	The currency 'INR' = Indian Rupee.
static Currency	Currency.ISK	The currency 'ISK' = Icelandic Krone.
static Currency	Currency.JPY	The currency 'JPY' - Japanese Yen.
static Currency	Currency.KRW	The currency 'KRW' = South Korean Won.
static Currency	Currency.KZT	The currency 'KZT' = Kazakhstani Tenge.
static Currency	Currency.MAD	The currency 'MAD' - Moroccan Dirham.
static Currency	Currency.MXN	The currency 'MXN' - Mexican Peso.
static Currency	Currency.MYR	The currency 'MYR' - Malaysian Ringgit.
static Currency	Currency.NOK	The currency 'NOK' - Norwegian Krone.
static Currency	Currency.NZD	The currency 'NZD' - New Zealand Dollar.
static Currency	Currency.OMR	The currency 'OMR' - Omani Rial.
static Currency	Currency.PEN	The currency 'PEN' - Peruvian Nuevo Sol.
static Currency	Currency.PHP	The currency 'PHP' - Philippine Peso.
static Currency	Currency.PKR	The currency 'PKR' - Pakistani Rupee.
static Currency	Currency.PLN	The currency 'PLN' - Polish Zloty.
static Currency	Currency.QAR	The currency 'QAR' - Qatari Riyal.
static Currency	Currency.RON	The currency 'RON' - Romanian New Leu.
static Currency	Currency.RUB	The currency 'RUB' - Russian Ruble.
static Currency	Currency.SAR	The currency 'SAR' - Saudi Riyal.
static Currency	Currency.SEK	The currency 'SEK' - Swedish Krona.
static Currency	Currency.SGD	The currency 'SGD' - Singapore Dollar.
static Currency	Currency.THB	The currency 'THB' - Thai Baht.
static Currency	Currency.TRY	The currency 'TRY' - Turkish Lira.
static Currency	Currency.TWD	The currency 'TWD' - New Taiwan Dollar.
static Currency	Currency.UAH	The currency 'UAH' - Ukrainian Hryvnia.
static Currency	Currency.USD	The currency 'USD' - United States Dollar.
static Currency	Currency.VND	The currency 'VND' - Vietnamese Dong.
static Currency	Currency.XAG	The currency 'XAG' - Silver (troy ounce).
static Currency	Currency.XAU	The currency 'XAU' - Gold (troy ounce).
static Currency	Currency.XPD	The currency 'XPD' - Paladium (troy ounce).
static Currency	Currency.XPT	The currency 'XPT' - Platinum (troy ounce).
static Currency	Currency.XXX	The currency 'XXX' - No applicable currency.
static Currency	Currency.ZAR	The currency 'ZAR' - South African Rand.

Methods in com.opengamma.strata.basics.currency that return Currency

Modifier and Type	Method	Description
Currency	CurrencyPair.getBase()	Gets the base currency of the pair.
Currency	CurrencyPair.getCounter()	Gets the counter currency of the pair.
Currency	AdjustablePayment.getCurrency()	Gets the currency of the payment.
Currency	BigMoney.getCurrency()	Gets the currency.
Currency	CurrencyAmount.getCurrency()	Gets the currency.
Currency	CurrencyAmountArray.getCurrency()	Gets the currency.
Currency	Money.getCurrency()	Gets the currency.
Currency	Payment.getCurrency()	Gets the currency of the payment.
Currency	Currency.getTriangulationCurrency()	Gets the preferred triangulation currency.
static Currency	Currency.of(String currencyCode)	Obtains an instance for the specified ISO-4217 three letter currency code.
Currency	CurrencyPair.other(Currency currency)	Finds the other currency in the pair.
static Currency	Currency.parse(String currencyCode)	Parses a string to obtain a Currency.

Methods in com.opengamma.strata.basics.currency that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableMap<Currency,Integer>>	FxMatrix.Meta.currencies()	The meta-property for the currencies property.
org.joda.beans.MetaProperty<Currency>	CurrencyAmountArray.Meta.currency()	The meta-property for the currency property.
static Set<Currency>	Currency.getAvailableCurrencies()	Obtains the set of configured currencies.
ImmutableSet<Currency>	FxMatrix.getCurrencies()	Returns the set of currencies held within this matrix.
ImmutableSet<Currency>	MultiCurrencyAmount.getCurrencies()	Gets the set of stored currencies.
Set<Currency>	MultiCurrencyAmountArray.getCurrencies()	Gets the set of currencies for which this object contains values.
ImmutableSortedMap<Currency,DoubleArray>	MultiCurrencyAmountArray.getValues()	Gets the currency values, keyed by currency.
ImmutableSortedMap<Currency,Double>	MultiCurrencyAmount.toMap()	Converts this MultiCurrencyAmount to a map keyed by currency.
ImmutableSet<Currency>	CurrencyPair.toSet()	Returns the set of currencies contains in the pair.
org.joda.beans.MetaProperty<ImmutableSortedMap<Currency,DoubleArray>>	MultiCurrencyAmountArray.Meta.values()	The meta-property for the values property.

Methods in com.opengamma.strata.basics.currency with parameters of type Currency

Modifier and Type	Method	Description
FxMatrixBuilder	FxMatrixBuilder.addRate(Currency ccy1, Currency ccy2, double rate)	Add a new pair of currencies to the builder.
int	Currency.compareTo(Currency other)	Compares this currency to another.
boolean	CurrencyPair.contains(Currency currency)	Checks if the currency pair contains the supplied currency as either its base or counter.
boolean	MultiCurrencyAmount.contains(Currency currency)	Checks if this multi-amount contains an amount for the specified currency.
CurrencyAmount	FxMatrix.convert(CurrencyAmount amount, Currency targetCurrency)	Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.
CurrencyAmount	FxMatrix.convert(MultiCurrencyAmount amount, Currency targetCurrency)	Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.
default double	FxRateProvider.convert(double amount, Currency fromCurrency, Currency toCurrency)	Converts an amount in a currency to an amount in a different currency using this rate.
default Decimal	FxRateProvider.convert(Decimal amount, Currency fromCurrency, Currency toCurrency)	Converts an amount in a currency to an amount in a different currency using this rate.
BigMoney	BigMoney.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount in the specified currency.
BigMoney	BigMoney.convertedTo(Currency resultCurrency, Decimal fxRate)	Converts this amount to an equivalent amount the specified currency.
BigMoney	BigMoney.convertedTo(Currency resultCurrency, BigDecimal fxRate)	Converts this amount to an equivalent amount the specified currency.
CurrencyAmount	CurrencyAmount.convertedTo(Currency resultCurrency, double fxRate)	Converts this amount to an equivalent amount the specified currency.
CurrencyAmount	CurrencyAmount.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount in the specified currency.
CurrencyAmountArray	CurrencyAmountArray.convertedTo(Currency resultCurrency, FxRateProvider fxRateProvider)
R	FxConvertible.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this instance to an equivalent amount in the specified currency.
Money	Money.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount in the specified currency.
Money	Money.convertedTo(Currency resultCurrency, Decimal fxRate)	Converts this amount to an equivalent amount the specified currency.
Money	Money.convertedTo(Currency resultCurrency, BigDecimal fxRate)	Converts this amount to an equivalent amount the specified currency.
CurrencyAmount	MultiCurrencyAmount.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount the specified currency.
CurrencyAmountArray	MultiCurrencyAmountArray.convertedTo(Currency resultCurrency, FxRateProvider fxRateProvider)
Payment	Payment.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this payment to an equivalent payment in the specified currency.
double	FxMatrix.fxRate(Currency baseCurrency, Currency counterCurrency)	Gets the FX rate for the specified currency pair.
double	FxRate.fxRate(Currency baseCurrency, Currency counterCurrency)	Gets the FX rate for the specified currency pair.
double	FxRateProvider.fxRate(Currency baseCurrency, Currency counterCurrency)	Gets the FX rate for the specified currency pair.
CurrencyAmount	MultiCurrencyAmount.getAmount(Currency currency)	Gets the CurrencyAmount for the specified currency, throwing an exception if not found.
CurrencyAmount	MultiCurrencyAmount.getAmountOrZero(Currency currency)	Gets the CurrencyAmount for the specified currency, returning zero if not found.
DoubleArray	MultiCurrencyAmountArray.getValues(Currency currency)	Gets the values for the specified currency, throws an exception if there are no values for the currency.
MultiCurrencyAmount	MultiCurrencyAmount.minus(Currency currency, double amountToAdd)	Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
static AdjustablePayment	AdjustablePayment.of(Currency currency, double amount, AdjustableDate date)	Obtains an instance representing an amount where the date is adjustable.
static AdjustablePayment	AdjustablePayment.of(Currency currency, double amount, LocalDate date)	Obtains an instance representing an amount where the date is fixed.
static BigMoney	BigMoney.of(Currency currency, double amount)	Obtains an instance of BigMoney for the specified currency and amount.
static BigMoney	BigMoney.of(Currency currency, Decimal amount)	Obtains an instance of BigMoney for the specified currency and amount.
static BigMoney	BigMoney.of(Currency currency, BigDecimal amount)	Obtains an instance of BigMoney for the specified currency and amount.
static CurrencyAmount	CurrencyAmount.of(Currency currency, double amount)	Obtains an instance of CurrencyAmount for the specified currency and amount.
static CurrencyAmountArray	CurrencyAmountArray.of(Currency currency, DoubleArray values)	Obtains an instance from the specified currency and array of values.
static CurrencyPair	CurrencyPair.of(Currency base, Currency counter)	Obtains an instance from two currencies.
static FxMatrix	FxMatrix.of(Currency ccy1, Currency ccy2, double rate)	Obtains an instance containing a single FX rate.
static FxRate	FxRate.of(Currency base, Currency counter, double rate)	Obtains an instance from two currencies.
static Money	Money.of(Currency currency, double amount)	Obtains an instance of Money for the specified currency and amount.
static Money	Money.of(Currency currency, Decimal amount)	Obtains an instance of Money for the specified currency and amount.
static Money	Money.of(Currency currency, BigDecimal amount)	Obtains an instance of Money for the specified currency and amount.
static MultiCurrencyAmount	MultiCurrencyAmount.of(Currency currency, double amount)	Obtains an instance from a currency and amount.
static Payment	Payment.of(Currency currency, double amount, LocalDate date)	Obtains an instance representing an amount.
Currency	CurrencyPair.other(Currency currency)	Finds the other currency in the pair.
MultiCurrencyAmount	MultiCurrencyAmount.plus(Currency currency, double amountToAdd)	Returns a copy of this MultiCurrencyAmount with the specified amount added.
static BigMoney	BigMoney.zero(Currency currency)	Obtains a zero amount instance of BigMoney for the specified currency.
static CurrencyAmount	CurrencyAmount.zero(Currency currency)	Obtains a zero amount instance of CurrencyAmount for the specified currency.
static Money	Money.zero(Currency currency)	Obtains a zero amount instance of Money for the specified currency.

Method parameters in com.opengamma.strata.basics.currency with type arguments of type Currency

Modifier and Type	Method	Description
static MultiCurrencyAmount	MultiCurrencyAmount.of(Map<Currency,Double> map)	Obtains an instance from a map of currency to amount.
static MultiCurrencyAmountArray	MultiCurrencyAmountArray.of(Map<Currency,DoubleArray> values)	Obtains an instance from a map of amounts.

