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

Packages that use CurrencyAmount

Package	Description
com.opengamma.strata.basics.currency	Representations of currency and money.
com.opengamma.strata.calc.runner	The calculation runner.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
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.explain	Support for explaining results.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.measure.bond	Base package for calculation functions.
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.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.cms	Calculators for CMS.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.deposit	Calculators for rate deposit instruments, such as term deposit.
com.opengamma.strata.pricer.dsf	Calculators for Deliverable Swap Futures (DSFs).
com.opengamma.strata.pricer.fra	Calculators for Forward Rate Agreement (FRA) instruments.
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.impl.cms
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.payment	Calculators for payment instruments.
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.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.common	Entity objects shared between other packages.
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.payment	Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.report.framework.expression	Provide the ability to extract data using textual expressions.
com.opengamma.strata.report.framework.format	Provide the ability to format calculated values.

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

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

Modifier and Type	Method	Description
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.
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.
CurrencyAmount	MultiCurrencyAmount.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount the specified currency.
CurrencyAmount	CurrencyAmountArray.get(int index)	Gets the amount at the specified index.
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.
CurrencyAmount	AdjustablePayment.getValue()	Gets the amount of the payment.
CurrencyAmount	Payment.getValue()	Gets the amount of the payment.
CurrencyAmount	CurrencyAmount.mapAmount(DoubleUnaryOperator mapper)	Applies an operation to the amount.
CurrencyAmount	CurrencyAmount.minus(double amountToSubtract)	Returns a copy of this CurrencyAmount with the specified amount subtracted.
CurrencyAmount	CurrencyAmount.minus(CurrencyAmount amountToSubtract)	Returns a copy of this CurrencyAmount with the specified amount subtracted.
CurrencyAmount	CurrencyAmount.multipliedBy(double valueToMultiplyBy)	Returns a copy of this CurrencyAmount with the amount multiplied.
CurrencyAmount	CurrencyAmount.negated()	Returns a copy of this CurrencyAmount with the amount negated.
CurrencyAmount	CurrencyAmount.negative()	Returns a copy of this CurrencyAmount with a negative amount.
static CurrencyAmount	CurrencyAmount.of(Currency currency, double amount)	Obtains an instance of CurrencyAmount for the specified currency and amount.
static CurrencyAmount	CurrencyAmount.of(String currencyCode, double amount)	Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.
static CurrencyAmount	CurrencyAmount.parse(String amountStr)	Parses the string to produce a CurrencyAmount.
CurrencyAmount	CurrencyAmount.plus(double amountToAdd)	Returns a copy of this CurrencyAmount with the specified amount added.
CurrencyAmount	CurrencyAmount.plus(CurrencyAmount amountToAdd)	Returns a copy of this CurrencyAmount with the specified amount added.
CurrencyAmount	CurrencyAmount.positive()	Returns a copy of this CurrencyAmount with a positive amount.
CurrencyAmount	BigMoney.toCurrencyAmount()	Converts this monetary amount to the equivalent CurrencyAmount.
CurrencyAmount	Money.toCurrencyAmount()	Converts this monetary amount to the equivalent CurrencyAmount.
static CurrencyAmount	CurrencyAmount.zero(Currency currency)	Obtains a zero amount instance of CurrencyAmount for the specified currency.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableSortedSet<CurrencyAmount>>	MultiCurrencyAmount.Meta.amounts()	The meta-property for the amounts property.
ImmutableSortedSet<CurrencyAmount>	MultiCurrencyAmount.getAmounts()	Gets the set of currency amounts.
Stream<CurrencyAmount>	CurrencyAmountArray.stream()	Returns a stream of the amounts.
Stream<CurrencyAmount>	MultiCurrencyAmount.stream()	Returns a stream over the currency amounts.
static Collector<CurrencyAmount,?,MultiCurrencyAmount>	MultiCurrencyAmount.toMultiCurrencyAmount()	Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
org.joda.beans.MetaProperty<CurrencyAmount>	AdjustablePayment.Meta.value()	The meta-property for the value property.
org.joda.beans.MetaProperty<CurrencyAmount>	Payment.Meta.value()	The meta-property for the value property.