Uses of Currency in com.opengamma.strata.basics.date

Methods in com.opengamma.strata.basics.date with parameters of type Currency

Modifier and Type	Method	Description
static HolidayCalendarId	HolidayCalendarId.defaultByCurrency(Currency currency)	Gets the default calendar for a currency.
static Optional<HolidayCalendarId>	HolidayCalendarId.findDefaultByCurrency(Currency currency)	Tries to find a default calendar for a currency.

Uses of Currency in com.opengamma.strata.basics.index

Methods in com.opengamma.strata.basics.index that return Currency

Modifier and Type	Method	Description
Currency	FloatingRate.getCurrency()	Gets the associated currency.
Currency	FloatingRateIndex.getCurrency()	Gets the currency of the index.
default Currency	FloatingRateName.getCurrency()	Gets the currency of the floating rate.
Currency	IborIndexObservation.getCurrency()	Gets the currency of the Ibor index.
Currency	ImmutableIborIndex.getCurrency()	Gets the currency of the index.
Currency	ImmutableOvernightIndex.getCurrency()	Gets the currency of the index.
Currency	ImmutablePriceIndex.getCurrency()	Gets the currency of the index.
Currency	OvernightIndexObservation.getCurrency()	Gets the currency of the Overnight index.
Currency	PriceIndexObservation.getCurrency()	Gets the currency of the Ibor index.

Methods in com.opengamma.strata.basics.index that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	ImmutableIborIndex.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ImmutableOvernightIndex.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ImmutablePriceIndex.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.basics.index with parameters of type Currency

Modifier and Type	Method	Description
ImmutableIborIndex.Builder	ImmutableIborIndex.Builder.currency(Currency currency)	Sets the currency of the index.
ImmutableOvernightIndex.Builder	ImmutableOvernightIndex.Builder.currency(Currency currency)	Sets the currency of the index.
ImmutablePriceIndex.Builder	ImmutablePriceIndex.Builder.currency(Currency currency)	Sets the currency of the index.
static FloatingRateName	FloatingRateName.defaultIborIndex(Currency currency)	Gets the default Ibor index for a currency.
static FloatingRateName	FloatingRateName.defaultOvernightIndex(Currency currency)	Gets the default Overnight index for a currency.

Uses of Currency in com.opengamma.strata.basics.value

Methods in com.opengamma.strata.basics.value with parameters of type Currency

Modifier and Type	Method	Description
static Rounding	Rounding.of(Currency currency)	Obtains an instance that rounds to the number of minor units in the currency.

Uses of Currency in com.opengamma.strata.calc

Methods in com.opengamma.strata.calc that return Currency

Modifier and Type	Method	Description
Currency	ReportingCurrency.getCurrency()	Gets the currency if the type is 'Specific'.

Methods in com.opengamma.strata.calc that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	ColumnHeader.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ReportingCurrency.Meta.currency()	The meta-property for the currency property.
Optional<Currency>	ColumnHeader.getCurrency()	Gets the currency of the result.

Methods in com.opengamma.strata.calc with parameters of type Currency

Modifier and Type	Method	Description
static CalculationRules	CalculationRules.of(CalculationFunctions functions, Currency reportingCurrency, CalculationParameter... parameters)	Obtains an instance specifying the functions, reporting currency and additional parameters.
static Column	Column.of(Measure measure, Currency currency)	Obtains an instance that will calculate the specified measure, converting to the specified currency.
static Column	Column.of(Measure measure, Currency currency, CalculationParameter... parameters)	Obtains an instance that will calculate the specified measure, converting to the specified currency, defining additional parameters.
static Column	Column.of(Measure measure, String columnName, Currency currency)	Obtains an instance that will calculate the specified measure, converting to the specified currency.
static Column	Column.of(Measure measure, String columnName, Currency currency, CalculationParameter... parameters)	Obtains an instance that will calculate the specified measure, converting to the specified currency, defining the column name and parameters.
static ColumnHeader	ColumnHeader.of(ColumnName name, Measure measure, Currency currency)	Obtains an instance from the name, measure and currency.
static ReportingCurrency	ReportingCurrency.of(Currency currency)	Obtains an instance requesting the specified currency.

Uses of Currency in com.opengamma.strata.calc.marketdata

Methods in com.opengamma.strata.calc.marketdata that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	MarketDataRequirements.getOutputCurrencies()	Gets the currencies in the calculation results.
org.joda.beans.MetaProperty<ImmutableSet<Currency>>	MarketDataRequirements.Meta.outputCurrencies()	The meta-property for the outputCurrencies property.

Methods in com.opengamma.strata.calc.marketdata with parameters of type Currency

Modifier and Type	Method	Description
MarketDataRequirementsBuilder	MarketDataRequirementsBuilder.addOutputCurrencies(Currency... currencies)	Adds the output currencies.

Uses of Currency in com.opengamma.strata.calc.runner

Methods in com.opengamma.strata.calc.runner that return Currency

Modifier and Type	Method	Description
Currency	CalculationFunction.naturalCurrency(T target, ReferenceData refData)	Returns the "natural" currency for the specified target.
Currency	CalculationTask.naturalCurrency(ReferenceData refData)	Determines the natural currency of the target.

Methods in com.opengamma.strata.calc.runner that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	FunctionRequirements.getOutputCurrencies()	Gets the currencies used in the calculation results.
org.joda.beans.MetaProperty<ImmutableSet<Currency>>	FunctionRequirements.Meta.outputCurrencies()	The meta-property for the outputCurrencies property.

Methods in com.opengamma.strata.calc.runner with parameters of type Currency

Modifier and Type	Method	Description
static FxRateLookup	FxRateLookup.ofRates(Currency triangulationCurrency)	Obtains an instance that uses triangulation on the specified currency.
static FxRateLookup	FxRateLookup.ofRates(Currency triangulationCurrency, ObservableSource observableSource)	Obtains an instance that uses triangulation on the specified currency.
FunctionRequirements.Builder	FunctionRequirements.Builder.outputCurrencies(Currency... outputCurrencies)	Sets the outputCurrencies property in the builder from an array of objects.

Method parameters in com.opengamma.strata.calc.runner with type arguments of type Currency

Modifier and Type	Method	Description
FunctionRequirements.Builder	FunctionRequirements.Builder.outputCurrencies(Set<Currency> outputCurrencies)	Sets the currencies used in the calculation results.

Uses of Currency in com.opengamma.strata.data

Methods in com.opengamma.strata.data that return types with arguments of type Currency

Modifier and Type	Method	Description
Optional<Currency>	MarketDataFxRateProvider.getTriangulationCurrency()	Gets the triangulation currency to use.

Methods in com.opengamma.strata.data with parameters of type Currency

Modifier and Type	Method	Description
double	MarketDataFxRateProvider.fxRate(Currency baseCurrency, Currency counterCurrency)
static FxRateId	FxRateId.of(Currency base, Currency counter)	Obtains an instance representing the FX rate for a currency pair.
static FxRateId	FxRateId.of(Currency base, Currency counter, ObservableSource observableSource)	Obtains an instance representing the FX rate for a currency pair, specifying the source.
static MarketDataFxRateProvider	MarketDataFxRateProvider.of(MarketData marketData, ObservableSource fxRatesSource, Currency triangulationCurrency)	Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.

Uses of Currency in com.opengamma.strata.data.scenario

Methods in com.opengamma.strata.data.scenario that return Currency

Modifier and Type	Method	Description
Currency	CurrencyScenarioArray.getCurrency()	Gets the currency.

Methods in com.opengamma.strata.data.scenario that return types with arguments of type Currency

Modifier and Type	Method	Description
Set<Currency>	MultiCurrencyScenarioArray.getCurrencies()	Returns the set of currencies for which this object contains values.

Methods in com.opengamma.strata.data.scenario with parameters of type Currency

Modifier and Type	Method	Description
DoubleArray	FxRateScenarioArray.convert(DoubleArray amounts, Currency fromCurrency, Currency toCurrency)	Converts an amount in a currency to an amount in a different currency using this rate.
default double	ScenarioFxRateProvider.convert(double amount, Currency fromCurrency, Currency toCurrency, int scenarioIndex)	Converts an amount in a currency to an amount in a different currency using a rate from this provider.
CurrencyScenarioArray	CurrencyScenarioArray.convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider)
CurrencyScenarioArray	MultiCurrencyScenarioArray.convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider)
R	ScenarioFxConvertible.convertedTo(Currency resultCurrency, ScenarioFxRateProvider rateProvider)	Converts this instance to an equivalent amount in the specified currency.
double	FxRateScenarioArray.fxRate(Currency baseCurrency, Currency counterCurrency, int scenarioIndex)	Returns the FX rate for the specified currency pair and scenario index.
default double	ScenarioFxRateProvider.fxRate(Currency baseCurrency, Currency counterCurrency, int scenarioIndex)	Gets the FX rate for the specified currency pair and scenario index.
DoubleArray	MultiCurrencyScenarioArray.getValues(Currency currency)	Returns the values for the specified currency, throws an exception if there are no values for the currency.
static CurrencyScenarioArray	CurrencyScenarioArray.of(Currency currency, DoubleArray values)	Obtains an instance from the specified currency and array of values.
static FxRateScenarioArray	FxRateScenarioArray.of(Currency base, Currency counter, DoubleArray rates)	Returns an array of FX rates for a currency pair.

Method parameters in com.opengamma.strata.data.scenario with type arguments of type Currency

Modifier and Type	Method	Description
static MultiCurrencyScenarioArray	MultiCurrencyScenarioArray.of(Map<Currency,DoubleArray> values)	Returns an instance containing the values from a map of amounts with the same number of elements in each array.

Uses of Currency in com.opengamma.strata.loader

Methods in com.opengamma.strata.loader that return Currency

Modifier and Type	Method	Description
static Currency	LoaderUtils.parseCurrency(String str)	Parses currency from the input string.

Methods in com.opengamma.strata.loader that return types with arguments of type Currency

Modifier and Type	Method	Description
static Optional<Currency>	LoaderUtils.tryParseCurrency(String str)	Tries to parse a currency from the input string.

Uses of Currency in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv with parameters of type Currency

Modifier and Type	Method	Description
static AdjustableDate	CsvLoaderUtils.parseAdjustableDate(CsvRow row, String dateField, String conventionField, String calendarField, BusinessDayConvention defaultConvention, Currency currency)	Parses a business day adjustment, defaulting the adjustment using the currency.

Uses of Currency in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return Currency

Modifier and Type	Method	Description
Currency	FpmlDocument.parseCurrency(XmlElement baseEl)	Converts an FpML 'Currency' to a Currency.

Uses of Currency in com.opengamma.strata.market.amount

Methods in com.opengamma.strata.market.amount that return Currency

Modifier and Type	Method	Description
Currency	SwapLegAmount.getCurrency()	Gets the currency of the leg.