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

Modifier and Type	Method	Description
int	CurrencyAmount.compareTo(CurrencyAmount other)	Compares this currency amount to another.
CurrencyAmount	FxMatrix.convert(CurrencyAmount amount, Currency targetCurrency)	Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.
CurrencyAmount	CurrencyAmount.minus(CurrencyAmount amountToSubtract)	Returns a copy of this CurrencyAmount with the specified amount subtracted.
CurrencyAmountArray	CurrencyAmountArray.minus(CurrencyAmount amount)	Returns a new array containing the values from this array with the specified amount subtracted.
MultiCurrencyAmount	MultiCurrencyAmount.minus(CurrencyAmount amountToSubtract)	Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
static AdjustablePayment	AdjustablePayment.of(CurrencyAmount value, AdjustableDate date)	Obtains an instance representing an amount where the date is adjustable.
static AdjustablePayment	AdjustablePayment.of(CurrencyAmount value, LocalDate date)	Obtains an instance representing an amount where the date is fixed.
static BigMoney	BigMoney.of(CurrencyAmount currencyAmount)	Obtains an instance of BigMoney for the specified CurrencyAmount.
static Money	Money.of(CurrencyAmount currencyAmount)	Obtains an instance of Money for the specified CurrencyAmount.
static MultiCurrencyAmount	MultiCurrencyAmount.of(CurrencyAmount... amounts)	Obtains an instance from an array of CurrencyAmount objects.
static Payment	Payment.of(CurrencyAmount value, LocalDate date)	Obtains an instance representing an amount.
static AdjustablePayment	AdjustablePayment.ofPay(CurrencyAmount value, AdjustableDate date)	Obtains an instance representing an amount to be paid where the date is adjustable.
static AdjustablePayment	AdjustablePayment.ofPay(CurrencyAmount value, LocalDate date)	Obtains an instance representing an amount to be paid where the date is fixed.
static Payment	Payment.ofPay(CurrencyAmount value, LocalDate date)	Obtains an instance representing an amount to be paid.
static AdjustablePayment	AdjustablePayment.ofReceive(CurrencyAmount value, AdjustableDate date)	Obtains an instance representing an amount to be received where the date is adjustable.
static AdjustablePayment	AdjustablePayment.ofReceive(CurrencyAmount value, LocalDate date)	Obtains an instance representing an amount to be received where the date is fixed.
static Payment	Payment.ofReceive(CurrencyAmount value, LocalDate date)	Obtains an instance representing an amount to be received.
CurrencyAmount	CurrencyAmount.plus(CurrencyAmount amountToAdd)	Returns a copy of this CurrencyAmount with the specified amount added.
CurrencyAmountArray	CurrencyAmountArray.plus(CurrencyAmount amount)	Returns a new array containing the values from this array with the specified amount added.
MultiCurrencyAmount	MultiCurrencyAmount.plus(CurrencyAmount amountToAdd)	Returns a copy of this MultiCurrencyAmount with the specified amount added.
Payment.Builder	Payment.Builder.value(CurrencyAmount value)	Sets the amount of the payment.

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

Modifier and Type	Method	Description
MultiCurrencyAmount	MultiCurrencyAmount.mapCurrencyAmounts(UnaryOperator<CurrencyAmount> operator)	Applies an operation to the currency amounts.
static CurrencyAmountArray	CurrencyAmountArray.of(int size, IntFunction<CurrencyAmount> valueFunction)	Obtains an instance using a function to create the entries.
static CurrencyAmountArray	CurrencyAmountArray.of(List<CurrencyAmount> amounts)	Obtains an instance from the specified list of amounts.
static MultiCurrencyAmount	MultiCurrencyAmount.of(Iterable<CurrencyAmount> amounts)	Obtains an instance from a list of CurrencyAmount objects.
static MultiCurrencyAmount	MultiCurrencyAmount.total(Iterable<CurrencyAmount> amounts)	Obtains an instance from the total of a list of CurrencyAmount objects.

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

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

Modifier and Type	Method	Description
static Collector<CurrencyAmount,List<CurrencyAmount>,CurrencyScenarioArray>	FunctionUtils.toCurrencyValuesArray()	Returns a collector that builds a single-currency scenerio result.
static Collector<CurrencyAmount,List<CurrencyAmount>,CurrencyScenarioArray>	FunctionUtils.toCurrencyValuesArray()	Returns a collector that builds a single-currency scenerio result.

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

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

Modifier and Type	Method	Description
CurrencyAmount	CurrencyScenarioArray.get(int index)

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

Modifier and Type	Method	Description
Stream<CurrencyAmount>	CurrencyScenarioArray.stream()

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

Modifier and Type	Method	Description
CurrencyScenarioArray	CurrencyScenarioArray.minus(CurrencyAmount amount)	Returns a new array containing the values from this array with the specified amount subtracted.
CurrencyScenarioArray	CurrencyScenarioArray.plus(CurrencyAmount amount)	Returns a new array containing the values from this array with the specified amount added.

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

Modifier and Type	Method	Description
static CurrencyScenarioArray	CurrencyScenarioArray.of(int size, IntFunction<CurrencyAmount> amountFunction)	Obtains an instance using a function to create the entries.
static CurrencyScenarioArray	CurrencyScenarioArray.of(List<CurrencyAmount> amounts)	Obtains an instance from the specified list of amounts.

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

Methods in com.opengamma.strata.loader.csv that return CurrencyAmount

Modifier and Type	Method	Description
static CurrencyAmount	CsvLoaderUtils.parseCurrencyAmount(CsvRow row, String currencyField, String amountField)	Parses a currency amount.
static CurrencyAmount	CsvLoaderUtils.parseCurrencyAmountWithDirection(CsvRow row, String currencyField, String amountField, String directionField)	Parses a currency amount with direction.

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

Modifier and Type	Method	Description
static Optional<CurrencyAmount>	CsvLoaderUtils.tryParseCurrencyAmountWithDirection(CsvRow row, String currencyField, String amountField, String directionField)	Tries parsing a currency amount from the mentioned fields in the csv row.

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

Modifier and Type	Method	Description
static void	CsvWriterUtils.writeCurrencyAmount(CsvOutput.CsvRowOutputWithHeaders csv, CurrencyAmount ccyAmount, String amountField, String currencyField, String directionField)	Writes a currency amount using the provided fields

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

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

Modifier and Type	Method	Description
CurrencyAmount	FpmlDocument.parseCurrencyAmount(XmlElement baseEl)	Converts an FpML 'Money' to a CurrencyAmount.

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

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

Modifier and Type	Method	Description
CurrencyAmount	LegAmount.getAmount()	Gets the amount associated with the leg.
CurrencyAmount	SwapLegAmount.getAmount()	Gets the amount associated with the leg.
CurrencyAmount	CashFlow.getForecastValue()	Gets the forecast value of the cash flow.
CurrencyAmount	CashFlow.getPresentValue()	Gets the present value of the cash flow.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyAmount>	SwapLegAmount.Meta.amount()	The meta-property for the amount property.
org.joda.beans.MetaProperty<CurrencyAmount>	CashFlow.Meta.forecastValue()	The meta-property for the forecastValue property.
org.joda.beans.MetaProperty<CurrencyAmount>	CashFlow.Meta.presentValue()	The meta-property for the presentValue property.

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

Modifier and Type	Method	Description
SwapLegAmount.Builder	SwapLegAmount.Builder.amount(CurrencyAmount amount)	Sets the amount associated with the leg.
static SwapLegAmount	SwapLegAmount.of(ResolvedSwapLeg leg, CurrencyAmount amount)	Obtains an instance from a swap leg and amount.
static CashFlow	CashFlow.ofForecastValue(LocalDate paymentDate, CurrencyAmount forecastValue, double discountFactor)	Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.
static CashFlow	CashFlow.ofPresentValue(LocalDate paymentDate, CurrencyAmount presentValue, double discountFactor)	Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.

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

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

Modifier and Type	Field	Description
static ExplainKey<CurrencyAmount>	ExplainKey.FORECAST_VALUE	The forecast value.
static ExplainKey<CurrencyAmount>	ExplainKey.NOTIONAL	The effective notional, which may be converted from the contract notional in the case of FX reset.
static ExplainKey<CurrencyAmount>	ExplainKey.PRESENT_VALUE	The present value.
static ExplainKey<CurrencyAmount>	ExplainKey.TRADE_NOTIONAL	The notional, as defined in the trade.

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

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

Modifier and Type	Method	Description
CurrencyAmount	CrossGammaParameterSensitivities.total(Currency resultCurrency, FxRateProvider rateProvider)	Returns the total of the sensitivity values.
CurrencyAmount	CrossGammaParameterSensitivity.total()	Returns the total of the sensitivity values.
CurrencyAmount	CurrencyParameterSensitivities.total(Currency resultCurrency, FxRateProvider rateProvider)	Returns the total of the sensitivity values.
CurrencyAmount	CurrencyParameterSensitivity.total()	Returns the total of the sensitivity values.