Methods in com.opengamma.strata.market.amount that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	SwapLegAmount.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.market.amount with parameters of type Currency

Modifier and Type	Method	Description
CashFlow	CashFlow.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this cash flow to an equivalent amount in the specified currency.
CashFlows	CashFlows.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this collection of cash flows to an equivalent amount in the specified currency.
LegAmounts	LegAmounts.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwapLegAmount	SwapLegAmount.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwapLegAmount.Builder	SwapLegAmount.Builder.currency(Currency currency)	Sets the currency of the leg.
static CashFlow	CashFlow.ofForecastValue(LocalDate paymentDate, Currency currency, double forecastValue, double discountFactor)	Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.
static CashFlow	CashFlow.ofPresentValue(LocalDate paymentDate, Currency currency, double presentValue, double discountFactor)	Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.

Uses of Currency in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return Currency

Modifier and Type	Method	Description
Currency	IsdaCreditCurveDefinition.getCurrency()	Gets the curve currency.

Methods in com.opengamma.strata.market.curve that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	IsdaCreditCurveDefinition.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<ImmutableSet<Currency>>	RatesCurveGroupEntry.Meta.discountCurrencies()	The meta-property for the discountCurrencies property.
org.joda.beans.MetaProperty<ImmutableMap<Currency,Curve>>	RatesCurveGroup.Meta.discountCurves()	The meta-property for the discountCurves property.
ImmutableSet<Currency>	RatesCurveGroupEntry.getDiscountCurrencies()	Gets the currencies for which the curve provides discount rates.
ImmutableMap<Currency,Curve>	RatesCurveGroup.getDiscountCurves()	Gets the discount curves in the group, keyed by currency.
ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>	LegalEntityCurveGroup.getIssuerCurves()	Gets the issuer curves in the curve group, keyed by legal entity group and currency.
ImmutableMap<Pair<RepoGroup,Currency>,Curve>	LegalEntityCurveGroup.getRepoCurves()	Gets the repo curves in the curve group, keyed by repo group and currency.
org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.issuerCurves()	The meta-property for the issuerCurves property.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,Curve>>	LegalEntityCurveGroup.Meta.repoCurves()	The meta-property for the repoCurves property.

Methods in com.opengamma.strata.market.curve with parameters of type Currency

Modifier and Type	Method	Description
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addCurve(CurveDefinition curveDefinition, Currency currency, RateIndex index, RateIndex... otherIndices)	Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addCurve(CurveName curveName, Currency currency, RateIndex index, RateIndex... otherIndices)	Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addDiscountCurve(CurveDefinition curveDefinition, Currency currency, Currency... otherCurrencies)	Adds the definition of a discount curve to the curve group definition.
RatesCurveGroupDefinitionBuilder	RatesCurveGroupDefinitionBuilder.addDiscountCurve(CurveName curveName, Currency currency, Currency... otherCurrencies)	Adds the definition of a discount curve to the curve group definition.
CurrencyParameterSensitivity	CombinedCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity	ConstantNodalCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
default CurrencyParameterSensitivity	Curve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
CurrencyParameterSensitivity	HybridNodalCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity	InterpolatedNodalCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity	ParameterizedFunctionalCurve.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
RatesCurveGroupEntry.Builder	RatesCurveGroupEntry.Builder.discountCurrencies(Currency... discountCurrencies)	Sets the discountCurrencies property in the builder from an array of objects.
Optional<Curve>	RatesCurveGroup.findDiscountCurve(Currency currency)	Finds the discount curve for the currency if there is one in the group.
Optional<CurveName>	RatesCurveGroupDefinition.findDiscountCurveName(Currency discountCurrency)	Finds the discount curve name for the specified currency.
Optional<Curve>	LegalEntityCurveGroup.findIssuerCurve(LegalEntityGroup legalEntityGroup, Currency currency)	Finds the issuer curve for the legal entity group and currency if there is one in the group.
Optional<Curve>	LegalEntityCurveGroup.findRepoCurve(RepoGroup repoGroup, Currency currency)	Finds the repo curve for the repo group and currency if there is one in the group.
static IsdaCreditCurveDefinition	IsdaCreditCurveDefinition.of(CurveName name, Currency currency, LocalDate curveValuationDate, DayCount dayCount, List<? extends IsdaCreditCurveNode> curveNodes, boolean computeJacobian, boolean storeNodeTrade)	Obtains an instance.

Method parameters in com.opengamma.strata.market.curve with type arguments of type Currency

Modifier and Type	Method	Description
RatesCurveGroupEntry.Builder	RatesCurveGroupEntry.Builder.discountCurrencies(Set<Currency> discountCurrencies)	Sets the currencies for which the curve provides discount rates.
RatesCurveGroup.Builder	RatesCurveGroup.Builder.discountCurves(Map<Currency,Curve> discountCurves)	Sets the discount curves in the group, keyed by currency.
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.issuerCurves(Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)	Sets the issuer curves in the curve group, keyed by legal entity group and currency.
static LegalEntityCurveGroup	LegalEntityCurveGroup.of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)	Returns a curve group containing the specified curves.
static RatesCurveGroup	RatesCurveGroup.of(CurveGroupName name, Map<Currency,Curve> discountCurves, Map<Index,Curve> forwardCurves)	Returns a curve group containing the specified curves.
LegalEntityCurveGroup.Builder	LegalEntityCurveGroup.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,Curve> repoCurves)	Sets the repo curves in the curve group, keyed by repo group and currency.

Uses of Currency in com.opengamma.strata.market.explain

Fields in com.opengamma.strata.market.explain with type parameters of type Currency

Modifier and Type	Field	Description
static ExplainKey<Currency>	ExplainKey.PAYMENT_CURRENCY	The currency of the payment.

Methods in com.opengamma.strata.market.explain with parameters of type Currency

Modifier and Type	Method	Description
ExplainMap	ExplainMap.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)

Uses of Currency in com.opengamma.strata.market.param

Methods in com.opengamma.strata.market.param that return Currency

Modifier and Type	Method	Description
Currency	CrossGammaParameterSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	CurrencyParameterSensitivity.getCurrency()	Gets the currency of the sensitivity.

Methods in com.opengamma.strata.market.param that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	CrossGammaParameterSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	CurrencyParameterSensitivity.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.market.param with parameters of type Currency

Modifier and Type	Method	Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.add(MarketDataName<?> marketDataName, Currency currency, ParameterMetadata metadata, double sensitivityValue)	Adds a single sensitivity to the builder.
CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts the sensitivities in this instance to an equivalent in the specified currency.
CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this sensitivity to an equivalent in the specified currency.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts the sensitivities in this instance to an equivalent in the specified currency.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this sensitivity to an equivalent in the specified currency.
CurrencyParameterSensitivity.Builder	CurrencyParameterSensitivity.Builder.currency(Currency currency)	Sets the currency of the sensitivity.
Optional<CrossGammaParameterSensitivity>	CrossGammaParameterSensitivities.findSensitivity(MarketDataName<?> name, Currency currency)	Finds a single sensitivity instance by name and currency.
Optional<CurrencyParameterSensitivity>	CurrencyParameterSensitivities.findSensitivity(MarketDataName<?> name, Currency currency)	Finds a single sensitivity instance by name and currency.
CrossGammaParameterSensitivity	CrossGammaParameterSensitivities.getSensitivity(MarketDataName<?> name, Currency currency)	Gets a single sensitivity instance by name and currency.
CrossGammaParameterSensitivity	CrossGammaParameterSensitivities.getSensitivity(MarketDataName<?> nameFirst, MarketDataName<?> nameSecond, Currency currency)	Gets a single sensitivity instance by names and currency.
CurrencyParameterSensitivity	CurrencyParameterSensitivities.getSensitivity(MarketDataName<?> name, Currency currency)	Gets a single sensitivity instance by name and currency.
CurrencyParameterSensitivities	UnitParameterSensitivities.multipliedBy(Currency currency, double amount)	Converts this sensitivity to a monetary value, multiplying by the specified factor.
CurrencyParameterSensitivity	UnitParameterSensitivity.multipliedBy(Currency currency, double amount)	Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleMatrix sensitivity)	Obtains an instance from the market data name, metadata, currency and sensitivity.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, MarketDataName<?> marketDataNameOther, List<? extends ParameterMetadata> parameterMetadataOther, Currency currency, DoubleMatrix sensitivity)	Obtains an instance from the market data names, metadatas, currency and sensitivity.
static CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, List<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>> order, Currency currency, DoubleMatrix sensitivity)	Obtains an instance from the market data names, metadatas, currency and sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, Currency currency, DoubleArray sensitivity)	Obtains an instance from the market data name, currency and sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, Currency currency, Map<? extends ParameterMetadata,Double> sensitivityMetadataMap)	Obtains an instance from the market data name, currency and a map of metadata to sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity)	Obtains an instance from the market data name, metadata, currency and sensitivity.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity, List<ParameterSize> parameterSplit)	Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
CurrencyAmount	CrossGammaParameterSensitivities.total(Currency resultCurrency, FxRateProvider rateProvider)	Returns the total of the sensitivity values.
CurrencyAmount	CurrencyParameterSensitivities.total(Currency resultCurrency, FxRateProvider rateProvider)	Returns the total of the sensitivity values.

Uses of Currency in com.opengamma.strata.market.sensitivity

Methods in com.opengamma.strata.market.sensitivity that return Currency

Modifier and Type	Method	Description
Currency	PointSensitivity.getCurrency()	Gets the currency of the point sensitivity.

Methods in com.opengamma.strata.market.sensitivity with parameters of type Currency

Modifier and Type	Method	Description
CurveSensitivitiesBuilder	CurveSensitivitiesBuilder.add(CurveSensitivitiesType type, CurveName curveName, Currency currency, ParameterMetadata metadata, double sensitivityValue)	Adds a single sensitivity to the builder.
CurveSensitivities	CurveSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts the sensitivities in this instance to an equivalent in the specified currency.
PointSensitivities	PointSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
default PointSensitivity	PointSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this instance to an equivalent amount in the specified currency.
MutablePointSensitivities	MutablePointSensitivities.withCurrency(Currency currency)
PointSensitivity	PointSensitivity.withCurrency(Currency currency)	Returns an instance with the specified sensitivity currency set.
PointSensitivityBuilder	PointSensitivityBuilder.withCurrency(Currency currency)	Returns an instance with the specified currency applied to the sensitivities in this builder.

Uses of Currency in com.opengamma.strata.market.surface

Methods in com.opengamma.strata.market.surface with parameters of type Currency

Modifier and Type	Method	Description
CurrencyParameterSensitivity	InterpolatedNodalSurface.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
default CurrencyParameterSensitivity	Surface.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates a parameter sensitivity instance for this surface when the sensitivity values are known.

Uses of Currency in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond that return Currency

Modifier and Type	Method	Description
Currency	BillTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	BondFutureOptionTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	BondFutureTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	CapitalIndexedBondTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	FixedCouponBondTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)

Methods in com.opengamma.strata.measure.bond with parameters of type Currency

Modifier and Type	Method	Description
FunctionRequirements	LegalEntityDiscountingMarketDataLookup.requirements(LegalEntityId issuerId, Currency currency)	Creates market data requirements for the specified issuer.
FunctionRequirements	LegalEntityDiscountingMarketDataLookup.requirements(SecurityId securityId, LegalEntityId issuerId, Currency currency)	Creates market data requirements for the specified security and issuer.

Uses of Currency in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor that return Currency

Modifier and Type	Method	Description
Currency	IborCapFloorTradeCalculationFunction.naturalCurrency(IborCapFloorTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms that return Currency

Modifier and Type	Method	Description
Currency	CmsTradeCalculationFunction.naturalCurrency(CmsTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.credit

Methods in com.opengamma.strata.measure.credit that return Currency

Modifier and Type	Method	Description
Currency	CdsIndexTradeCalculationFunction.naturalCurrency(CdsIndexTrade trade, ReferenceData refData)
Currency	CdsTradeCalculationFunction.naturalCurrency(CdsTrade trade, ReferenceData refData)

Methods in com.opengamma.strata.measure.credit that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Pair<StandardId,Currency>>	CreditRatesMarketDataLookup.getCreditLegalEntities()	Gets the set of pairs of legal entity ID and currency that credit curves are provided for.
ImmutableSet<Currency>	CreditRatesMarketDataLookup.getDiscountCurrencies()	Gets the set of currencies that discount factors are provided for.

Methods in com.opengamma.strata.measure.credit with parameters of type Currency

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	CreditRatesMarketDataLookup.getCreditMarketDataIds(StandardId standardId, Currency currency)	Gets the identifiers used to obtain the credit curve for the pair of legal entity ID and currency.
ImmutableSet<MarketDataId<?>>	CreditRatesMarketDataLookup.getDiscountMarketDataIds(Currency currency)	Gets the identifiers used to obtain the discount factors for the specified currency.
FunctionRequirements	CreditRatesMarketDataLookup.requirements(StandardId legalEntityId, Currency currency)	Creates market data requirements for the specified standard ID and currency.

Method parameters in com.opengamma.strata.measure.credit with type arguments of type Currency

Modifier and Type	Method	Description
static CreditRatesMarketDataLookup	CreditRatesMarketDataLookup.of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds)	Obtains an instance based on a maps for credit, discount and recovery rate curves.
static CreditRatesMarketDataLookup	CreditRatesMarketDataLookup.of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds, ObservableSource observableSource)	Obtains an instance based on a maps for credit, discount and recovery rate curves.

Uses of Currency in com.opengamma.strata.measure.deposit

Methods in com.opengamma.strata.measure.deposit that return Currency

Modifier and Type	Method	Description
Currency	TermDepositTradeCalculationFunction.naturalCurrency(TermDepositTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.dsf

Methods in com.opengamma.strata.measure.dsf that return Currency

Modifier and Type	Method	Description
Currency	DsfTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra that return Currency

Modifier and Type	Method	Description
Currency	FraTradeCalculationFunction.naturalCurrency(FraTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx that return Currency

Modifier and Type	Method	Description
Currency	FxNdfTradeCalculationFunction.naturalCurrency(FxNdfTrade trade, ReferenceData refData)
Currency	FxSingleTradeCalculationFunction.naturalCurrency(FxSingleTrade trade, ReferenceData refData)
Currency	FxSwapTradeCalculationFunction.naturalCurrency(FxSwapTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return Currency

Modifier and Type	Method	Description
Currency	FxSingleBarrierOptionTradeCalculationFunction.naturalCurrency(FxSingleBarrierOptionTrade trade, ReferenceData refData)
Currency	FxVanillaOptionTradeCalculationFunction.naturalCurrency(FxVanillaOptionTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index that return Currency

Modifier and Type	Method	Description
Currency	IborFutureOptionTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	IborFutureTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)
Currency	OvernightFutureTradeCalculationFunction.naturalCurrency(T target, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.payment

Methods in com.opengamma.strata.measure.payment that return Currency

Modifier and Type	Method	Description
Currency	BulletPaymentTradeCalculationFunction.naturalCurrency(BulletPaymentTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.rate

Methods in com.opengamma.strata.measure.rate that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	RatesMarketDataLookup.getDiscountCurrencies()	Gets the set of currencies that discount factors are provided for.

Methods in com.opengamma.strata.measure.rate with parameters of type Currency

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	RatesMarketDataLookup.getDiscountMarketDataIds(Currency currency)	Gets the identifiers used to obtain the discount factors for the specified currency.
default FunctionRequirements	RatesMarketDataLookup.requirements(Currency currency, Index... indices)	Creates market data requirements for the specified currency and indices.

Method parameters in com.opengamma.strata.measure.rate with type arguments of type Currency

Modifier and Type	Method	Description
static RatesMarketDataLookup	RatesMarketDataLookup.of(CurveGroupName groupName, Map<Currency,CurveName> discountCurves, Map<? extends Index,CurveName> forwardCurves)	Obtains an instance based on a group of discount and forward curves.
static RatesMarketDataLookup	RatesMarketDataLookup.of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds)	Obtains an instance based on a map of discount and forward curve identifiers.
static RatesMarketDataLookup	RatesMarketDataLookup.of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds, ObservableSource obsSource, FxRateLookup fxLookup)	Obtains an instance based on a map of discount and forward curve identifiers, specifying the source of FX rates.
default FunctionRequirements	RatesMarketDataLookup.requirements(Set<Currency> currencies)	Creates market data requirements for the specified currencies.
FunctionRequirements	RatesMarketDataLookup.requirements(Set<Currency> currencies, Set<? extends Index> indices)	Creates market data requirements for the specified currencies and indices.

Uses of Currency in com.opengamma.strata.measure.security

Methods in com.opengamma.strata.measure.security that return Currency

Modifier and Type	Method	Description
Currency	GenericSecurityPositionCalculationFunction.naturalCurrency(GenericSecurityPosition position, ReferenceData refData)
Currency	GenericSecurityTradeCalculationFunction.naturalCurrency(GenericSecurityTrade trade, ReferenceData refData)
Currency	SecurityPositionCalculationFunction.naturalCurrency(SecurityPosition position, ReferenceData refData)
Currency	SecurityTradeCalculationFunction.naturalCurrency(SecurityTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap that return Currency

Modifier and Type	Method	Description
Currency	SwapTradeCalculationFunction.naturalCurrency(SwapTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption that return Currency

Modifier and Type	Method	Description
Currency	SwaptionTradeCalculationFunction.naturalCurrency(SwaptionTrade trade, ReferenceData refData)

Uses of Currency in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer that return Currency

Modifier and Type	Method	Description
Currency	DiscountFactors.getCurrency()	Gets the currency.
Currency	SimpleDiscountFactors.getCurrency()	Gets the currency that the discount factors are for.
Currency	ZeroRateDiscountFactors.getCurrency()	Gets the currency that the discount factors are for.
Currency	ZeroRatePeriodicDiscountFactors.getCurrency()	Gets the currency that the discount factors are for.
Currency	ZeroRateSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	ZeroRateSensitivity.getCurveCurrency()	Gets the currency of the curve for which the sensitivity is computed.

Methods in com.opengamma.strata.pricer that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	SimpleDiscountFactors.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ZeroRateDiscountFactors.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ZeroRatePeriodicDiscountFactors.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ZeroRateSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ZeroRateSensitivity.Meta.curveCurrency()	The meta-property for the curveCurrency property.
Set<Currency>	BaseProvider.getDiscountCurrencies()	Gets the set of currencies that discount factors are provided for.

Methods in com.opengamma.strata.pricer with parameters of type Currency

Modifier and Type	Method	Description
ZeroRateSensitivity	ZeroRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
CurrencyParameterSensitivities	DiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	SimpleDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	ZeroRateDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	ZeroRatePeriodicDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
default double	BaseProvider.discountFactor(Currency currency, LocalDate date)	Gets the discount factor applicable for a currency.
DiscountFactors	BaseProvider.discountFactors(Currency currency)	Gets the discount factors for a currency.
double	BaseProvider.fxRate(Currency baseCurrency, Currency counterCurrency)	Gets the FX rate for the specified currency pair on the valuation date.
static DiscountFactors	DiscountFactors.of(Currency currency, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve.
static SimpleDiscountFactors	SimpleDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)	Obtains an instance based on a discount factor curve.
static ZeroRateDiscountFactors	ZeroRateDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)	Obtains an instance based on a zero-rates curve.
static ZeroRatePeriodicDiscountFactors	ZeroRatePeriodicDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)	Obtains an instance based on a zero-rates curve.
static ZeroRateSensitivity	ZeroRateSensitivity.of(Currency currency, double yearFraction, double sensitivity)	Obtains an instance from the curve currency, date and value.
static ZeroRateSensitivity	ZeroRateSensitivity.of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the curve currency, date, sensitivity currency and value.
ZeroRateSensitivity	ZeroRateSensitivity.withCurrency(Currency currency)
ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity	SimpleDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
ZeroRateSensitivity	ZeroRateDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
ZeroRateSensitivity	ZeroRatePeriodicDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity	DiscountFactors.zeroRatePointSensitivityWithSpread(LocalDate date, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity	ZeroRatePeriodicDiscountFactors.zeroRatePointSensitivityWithSpread(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)

Uses of Currency in com.opengamma.strata.pricer.bond

Methods in com.opengamma.strata.pricer.bond that return Currency

Modifier and Type	Method	Description
Currency	BondFutureOptionSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	BondYieldSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	BondYieldVolatilities.getCurrency()	Gets the currency for which the data is valid.
Currency	IssuerCurveDiscountFactors.getCurrency()	Gets the currency.
Currency	IssuerCurveZeroRateSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	NormalBondYieldExpiryDurationVolatilities.getCurrency()	Gets the currency.
Currency	RepoCurveDiscountFactors.getCurrency()	Gets the currency.
Currency	RepoCurveZeroRateSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	IssuerCurveZeroRateSensitivity.getCurveCurrency()	Gets the currency of the curve for which the sensitivity is computed.
Currency	RepoCurveZeroRateSensitivity.getCurveCurrency()	Gets the currency of the curve for which the sensitivity is computed.

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	BondFutureOptionSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	BondYieldSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	IssuerCurveZeroRateSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	NormalBondYieldExpiryDurationVolatilities.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	RepoCurveZeroRateSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	IssuerCurveZeroRateSensitivity.Meta.curveCurrency()	The meta-property for the curveCurrency property.
org.joda.beans.MetaProperty<Currency>	RepoCurveZeroRateSensitivity.Meta.curveCurrency()	The meta-property for the curveCurrency property.
ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>	ImmutableLegalEntityDiscountingProvider.getIssuerCurves()	Gets the issuer curves, keyed by group and currency.
ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>	ImmutableLegalEntityDiscountingProvider.getRepoCurves()	Gets the repo curves, keyed by group and currency.
org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>>	ImmutableLegalEntityDiscountingProvider.Meta.issuerCurves()	The meta-property for the issuerCurves property.
org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>>	ImmutableLegalEntityDiscountingProvider.Meta.repoCurves()	The meta-property for the repoCurves property.