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

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

Modifier and Type	Method	Description
CurrencyAmount	BillTradeCalculations.currentCash(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	CapitalIndexedBondTradeCalculations.currentCash(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	FixedCouponBondTradeCalculations.currentCash(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	BillTradeCalculations.presentValue(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyAmount	BondFutureOptionTradeCalculations.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value for a single set of market data.
CurrencyAmount	BondFutureTradeCalculations.presentValue(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates present value for a single set of market data.
CurrencyAmount	CapitalIndexedBondTradeCalculations.presentValue(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates present value for a single set of market data.
CurrencyAmount	FixedCouponBondTradeCalculations.presentValue(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value for a single set of market data.

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

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

Modifier and Type	Method	Description
CurrencyAmount	TermDepositTradeCalculations.currentCash(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	TermDepositTradeCalculations.presentValue(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.

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

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

Modifier and Type	Method	Description
CurrencyAmount	DsfTradeCalculations.presentValue(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.

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

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

Modifier and Type	Method	Description
CurrencyAmount	FraTradeCalculations.currentCash(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	FraTradeCalculations.presentValue(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.

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

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

Modifier and Type	Method	Description
CurrencyAmount	FxNdfTradeCalculations.currentCash(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	FxNdfTradeCalculations.presentValue(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.

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

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

Modifier and Type	Method	Description
CurrencyAmount	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates current cash for a single set of market data.
CurrencyAmount	FxVanillaOptionTradeCalculations.currentCash(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates current cash for a single set of market data.

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

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

Modifier and Type	Method	Description
CurrencyAmount	IborFutureOptionTradeCalculations.presentValue(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value for a single set of market data.
CurrencyAmount	IborFutureTradeCalculations.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
CurrencyAmount	OvernightFutureTradeCalculations.presentValue(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.

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

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

Modifier and Type	Method	Description
CurrencyAmount	BulletPaymentTradeCalculations.currentCash(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
CurrencyAmount	BulletPaymentTradeCalculations.presentValue(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.

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

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

Modifier and Type	Method	Description
CurrencyAmount	SwaptionTradeCalculations.currentCash(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates current cash for a single set of market data.
CurrencyAmount	SwaptionTradeCalculations.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value for a single set of market data.

Uses of CurrencyAmount in com.opengamma.strata.pricer

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

Modifier and Type	Method	Description
CurrencyAmount	DiscountingPaymentPricer.currentCash(Payment payment, BaseProvider provider)	Calculates the current cash.
CurrencyAmount	DiscountingPaymentPricer.forecastValue(Payment payment, BaseProvider provider)	Computes the forecast value of the payment.
CurrencyAmount	DiscountingPaymentPricer.presentValue(Payment payment, BaseProvider provider)	Computes the present value of the payment by discounting.
CurrencyAmount	DiscountingPaymentPricer.presentValue(Payment payment, DiscountFactors discountFactors)	Computes the present value of the payment by discounting.
CurrencyAmount	DiscountingPaymentPricer.presentValueWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Computes the present value of the payment with z-spread by discounting.