Methods in com.opengamma.strata.pricer.bond with parameters of type Currency

Modifier and Type	Method	Description
BondFutureOptionSensitivity	BondFutureOptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
BondYieldSensitivity	BondYieldSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IssuerCurveZeroRateSensitivity	IssuerCurveZeroRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IssuerCurveDiscountFactors	ImmutableLegalEntityDiscountingProvider.issuerCurveDiscountFactors(LegalEntityId issuerId, Currency currency)
IssuerCurveDiscountFactors	LegalEntityDiscountingProvider.issuerCurveDiscountFactors(LegalEntityId issuerId, Currency currency)	Gets the discount factors from an issuer based on the issuer ID and currency.
static BondFutureOptionSensitivity	BondFutureOptionSensitivity.of(BondFutureVolatilitiesName volatilitiesName, double expiry, LocalDate futureExpiryDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)	Obtains an instance based on the security ID.
static BondYieldSensitivity	BondYieldSensitivity.of(BondVolatilitiesName volatilitiesName, double expiry, double duration, double strike, double forward, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the specified elements.
static IssuerCurveZeroRateSensitivity	IssuerCurveZeroRateSensitivity.of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, LegalEntityGroup legalEntityGroup, double sensitivity)	Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.
static IssuerCurveZeroRateSensitivity	IssuerCurveZeroRateSensitivity.of(Currency currency, double yearFraction, LegalEntityGroup legalEntityGroup, double sensitivity)	Obtains an instance from the curve currency, date, legal entity group and value.
static NormalBondYieldExpiryDurationVolatilities	NormalBondYieldExpiryDurationVolatilities.of(Currency currency, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, RepoGroup repoGroup, double sensitivity)	Obtains an instance from the curve currency, date, sensitivity currency, group and value.
static RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.of(Currency currency, double yearFraction, RepoGroup repoGroup, double sensitivity)	Obtains an instance from the curve currency, date, group and value.
RepoCurveDiscountFactors	ImmutableLegalEntityDiscountingProvider.repoCurveDiscountFactors(LegalEntityId issuerId, Currency currency)
RepoCurveDiscountFactors	ImmutableLegalEntityDiscountingProvider.repoCurveDiscountFactors(SecurityId securityId, LegalEntityId issuerId, Currency currency)
RepoCurveDiscountFactors	LegalEntityDiscountingProvider.repoCurveDiscountFactors(LegalEntityId issuerId, Currency currency)	Gets the discount factors from a repo curve based on the issuer ID and currency.
RepoCurveDiscountFactors	LegalEntityDiscountingProvider.repoCurveDiscountFactors(SecurityId securityId, LegalEntityId issuerId, Currency currency)	Gets the discount factors from a repo curve based on the security ID, issuer ID and currency.
BondFutureOptionSensitivity	BondFutureOptionSensitivity.withCurrency(Currency currency)
BondYieldSensitivity	BondYieldSensitivity.withCurrency(Currency currency)
IssuerCurveZeroRateSensitivity	IssuerCurveZeroRateSensitivity.withCurrency(Currency currency)
RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.withCurrency(Currency currency)
IssuerCurveZeroRateSensitivity	IssuerCurveDiscountFactors.zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
RepoCurveZeroRateSensitivity	RepoCurveDiscountFactors.zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

Method parameters in com.opengamma.strata.pricer.bond with type arguments of type Currency

Modifier and Type	Method	Description
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.issuerCurves(Map<Pair<LegalEntityGroup,Currency>,DiscountFactors> issuerCurves)	Sets the issuer curves, keyed by group and currency.
ImmutableLegalEntityDiscountingProvider.Builder	ImmutableLegalEntityDiscountingProvider.Builder.repoCurves(Map<Pair<RepoGroup,Currency>,DiscountFactors> repoCurves)	Sets the repo curves, keyed by group and currency.

Uses of Currency in com.opengamma.strata.pricer.capfloor

Methods in com.opengamma.strata.pricer.capfloor that return Currency

Modifier and Type	Method	Description
Currency	IborCapletFloorletSabrSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	IborCapletFloorletSensitivity.getCurrency()	Gets the currency of the sensitivity.

Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	IborCapletFloorletSabrSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	IborCapletFloorletSensitivity.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.pricer.capfloor with parameters of type Currency

Modifier and Type	Method	Description
IborCapletFloorletSabrSensitivity	IborCapletFloorletSabrSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IborCapletFloorletSensitivity	IborCapletFloorletSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static IborCapletFloorletSabrSensitivity	IborCapletFloorletSabrSensitivity.of(IborCapletFloorletVolatilitiesName volatilitiesName, double expiry, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the specified elements.
static IborCapletFloorletSensitivity	IborCapletFloorletSensitivity.of(IborCapletFloorletVolatilitiesName volatilitiesName, double expiry, double strike, double forward, Currency sensitivityCurrency, double sensitivity)	Obtains an instance.
IborCapletFloorletSabrSensitivity	IborCapletFloorletSabrSensitivity.withCurrency(Currency currency)
IborCapletFloorletSensitivity	IborCapletFloorletSensitivity.withCurrency(Currency currency)

Uses of Currency in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit that return Currency

Modifier and Type	Method	Description
Currency	CreditCurveZeroRateSensitivity.getCurrency()
Currency	CreditDiscountFactors.getCurrency()	Gets the currency.
Currency	IsdaCreditDiscountFactors.getCurrency()	Gets the currency that the discount factors are for.
Currency	JumpToDefault.getCurrency()	Gets the currency of the amounts.
Currency	LegalEntitySurvivalProbabilities.getCurrency()	Gets the currency.
Currency	CreditCurveZeroRateSensitivity.getCurveCurrency()	Gets the currency of the curve for which the sensitivity is computed.

Methods in com.opengamma.strata.pricer.credit that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableMap<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities>>	ImmutableCreditRatesProvider.Meta.creditCurves()	The meta-property for the creditCurves property.
org.joda.beans.MetaProperty<Currency>	IsdaCreditDiscountFactors.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	JumpToDefault.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<ImmutableMap<Currency,CreditDiscountFactors>>	ImmutableCreditRatesProvider.Meta.discountCurves()	The meta-property for the discountCurves property.

Methods in com.opengamma.strata.pricer.credit with parameters of type Currency

Modifier and Type	Method	Description
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
JumpToDefault	JumpToDefault.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
CurrencyParameterSensitivities	CreditDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	IsdaCreditDiscountFactors.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CreditDiscountFactors	CreditRatesProvider.discountFactors(Currency currency)	Gets the discount factors for a currency.
CreditDiscountFactors	ImmutableCreditRatesProvider.discountFactors(Currency currency)
static CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.of(StandardId legalEntityId, Currency currency, double yearFraction, double sensitivity)	Obtains an instance.
static CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.of(StandardId legalEntityId, Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity)	Obtains an instance with sensitivity currency specified.
static CreditDiscountFactors	CreditDiscountFactors.of(Currency currency, LocalDate valuationDate, Curve curve)	Obtains an instance from a curve.
static IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.of(Currency currency, LocalDate valuationDate, CurveName curveName, DoubleArray yearFractions, DoubleArray zeroRates, DayCount dayCount)	Creates an instance from year fraction and zero rate values.
static IsdaCreditDiscountFactors	IsdaCreditDiscountFactors.of(Currency currency, LocalDate valuationDate, NodalCurve curve)	Creates an instance from the underlying curve.
static JumpToDefault	JumpToDefault.of(Currency currency, Map<StandardId,Double> splitValues)	Obtains an instance from currency and map.
CurrencyParameterSensitivity	CreditRatesProvider.singleCreditCurveParameterSensitivity(PointSensitivities pointSensitivities, StandardId legalEntityId, Currency currency)	Computes the parameter sensitivity for a specific credit curve.
CurrencyParameterSensitivity	ImmutableCreditRatesProvider.singleCreditCurveParameterSensitivity(PointSensitivities pointSensitivities, StandardId legalEntityId, Currency currency)
CurrencyParameterSensitivity	CreditRatesProvider.singleDiscountCurveParameterSensitivity(PointSensitivities pointSensitivities, Currency currency)	Computes the parameter sensitivity for a specific discount curve.
CurrencyParameterSensitivity	ImmutableCreditRatesProvider.singleDiscountCurveParameterSensitivity(PointSensitivities pointSensitivities, Currency currency)
LegalEntitySurvivalProbabilities	CreditRatesProvider.survivalProbabilities(StandardId legalEntityId, Currency currency)	Gets the survival probabilities for a standard ID and a currency.
LegalEntitySurvivalProbabilities	ImmutableCreditRatesProvider.survivalProbabilities(StandardId legalEntityId, Currency currency)
CreditCurveZeroRateSensitivity	CreditCurveZeroRateSensitivity.withCurrency(Currency currency)
ZeroRateSensitivity	CreditDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
default ZeroRateSensitivity	CreditDiscountFactors.zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
ZeroRateSensitivity	IsdaCreditDiscountFactors.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
CreditCurveZeroRateSensitivity	LegalEntitySurvivalProbabilities.zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
CreditCurveZeroRateSensitivity	LegalEntitySurvivalProbabilities.zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)	Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

Method parameters in com.opengamma.strata.pricer.credit with type arguments of type Currency

Modifier and Type	Method	Description
ImmutableCreditRatesProvider.Builder	ImmutableCreditRatesProvider.Builder.creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves)	Sets the credit curves.
ImmutableCreditRatesProvider.Builder	ImmutableCreditRatesProvider.Builder.discountCurves(Map<Currency,CreditDiscountFactors> discountCurves)	Sets the discounting curves.

Uses of Currency in com.opengamma.strata.pricer.fx

Methods in com.opengamma.strata.pricer.fx that return Currency

Modifier and Type	Method	Description
Currency	FxForwardSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	FxIndexSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	FxForwardSensitivity.getReferenceCounterCurrency()	Gets the currency counter to the reference currency.
Currency	FxForwardSensitivity.getReferenceCurrency()	Gets the reference currency.
Currency	FxIndexSensitivity.getReferenceCurrency()	Gets the reference currency.

Methods in com.opengamma.strata.pricer.fx that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	FxForwardSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	FxIndexSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	FxForwardSensitivity.Meta.referenceCurrency()	The meta-property for the referenceCurrency property.
org.joda.beans.MetaProperty<Currency>	FxIndexSensitivity.Meta.referenceCurrency()	The meta-property for the referenceCurrency property.

Methods in com.opengamma.strata.pricer.fx with parameters of type Currency

Modifier and Type	Method	Description
FxForwardSensitivity	FxForwardSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
FxIndexSensitivity	FxIndexSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static FxForwardSensitivity	FxForwardSensitivity.of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, double sensitivity)	Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
static FxForwardSensitivity	FxForwardSensitivity.of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.
static FxIndexSensitivity	FxIndexSensitivity.of(FxIndexObservation observation, Currency referenceCurrency, double sensitivity)	Obtains an instance from the observation, reference currency and sensitivity value.
static FxIndexSensitivity	FxIndexSensitivity.of(FxIndexObservation observation, Currency referenceCurrency, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the observation, reference currency and sensitivity value, specifying the currency of the value.
double	DiscountFxForwardRates.rate(Currency baseCurrency, LocalDate referenceDate)
double	ForwardFxIndexRates.rate(FxIndexObservation observation, Currency baseCurrency)
double	FxForwardRates.rate(Currency baseCurrency, LocalDate referenceDate)	Gets the forward rate at the specified payment date.
double	FxIndexRates.rate(FxIndexObservation observation, Currency baseCurrency)	Gets the historic or forward rate at the specified fixing date.
double	DiscountFxForwardRates.rateFxSpotSensitivity(Currency baseCurrency, LocalDate referenceDate)
double	FxForwardRates.rateFxSpotSensitivity(Currency baseCurrency, LocalDate referenceDate)	Calculates the sensitivity of the forward rate to the current FX rate.
PointSensitivityBuilder	DiscountFxForwardRates.ratePointSensitivity(Currency baseCurrency, LocalDate referenceDate)
PointSensitivityBuilder	ForwardFxIndexRates.ratePointSensitivity(FxIndexObservation observation, Currency baseCurrency)
PointSensitivityBuilder	FxForwardRates.ratePointSensitivity(Currency baseCurrency, LocalDate referenceDate)	Calculates the point sensitivity of the forward rate at the specified payment date.
PointSensitivityBuilder	FxIndexRates.ratePointSensitivity(FxIndexObservation observation, Currency baseCurrency)	Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
FxForwardSensitivity	FxForwardSensitivity.withCurrency(Currency currency)
FxIndexSensitivity	FxIndexSensitivity.withCurrency(Currency currency)

Uses of Currency in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt that return Currency

Modifier and Type	Method	Description
Currency	FxOptionSensitivity.getCurrency()	Gets the currency of the sensitivity.

Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	FxOptionSensitivity.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.pricer.fxopt with parameters of type Currency

Modifier and Type	Method	Description
FxOptionSensitivity	FxOptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static FxOptionSensitivity	FxOptionSensitivity.of(FxOptionVolatilitiesName volatilitiesName, CurrencyPair currencyPair, double expiry, double strike, double forward, Currency sensitivityCurrency, double sensitivity)	Obtains an instance, specifying sensitivity currency.
FxOptionSensitivity	FxOptionSensitivity.withCurrency(Currency currency)

Uses of Currency in com.opengamma.strata.pricer.index

Methods in com.opengamma.strata.pricer.index that return Currency

Modifier and Type	Method	Description
Currency	IborFutureOptionSensitivity.getCurrency()	Gets the currency of the sensitivity.

Methods in com.opengamma.strata.pricer.index that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	IborFutureOptionSensitivity.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.pricer.index with parameters of type Currency

Modifier and Type	Method	Description
IborFutureOptionSensitivity	IborFutureOptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static IborFutureOptionSensitivity	IborFutureOptionSensitivity.of(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)	Obtains an instance.
IborFutureOptionSensitivity	IborFutureOptionSensitivity.withCurrency(Currency currency)

Uses of Currency in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return Currency

Modifier and Type	Method	Description
Currency	IborRateSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	InflationRateSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	OvernightRateSensitivity.getCurrency()	Gets the currency of the sensitivity.

Methods in com.opengamma.strata.pricer.rate that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	IborRateSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	InflationRateSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	OvernightRateSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<ImmutableMap<Currency,Curve>>	ImmutableRatesProvider.Meta.discountCurves()	The meta-property for the discountCurves property.
ImmutableSet<Currency>	ImmutableRatesProvider.getDiscountCurrencies()
ImmutableMap<Currency,Curve>	ImmutableRatesProvider.getDiscountCurves()	Gets the discount curves, defaulted to an empty map.

Methods in com.opengamma.strata.pricer.rate with parameters of type Currency

Modifier and Type	Method	Description
IborRateSensitivity	IborRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
InflationRateSensitivity	InflationRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
OvernightRateSensitivity	OvernightRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
CurrencyParameterSensitivities	DiscountIborIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	DiscountOvernightIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	HistoricIborIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	HistoricOvernightIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	HistoricPriceIndexValues.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	IborIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	OvernightIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	PriceIndexValues.createParameterSensitivity(Currency currency, DoubleArray sensitivities)	Creates the parameter sensitivity when the sensitivity values are known.
CurrencyParameterSensitivities	SimpleIborIndexRates.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities	SimplePriceIndexValues.createParameterSensitivity(Currency currency, DoubleArray sensitivities)
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.discountCurve(Currency currency, Curve discountCurve)	Adds a discount curve to the provider.
DiscountFactors	ImmutableRatesProvider.discountFactors(Currency currency)
double	ImmutableRatesProvider.fxRate(Currency baseCurrency, Currency counterCurrency)
static IborRateSensitivity	IborRateSensitivity.of(IborIndexObservation observation, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
static InflationRateSensitivity	InflationRateSensitivity.of(PriceIndexObservation observation, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
static OvernightRateSensitivity	OvernightRateSensitivity.of(OvernightIndexObservation observation, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
static OvernightRateSensitivity	OvernightRateSensitivity.ofPeriod(OvernightIndexObservation observation, LocalDate endDate, Currency sensitivityCurrency, double sensitivity)	Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.
IborRateSensitivity	IborRateSensitivity.withCurrency(Currency currency)
InflationRateSensitivity	InflationRateSensitivity.withCurrency(Currency currency)
OvernightRateSensitivity	OvernightRateSensitivity.withCurrency(Currency currency)

Method parameters in com.opengamma.strata.pricer.rate with type arguments of type Currency

Modifier and Type	Method	Description
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.discountCurves(Map<Currency,? extends Curve> discountCurves)	Adds discount curves to the provider.

Uses of Currency in com.opengamma.strata.pricer.sensitivity

Methods in com.opengamma.strata.pricer.sensitivity with parameters of type Currency

Modifier and Type	Method	Description
CurrencyParameterSensitivity	CurveGammaCalculator.calculateSemiParallelGamma(Curve curve, Currency curveCurrency, Function<Curve,CurrencyParameterSensitivity> sensitivitiesFn)	Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.

Uses of Currency in com.opengamma.strata.pricer.swap

Methods in com.opengamma.strata.pricer.swap with parameters of type Currency

Modifier and Type	Method	Description
CurrencyAmount	DiscountingSwapLegPricer.presentValue(ResolvedSwapLeg leg, Currency currency, RatesProvider provider)	Calculates the present value of the swap leg, converted to the specified currency.
CurrencyAmount	DiscountingSwapProductPricer.presentValue(ResolvedSwap swap, Currency currency, RatesProvider provider)	Calculates the present value of the swap product, converted to the specified currency.
CurrencyAmount	DiscountingSwapTradePricer.presentValue(ResolvedSwapTrade trade, Currency currency, RatesProvider provider)	Calculates the present value of the swap trade, converted to the specified currency.
PointSensitivityBuilder	DiscountingSwapProductPricer.presentValueSensitivity(ResolvedSwap swap, Currency currency, RatesProvider provider)	Calculates the present value sensitivity of the swap product converted in a given currency.

Uses of Currency in com.opengamma.strata.pricer.swaption

Methods in com.opengamma.strata.pricer.swaption that return Currency

Modifier and Type	Method	Description
Currency	SwaptionSabrSensitivity.getCurrency()	Gets the currency of the sensitivity.
Currency	SwaptionSensitivity.getCurrency()	Gets the currency of the sensitivity.

Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	SwaptionSabrSensitivity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	SwaptionSensitivity.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.pricer.swaption with parameters of type Currency

Modifier and Type	Method	Description
SwaptionSabrSensitivity	SwaptionSabrSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwaptionSensitivity	SwaptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static SwaptionSabrSensitivity	SwaptionSabrSensitivity.of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the specified elements.
static SwaptionSensitivity	SwaptionSensitivity.of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, double strike, double forward, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the specified elements.
SwaptionSabrSensitivity	SwaptionSabrSensitivity.withCurrency(Currency currency)
SwaptionSensitivity	SwaptionSensitivity.withCurrency(Currency currency)

Uses of Currency in com.opengamma.strata.product

Methods in com.opengamma.strata.product that return Currency

Modifier and Type	Method	Description
Currency	GenericSecurity.getCurrency()
Currency	GenericSecurityPosition.getCurrency()
Currency	GenericSecurityTrade.getCurrency()	Gets the currency of the trade.
Currency	SecuritizedProduct.getCurrency()	Gets the currency that the security is traded in.
default Currency	SecuritizedProductPortfolioItem.getCurrency()	Gets the currency of the position.
default Currency	Security.getCurrency()	Gets the currency that the security is traded in.
Currency	SecurityPriceInfo.getCurrency()	Gets the currency that the security is traded in.

Methods in com.opengamma.strata.product that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	Product.allCurrencies()	Returns the set of currencies the product refers to.
default ImmutableSet<Currency>	SecuritizedProduct.allCurrencies()
default ImmutableSet<Currency>	Product.allPaymentCurrencies()	Returns the set of currencies that the product pays in.
org.joda.beans.MetaProperty<Currency>	SecurityPriceInfo.Meta.currency()	The meta-property for the currency property.
ImmutableSet<Currency>	PortfolioItemSummary.getCurrencies()	Gets the currencies of the item.

Methods in com.opengamma.strata.product with parameters of type Currency

Modifier and Type	Method	Description
PortfolioItemSummary.Builder	PortfolioItemSummary.Builder.currencies(Currency... currencies)	Sets the currencies property in the builder from an array of objects.
static SecurityPriceInfo	SecurityPriceInfo.of(Currency currency, double tradeUnitValue)	Obtains an instance from the currency and the value of a single tradeable unit.
static SecurityPriceInfo	SecurityPriceInfo.ofCurrencyMinorUnit(Currency currency)	Obtains an instance from the currency.

Method parameters in com.opengamma.strata.product with type arguments of type Currency

Modifier and Type	Method	Description
PortfolioItemSummary.Builder	PortfolioItemSummary.Builder.currencies(Set<Currency> currencies)	Sets the currencies of the item.
static PortfolioItemSummary	PortfolioItemSummary.of(StandardId id, PortfolioItemType portfolioItemType, ProductType productType, Set<Currency> currencies, String description)	Obtains an instance.

Uses of Currency in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return Currency

Modifier and Type	Method	Description
Currency	Bill.getCurrency()
Currency	BillPosition.getCurrency()
Currency	BillSecurity.getCurrency()
Currency	BondFuture.getCurrency()	Obtains the currency of the underlying fixed coupon bonds.
Currency	BondFutureOption.getCurrency()
Currency	BondFutureOptionPosition.getCurrency()
Currency	BondFutureOptionSecurity.getCurrency()	Gets the currency that the future is traded in.
Currency	BondFuturePosition.getCurrency()
Currency	BondFutureSecurity.getCurrency()	Gets the currency that the future is traded in.
Currency	BondPaymentPeriod.getCurrency()	Gets the currency of the payment resulting from the period.
Currency	CapitalIndexedBond.getCurrency()	Gets the currency that the bond is traded in.
Currency	CapitalIndexedBondPaymentPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	CapitalIndexedBondPosition.getCurrency()
Currency	CapitalIndexedBondSecurity.getCurrency()	Gets the currency that the bond is traded in.
Currency	FixedCouponBond.getCurrency()	Gets the currency that the bond is traded in.
Currency	FixedCouponBondOption.getCurrency()	The currency of the underlying bond.
Currency	FixedCouponBondPaymentPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	FixedCouponBondPosition.getCurrency()
Currency	FixedCouponBondSecurity.getCurrency()	Gets the currency that the bond is traded in.
Currency	KnownAmountBondPaymentPeriod.getCurrency()
Currency	ResolvedBill.getCurrency()	Returns the currency of the bill.
Currency	ResolvedBondFuture.getCurrency()	Obtains the currency of the underlying fixed coupon bonds.
Currency	ResolvedCapitalIndexedBond.getCurrency()	Gets the currency of the product.
Currency	ResolvedFixedCouponBond.getCurrency()	Gets the currency of the product.
Currency	ResolvedFixedCouponBondOption.getCurrency()	Returns the bond option currency.