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

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

Modifier and Type	Method	Description
CurrencyAmount	DiscountingBillTradePricer.currentCash(ResolvedBillTrade trade, LocalDate valuationDate)	Calculates the current cash of a bill trade.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currentCash(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate)	Calculates the current cash of the bond product.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currentCash(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)	Calculates the current cash of the bond trade.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.currentCash(ResolvedFixedCouponBondTrade trade, LocalDate valuationDate)	Calculates the current cash of the fixed coupon bond trade.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.netAmount(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)	Calculates the net amount of the settlement of the bond trade.
CurrencyAmount	BlackBondFutureOptionMarginedTradePricer.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BlackBondFutureVolatilities volatilities, double futurePrice, double lastOptionSettlementPrice)	Calculates the present value of the bond future option trade from the underlying future price.
CurrencyAmount	BlackBondFutureOptionMarginedTradePricer.presentValue(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities, double lastOptionSettlementPrice)	Calculates the present value of the bond future option trade.
CurrencyAmount	BlackBondFutureOptionMarginedTradePricer.presentValue(ResolvedBondFutureOptionTrade trade, LocalDate valuationDate, double currentOptionPrice, double lastOptionSettlementPrice)	Calculates the present value of the bond future option trade from the current option price.
CurrencyAmount	BlackFixedCouponBondOptionPricer.presentValue(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)	Calculates the present value of the bond option.
CurrencyAmount	DiscountingBillProductPricer.presentValue(ResolvedBill bill, LegalEntityDiscountingProvider provider)	Calculates the present value of the bill product.
CurrencyAmount	DiscountingBillTradePricer.presentValue(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider)	Calculates the present value of a bill trade.
CurrencyAmount	DiscountingBondFutureTradePricer.presentValue(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice)	Calculates the present value of the bond future trade.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.presentValue(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value of the bond.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValue(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the present value of the bond trade.
CurrencyAmount	DiscountingFixedCouponBondProductPricer.presentValue(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider)	Calculates the present value of the fixed coupon bond product.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValue(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider)	Calculates the present value of the fixed coupon bond trade.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the present value of the bond trade from the clean price.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueFromCleanPrice(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, ReferenceData refData, double cleanPrice)	Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, ReferenceData refData, double cleanPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.
CurrencyAmount	DiscountingBillProductPricer.presentValueWithZSpread(ResolvedBill bill, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of a bill product with z-spread.
CurrencyAmount	DiscountingBillTradePricer.presentValueWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of a bill trade with z-spread.
CurrencyAmount	DiscountingBondFutureTradePricer.presentValueWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the present value of the bond future trade with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondProductPricer.presentValueWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the bond product with z-spread.
CurrencyAmount	DiscountingCapitalIndexedBondTradePricer.presentValueWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the bond trade with z-spread.
CurrencyAmount	DiscountingFixedCouponBondProductPricer.presentValueWithZSpread(ResolvedFixedCouponBond bond, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond product with z-spread.
CurrencyAmount	DiscountingFixedCouponBondTradePricer.presentValueWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the present value of the fixed coupon bond trade with z-spread.

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

Modifier and Type	Method	Description
double	DiscountingCapitalIndexedBondProductPricer.zSpreadFromCurvesAndPv(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, CurrencyAmount presentValue, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the z-spread of the bond from curves and present value.

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

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

Modifier and Type	Method	Description
CurrencyAmount	VolatilityIborCapFloorLegPricer.currentCash(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the current cash of the Ibor cap/floor leg.
CurrencyAmount	IborCapletFloorletPeriodCurrencyAmounts.getAmount(IborCapletFloorletPeriod period)	Gets a currency amount for the provided Ibor caplet/floorlet.
CurrencyAmount	SabrOvernightInArrearsCapletFloorletPeriodPricer.presentValue(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Computes the present value in the SABR model with effective parameters.
CurrencyAmount	VerticalSpreadSabrOvernightInArrearsCapletFloorletBinaryPeriodPricer.presentValue(OvernightInArrearsCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, SabrParametersIborCapletFloorletVolatilities sabrVolatilities)	Calculates the present value of the binary caplet/floorlet period.
CurrencyAmount	VerticalSpreadVolatilityIborCapletFloorletBinaryPeriodPricer.presentValue(IborCapletFloorletBinaryPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the binary caplet/floorlet period.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValue(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor cap/floor leg.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValue(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor caplet/floorlet period.
CurrencyAmount	VolatilityOvernightInArrearsCapletFloorletPeriodPricer.presentValue(OvernightInArrearsCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the overnight in-arrears caplet/floorlet period.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueDelta(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor cap/floor leg.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueDelta(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor caplet/floorlet period.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueGamma(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor cap/floor leg.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueGamma(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor caplet/floorlet period.
CurrencyAmount	VolatilityIborCapFloorLegPricer.presentValueTheta(ResolvedIborCapFloorLeg capFloorLeg, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor cap/floor leg.
CurrencyAmount	VolatilityIborCapletFloorletPeriodPricer.presentValueTheta(IborCapletFloorletPeriod period, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor caplet/floorlet period.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableMap<IborCapletFloorletPeriod,CurrencyAmount>>	IborCapletFloorletPeriodCurrencyAmounts.Meta.amounts()	The meta-property for the amounts property.
Optional<CurrencyAmount>	IborCapletFloorletPeriodCurrencyAmounts.findAmount(IborCapletFloorletPeriod period)	Gets a currency amount for the provided Ibor caplet/floorlet.
ImmutableMap<IborCapletFloorletPeriod,CurrencyAmount>	IborCapletFloorletPeriodCurrencyAmounts.getAmounts()	Gets the map of Ibor caplet/floorlet periods to the currency amount.