Methods in com.opengamma.strata.product.bond that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	FixedCouponBondOption.allCurrencies()
org.joda.beans.MetaProperty<Currency>	BondFutureOptionSecurity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	BondFutureSecurity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	CapitalIndexedBond.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	CapitalIndexedBondPaymentPeriod.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	CapitalIndexedBondSecurity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	FixedCouponBond.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	FixedCouponBondPaymentPeriod.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	FixedCouponBondSecurity.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.bond with parameters of type Currency

Modifier and Type	Method	Description
BondFutureOptionSecurity.Builder	BondFutureOptionSecurity.Builder.currency(Currency currency)	Sets the currency that the future is traded in.
BondFutureSecurity.Builder	BondFutureSecurity.Builder.currency(Currency currency)	Sets the currency that the future is traded in.
CapitalIndexedBond.Builder	CapitalIndexedBond.Builder.currency(Currency currency)	Sets the currency that the bond is traded in.
CapitalIndexedBondPaymentPeriod.Builder	CapitalIndexedBondPaymentPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.
CapitalIndexedBondSecurity.Builder	CapitalIndexedBondSecurity.Builder.currency(Currency currency)	Sets the currency that the bond is traded in.
FixedCouponBond.Builder	FixedCouponBond.Builder.currency(Currency currency)	Sets the currency that the bond is traded in.
FixedCouponBondPaymentPeriod.Builder	FixedCouponBondPaymentPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.
FixedCouponBondSecurity.Builder	FixedCouponBondSecurity.Builder.currency(Currency currency)	Sets the currency that the bond is traded in.

Uses of Currency in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return Currency

Modifier and Type	Method	Description
Currency	IborCapFloorLeg.getCurrency()	Gets the currency of the leg associated with the notional.
Currency	IborCapletFloorletBinaryPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	IborCapletFloorletPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	OvernightInArrearsCapletFloorletBinaryPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	OvernightInArrearsCapletFloorletPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	ResolvedIborCapFloorLeg.getCurrency()	Gets the currency of the leg.

Methods in com.opengamma.strata.product.capfloor that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	IborCapFloor.allCurrencies()
ImmutableSet<Currency>	IborCapFloor.allPaymentCurrencies()
ImmutableSet<Currency>	ResolvedIborCapFloor.allPaymentCurrencies()	Returns the set of payment currencies referred to by the cap/floor.
org.joda.beans.MetaProperty<Currency>	IborCapFloorLeg.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	IborCapletFloorletBinaryPeriod.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	IborCapletFloorletPeriod.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	OvernightInArrearsCapletFloorletBinaryPeriod.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	OvernightInArrearsCapletFloorletPeriod.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.capfloor with parameters of type Currency

Modifier and Type	Method	Description
IborCapFloorLeg.Builder	IborCapFloorLeg.Builder.currency(Currency currency)	Sets the currency of the leg associated with the notional.
IborCapletFloorletBinaryPeriod.Builder	IborCapletFloorletBinaryPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.
IborCapletFloorletPeriod.Builder	IborCapletFloorletPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.
OvernightInArrearsCapletFloorletBinaryPeriod.Builder	OvernightInArrearsCapletFloorletBinaryPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.
OvernightInArrearsCapletFloorletPeriod.Builder	OvernightInArrearsCapletFloorletPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.

Uses of Currency in com.opengamma.strata.product.cms

Methods in com.opengamma.strata.product.cms that return Currency

Modifier and Type	Method	Description
Currency	CmsLeg.getCurrency()	Gets the currency of the leg associated with the notional.
Currency	CmsPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	ResolvedCmsLeg.getCurrency()	Gets the currency of the leg.

Methods in com.opengamma.strata.product.cms that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	Cms.allCurrencies()
ImmutableSet<Currency>	Cms.allPaymentCurrencies()
ImmutableSet<Currency>	ResolvedCms.allPaymentCurrencies()	Returns the set of currencies referred to by the CMS.
org.joda.beans.MetaProperty<Currency>	CmsLeg.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	CmsPeriod.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.cms with parameters of type Currency

Modifier and Type	Method	Description
CmsLeg.Builder	CmsLeg.Builder.currency(Currency currency)	Sets the currency of the leg associated with the notional.
CmsPeriod.Builder	CmsPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.

Uses of Currency in com.opengamma.strata.product.common

Methods in com.opengamma.strata.product.common with parameters of type Currency

Modifier and Type	Method	Description
static String	SummarizerUtils.amount(Currency currency, double value)	Converts an amount to a string.
static PortfolioItemSummary	SummarizerUtils.summary(Position position, ProductType type, String description, Currency... currencies)	Creates a summary instance for a position.
static PortfolioItemSummary	SummarizerUtils.summary(Trade trade, ProductType type, String description, Currency... currencies)	Creates a summary instance for a trade.

Uses of Currency in com.opengamma.strata.product.credit

Methods in com.opengamma.strata.product.credit that return Currency

Modifier and Type	Method	Description
Currency	Cds.getCurrency()	Gets the currency of the CDS.
Currency	CdsIndex.getCurrency()	Gets the currency of the CDS index.
Currency	CreditCouponPaymentPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	ResolvedCds.getCurrency()	Obtains the currency.
Currency	ResolvedCdsIndex.getCurrency()	Obtains the currency.

Methods in com.opengamma.strata.product.credit that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	Cds.allCurrencies()
ImmutableSet<Currency>	CdsIndex.allCurrencies()
org.joda.beans.MetaProperty<Currency>	Cds.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	CdsIndex.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	CreditCouponPaymentPeriod.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.credit with parameters of type Currency

Modifier and Type	Method	Description
Cds.Builder	Cds.Builder.currency(Currency currency)	Sets the currency of the CDS.
CdsIndex.Builder	CdsIndex.Builder.currency(Currency currency)	Sets the currency of the CDS index.
CreditCouponPaymentPeriod.Builder	CreditCouponPaymentPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.
static Cds	Cds.of(BuySell buySell, StandardId legalEntityId, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)	Creates an instance of a standardized CDS.
static CdsIndex	CdsIndex.of(BuySell buySell, StandardId cdsIndexId, List<StandardId> legalEntityIds, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)	Creates an instance of a standardized CDS index.

Uses of Currency in com.opengamma.strata.product.credit.type

Methods in com.opengamma.strata.product.credit.type that return Currency

Modifier and Type	Method	Description
Currency	CdsConvention.getCurrency()	Get the currency of the CDS.
Currency	ImmutableCdsConvention.getCurrency()	Gets the currency of the CDS.

Methods in com.opengamma.strata.product.credit.type that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	ImmutableCdsConvention.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.credit.type with parameters of type Currency

Modifier and Type	Method	Description
ImmutableCdsConvention.Builder	ImmutableCdsConvention.Builder.currency(Currency currency)	Sets the currency of the CDS.
static ImmutableCdsConvention	ImmutableCdsConvention.of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)	Obtains a convention based on the specified parameters.

Uses of Currency in com.opengamma.strata.product.deposit

Methods in com.opengamma.strata.product.deposit that return Currency

Modifier and Type	Method	Description
Currency	IborFixingDeposit.getCurrency()	Gets the primary currency, defaulted to the currency of the index.
Currency	ResolvedIborFixingDeposit.getCurrency()	Gets the primary currency.
Currency	ResolvedTermDeposit.getCurrency()	Gets the primary currency.
Currency	TermDeposit.getCurrency()	Gets the primary currency.

Methods in com.opengamma.strata.product.deposit that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	IborFixingDeposit.allCurrencies()
ImmutableSet<Currency>	TermDeposit.allCurrencies()
org.joda.beans.MetaProperty<Currency>	IborFixingDeposit.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ResolvedIborFixingDeposit.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ResolvedTermDeposit.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	TermDeposit.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.deposit with parameters of type Currency

Modifier and Type	Method	Description
IborFixingDeposit.Builder	IborFixingDeposit.Builder.currency(Currency currency)	Sets the primary currency, defaulted to the currency of the index.
ResolvedIborFixingDeposit.Builder	ResolvedIborFixingDeposit.Builder.currency(Currency currency)	Sets the primary currency.
ResolvedTermDeposit.Builder	ResolvedTermDeposit.Builder.currency(Currency currency)	Sets the primary currency.
TermDeposit.Builder	TermDeposit.Builder.currency(Currency currency)	Sets the primary currency.

Uses of Currency in com.opengamma.strata.product.deposit.type

Methods in com.opengamma.strata.product.deposit.type that return Currency

Modifier and Type	Method	Description
Currency	ImmutableIborFixingDepositConvention.getCurrency()	Gets the primary currency, providing a default result if no override specified.
Currency	ImmutableTermDepositConvention.getCurrency()	Gets the primary currency.
Currency	TermDepositConvention.getCurrency()	Gets the primary currency.

Methods in com.opengamma.strata.product.deposit.type that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	ImmutableIborFixingDepositConvention.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ImmutableTermDepositConvention.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.deposit.type with parameters of type Currency

Modifier and Type	Method	Description
ImmutableIborFixingDepositConvention.Builder	ImmutableIborFixingDepositConvention.Builder.currency(Currency currency)	Sets the primary currency, optional with defaulting getter.
ImmutableTermDepositConvention.Builder	ImmutableTermDepositConvention.Builder.currency(Currency currency)	Sets the primary currency.
static ImmutableTermDepositConvention	ImmutableTermDepositConvention.of(String name, Currency currency, BusinessDayAdjustment businessDayAdjustment, DayCount dayCount, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.

Uses of Currency in com.opengamma.strata.product.dsf

Methods in com.opengamma.strata.product.dsf that return Currency

Modifier and Type	Method	Description
Currency	Dsf.getCurrency()	Gets the currency of the underlying swap.
Currency	DsfPosition.getCurrency()
Currency	DsfSecurity.getCurrency()
Currency	ResolvedDsf.getCurrency()	Gets the currency of the underlying swap.

Methods in com.opengamma.strata.product.dsf that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	DsfSecurity.Meta.currency()	The meta-property for the currency property.

Uses of Currency in com.opengamma.strata.product.etd

Methods in com.opengamma.strata.product.etd that return Currency

Modifier and Type	Method	Description
Currency	EtdFuturePosition.getCurrency()
Currency	EtdOptionPosition.getCurrency()
default Currency	EtdPosition.getCurrency()	Gets the currency of the position.
default Currency	EtdSecurity.getCurrency()
default Currency	EtdTrade.getCurrency()	Gets the currency of the trade.

Methods in com.opengamma.strata.product.etd that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	EtdFuturePosition.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	EtdOptionPosition.Meta.currency()	The meta-property for the currency property.

Uses of Currency in com.opengamma.strata.product.fra

Methods in com.opengamma.strata.product.fra that return Currency

Modifier and Type	Method	Description
Currency	Fra.getCurrency()	Gets the primary currency, defaulted to the currency of the index.
Currency	ResolvedFra.getCurrency()	Gets the primary currency.

Methods in com.opengamma.strata.product.fra that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	Fra.allCurrencies()
org.joda.beans.MetaProperty<Currency>	Fra.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ResolvedFra.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.fra with parameters of type Currency

Modifier and Type	Method	Description
Fra.Builder	Fra.Builder.currency(Currency currency)	Sets the primary currency, defaulted to the currency of the index.
ResolvedFra.Builder	ResolvedFra.Builder.currency(Currency currency)	Sets the primary currency.

Uses of Currency in com.opengamma.strata.product.fra.type

Methods in com.opengamma.strata.product.fra.type that return Currency

Modifier and Type	Method	Description
Currency	ImmutableFraConvention.getCurrency()	Gets the primary currency, providing a default result if no override specified.

Methods in com.opengamma.strata.product.fra.type that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	ImmutableFraConvention.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.fra.type with parameters of type Currency

Modifier and Type	Method	Description
ImmutableFraConvention.Builder	ImmutableFraConvention.Builder.currency(Currency currency)	Sets the primary currency, optional with defaulting getter.

Uses of Currency in com.opengamma.strata.product.fx

Methods in com.opengamma.strata.product.fx that return Currency

Modifier and Type	Method	Description
Currency	FxNdf.getNonDeliverableCurrency()	Gets the non-deliverable currency.
Currency	ResolvedFxNdf.getNonDeliverableCurrency()	Gets the non-deliverable currency.
Currency	FxNdf.getSettlementCurrency()	Gets the settlement currency.
Currency	ResolvedFxNdf.getSettlementCurrency()	Gets the settlement currency.

Methods in com.opengamma.strata.product.fx that return types with arguments of type Currency

Modifier and Type	Method	Description
default ImmutableSet<Currency>	FxProduct.allCurrencies()
ImmutableSet<Currency>	FxNdf.allPaymentCurrencies()

Methods in com.opengamma.strata.product.fx with parameters of type Currency

Modifier and Type	Method	Description
static ResolvedFxSwap	ResolvedFxSwap.ofForwardPoints(CurrencyAmount amountCurrency1, Currency currency2, double nearFxRate, double forwardPoints, LocalDate nearDate, LocalDate farDate)	Creates a ResolvedFxSwap using forward points.

Uses of Currency in com.opengamma.strata.product.fxopt

Methods in com.opengamma.strata.product.fxopt that return Currency

Modifier and Type	Method	Description
Currency	ResolvedFxVanillaOption.getCounterCurrency()	Get the counter currency of the underlying FX transaction.

Uses of Currency in com.opengamma.strata.product.index

Methods in com.opengamma.strata.product.index that return Currency

Modifier and Type	Method	Description
Currency	IborFuture.getCurrency()	Gets the currency that the future is traded in, defaulted from the index if not set.
Currency	IborFutureOption.getCurrency()
Currency	IborFutureOptionPosition.getCurrency()
Currency	IborFutureOptionSecurity.getCurrency()	Gets the currency that the option is traded in.
Currency	IborFuturePosition.getCurrency()
Currency	IborFutureSecurity.getCurrency()
Currency	OvernightFuture.getCurrency()	Gets the currency that the future is traded in, defaulted from the index if not set.
Currency	OvernightFuturePosition.getCurrency()
Currency	OvernightFutureSecurity.getCurrency()
Currency	ResolvedIborFuture.getCurrency()	Gets the currency that the future is traded in.
Currency	ResolvedOvernightFuture.getCurrency()	Gets the currency that the future is traded in.

Methods in com.opengamma.strata.product.index that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	IborFuture.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	IborFutureOptionSecurity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	IborFutureSecurity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	OvernightFuture.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	OvernightFutureSecurity.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ResolvedIborFuture.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	ResolvedOvernightFuture.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.index with parameters of type Currency

Modifier and Type	Method	Description
IborFuture.Builder	IborFuture.Builder.currency(Currency currency)	Sets the currency that the future is traded in, defaulted from the index if not set.
IborFutureOptionSecurity.Builder	IborFutureOptionSecurity.Builder.currency(Currency currency)	Sets the currency that the option is traded in.
OvernightFuture.Builder	OvernightFuture.Builder.currency(Currency currency)	Sets the currency that the future is traded in, defaulted from the index if not set.
ResolvedIborFuture.Builder	ResolvedIborFuture.Builder.currency(Currency currency)	Sets the currency that the future is traded in.
ResolvedOvernightFuture.Builder	ResolvedOvernightFuture.Builder.currency(Currency currency)	Sets the currency that the future is traded in.

Uses of Currency in com.opengamma.strata.product.payment

Methods in com.opengamma.strata.product.payment that return Currency

Modifier and Type	Method	Description
Currency	BulletPayment.getCurrency()	Gets the currency of this payment.
Currency	ResolvedBulletPayment.getCurrency()	Gets the currency of this payment.

Methods in com.opengamma.strata.product.payment that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	BulletPayment.allCurrencies()

Uses of Currency in com.opengamma.strata.product.rate

Methods in com.opengamma.strata.product.rate that return Currency

Modifier and Type	Method	Description
Currency	IborRateComputation.getCurrency()	Gets the currency of the Ibor index.

Uses of Currency in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return Currency

Modifier and Type	Method	Description
Currency	FxResetNotionalExchange.getCurrency()	Gets the payment currency.
Currency	KnownAmountNotionalSwapPaymentPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	KnownAmountSwapLeg.getCurrency()	Gets the currency of the swap leg.
Currency	KnownAmountSwapPaymentPeriod.getCurrency()
Currency	NotionalExchange.getCurrency()	Gets the currency of the event.
Currency	NotionalSchedule.getCurrency()	Gets the currency of the swap leg associated with the notional.
Currency	RateCalculationSwapLeg.getCurrency()
Currency	RatePaymentPeriod.getCurrency()	Gets the primary currency of the payment period.
Currency	RatePeriodSwapLeg.getCurrency()
Currency	ResolvedSwapLeg.getCurrency()	Gets the primary currency of the swap leg.
Currency	SwapLeg.getCurrency()	Gets the payment currency of the leg.
Currency	SwapPaymentEvent.getCurrency()	Gets the currency of the payment resulting from the event.
Currency	SwapPaymentPeriod.getCurrency()	Gets the currency of the payment resulting from the period.
Currency	FxReset.getReferenceCurrency()	Gets the currency of the notional amount defined in the contract.
Currency	FxResetCalculation.getReferenceCurrency()	Gets the currency of the notional amount defined in the contract.
Currency	FxResetNotionalExchange.getReferenceCurrency()	Gets the reference currency, as defined in the contract.

Methods in com.opengamma.strata.product.swap that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	Swap.allCurrencies()	Returns the set of currencies referred to by the swap.
default ImmutableSet<Currency>	SwapLeg.allCurrencies()	Returns the set of currencies referred to by the leg.
ImmutableSet<Currency>	ResolvedSwap.allPaymentCurrencies()	Returns the set of payment currencies referred to by the swap.
ImmutableSet<Currency>	Swap.allPaymentCurrencies()	Returns the set of payment currencies referred to by the swap.
org.joda.beans.MetaProperty<Currency>	KnownAmountSwapLeg.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	NotionalSchedule.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	RateCalculationSwapLeg.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	RatePaymentPeriod.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	FxReset.Meta.referenceCurrency()	The meta-property for the referenceCurrency property.
org.joda.beans.MetaProperty<Currency>	FxResetCalculation.Meta.referenceCurrency()	The meta-property for the referenceCurrency property.

Methods in com.opengamma.strata.product.swap with parameters of type Currency

Modifier and Type	Method	Description
KnownAmountSwapLeg.Builder	KnownAmountSwapLeg.Builder.currency(Currency currency)	Sets the currency of the swap leg.
NotionalSchedule.Builder	NotionalSchedule.Builder.currency(Currency currency)	Sets the currency of the swap leg associated with the notional.
RatePaymentPeriod.Builder	RatePaymentPeriod.Builder.currency(Currency currency)	Sets the primary currency of the payment period.
static FxReset	FxReset.of(FxIndexObservation observation, Currency referenceCurrency)	Obtains an instance from the observation and reference currency.
static NotionalSchedule	NotionalSchedule.of(Currency currency, double amount)	Obtains an instance with a single amount that does not change over time.
static NotionalSchedule	NotionalSchedule.of(Currency currency, ValueSchedule amountSchedule)	Obtains an instance with a notional amount that can change over time.
FxResetCalculation.Builder	FxResetCalculation.Builder.referenceCurrency(Currency referenceCurrency)	Sets the currency of the notional amount defined in the contract.

Method parameters in com.opengamma.strata.product.swap with type arguments of type Currency

Modifier and Type	Method	Description
void	FixedRateCalculation.collectCurrencies(ImmutableSet.Builder<Currency> builder)
void	IborRateCalculation.collectCurrencies(ImmutableSet.Builder<Currency> builder)
void	InflationRateCalculation.collectCurrencies(ImmutableSet.Builder<Currency> builder)
void	KnownAmountSwapLeg.collectCurrencies(ImmutableSet.Builder<Currency> builder)
void	OvernightRateCalculation.collectCurrencies(ImmutableSet.Builder<Currency> builder)
void	RateCalculation.collectCurrencies(ImmutableSet.Builder<Currency> builder)	Collects all the currencies referred to by this calculation.
void	RateCalculationSwapLeg.collectCurrencies(ImmutableSet.Builder<Currency> builder)
void	RatePeriodSwapLeg.collectCurrencies(ImmutableSet.Builder<Currency> builder)
void	SwapLeg.collectCurrencies(ImmutableSet.Builder<Currency> builder)	Collects all the currencies referred to by this leg.

Uses of Currency in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return Currency

Modifier and Type	Method	Description
Currency	FixedRateSwapLegConvention.getCurrency()	Gets the leg currency.
Currency	FloatRateSwapLegConvention.getCurrency()	Gets the currency of the convention.
Currency	IborRateSwapLegConvention.getCurrency()	Gets the leg currency, optional with defaulting getter.
Currency	InflationRateSwapLegConvention.getCurrency()	Gets the currency of the leg from the index.
Currency	OvernightRateSwapLegConvention.getCurrency()	Gets the leg currency, optional with defaulting getter.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type Currency

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<Currency>	FixedRateSwapLegConvention.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	IborRateSwapLegConvention.Meta.currency()	The meta-property for the currency property.
org.joda.beans.MetaProperty<Currency>	OvernightRateSwapLegConvention.Meta.currency()	The meta-property for the currency property.

Methods in com.opengamma.strata.product.swap.type with parameters of type Currency

Modifier and Type	Method	Description
FixedRateSwapLegConvention.Builder	FixedRateSwapLegConvention.Builder.currency(Currency currency)	Sets the leg currency.
IborRateSwapLegConvention.Builder	IborRateSwapLegConvention.Builder.currency(Currency currency)	Sets the leg currency, optional with defaulting getter.
OvernightRateSwapLegConvention.Builder	OvernightRateSwapLegConvention.Builder.currency(Currency currency)	Sets the leg currency, optional with defaulting getter.
static FixedRateSwapLegConvention	FixedRateSwapLegConvention.of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)	Obtains a convention based on the specified parameters.

Uses of Currency in com.opengamma.strata.product.swaption

Methods in com.opengamma.strata.product.swaption that return Currency

Modifier and Type	Method	Description
Currency	ResolvedSwaption.getCurrency()	Gets the currency of the swaption.
Currency	Swaption.getCurrency()	Gets the currency of the swaption.

Methods in com.opengamma.strata.product.swaption that return types with arguments of type Currency

Modifier and Type	Method	Description
ImmutableSet<Currency>	Swaption.allCurrencies()