Method parameters in com.opengamma.strata.pricer.capfloor with type arguments of type CurrencyAmount

Modifier and Type	Method	Description
IborCapletFloorletPeriodCurrencyAmounts.Builder	IborCapletFloorletPeriodCurrencyAmounts.Builder.amounts(Map<IborCapletFloorletPeriod,CurrencyAmount> amounts)	Sets the map of Ibor caplet/floorlet periods to the currency amount.
static IborCapletFloorletPeriodCurrencyAmounts	IborCapletFloorletPeriodCurrencyAmounts.of(Map<IborCapletFloorletPeriod,CurrencyAmount> currencyAmountMap)	Obtains an instance of currency amounts.

Uses of CurrencyAmount in com.opengamma.strata.pricer.cms

Methods in com.opengamma.strata.pricer.cms that return CurrencyAmount

Modifier and Type	Method	Description
CurrencyAmount	DiscountingCmsLegPricer.currentCash(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Calculates the current cash of the leg.
CurrencyAmount	SabrExtrapolationReplicationCmsLegPricer.currentCash(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the current cash of the leg.
CurrencyAmount	DiscountingCmsLegPricer.presentValue(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider)	Computes the present value of CMS leg by simple forward rate estimation.
CurrencyAmount	SabrExtrapolationReplicationCmsLegPricer.presentValue(ResolvedCmsLeg cmsLeg, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the CMS leg.
CurrencyAmount	SabrExtrapolationReplicationCmsPeriodPricer.presentValue(CmsPeriod cmsPeriod, RatesProvider provider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the present value by replication in SABR framework with extrapolation on the right.

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

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

Modifier and Type	Method	Description
CurrencyAmount	IsdaCdsProductPricer.expectedLoss(ResolvedCds cds, CreditRatesProvider ratesProvider)	Calculates the expected loss of the CDS product.
CurrencyAmount	IsdaCdsTradePricer.expectedLoss(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider)	Calculates the expected loss of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.expectedLoss(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider)	Calculates the expected loss of the CDS index product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.expectedLoss(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider)	Calculates the expected loss of the underlying product.
CurrencyAmount	AnalyticSpreadSensitivityCalculator.parallelCs01(ResolvedCdsTrade trade, List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)
CurrencyAmount	FiniteDifferenceSpreadSensitivityCalculator.parallelCs01(ResolvedCdsTrade trade, List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS index using a single credit curve.
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsIndexTrade trade, List<ResolvedCdsIndexTrade> bucketCdsIndex, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS index using a single credit curve.
CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS.
abstract CurrencyAmount	SpreadSensitivityCalculator.parallelCs01(ResolvedCdsTrade trade, List<ResolvedCdsTrade> bucketCds, CreditRatesProvider ratesProvider, ReferenceData refData)	Computes parallel CS01 for CDS.
CurrencyAmount	IsdaCdsProductPricer.presentValue(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the present value of the CDS product.
CurrencyAmount	IsdaCdsTradePricer.presentValue(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the trade.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.presentValue(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the present value of the CDS index product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.presentValue(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the trade.
CurrencyAmount	IsdaCdsTradePricer.presentValueOnSettle(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.presentValueOnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the present value of the underlying product.
CurrencyAmount	IsdaCdsProductPricer.recovery01(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the recovery01 of the CDS product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.recovery01(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, ReferenceData refData)	Calculates the recovery01 of the CDS index product.
CurrencyAmount	IsdaCdsTradePricer.recovery01OnSettle(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the recovery01 of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.recovery01OnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)	Calculates the recovery01 of the underlying product.
CurrencyAmount	IsdaCdsProductPricer.rpv01(ResolvedCds cds, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the CDS product.
CurrencyAmount	IsdaHomogenousCdsIndexProductPricer.rpv01(ResolvedCdsIndex cdsIndex, CreditRatesProvider ratesProvider, LocalDate referenceDate, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the CDS index product.
CurrencyAmount	IsdaCdsTradePricer.rpv01OnSettle(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the underlying product.
CurrencyAmount	IsdaHomogenousCdsIndexTradePricer.rpv01OnSettle(ResolvedCdsIndexTrade trade, CreditRatesProvider ratesProvider, PriceType priceType, ReferenceData refData)	Calculates the risky PV01 of the underlying product.

Uses of CurrencyAmount in com.opengamma.strata.pricer.deposit

Methods in com.opengamma.strata.pricer.deposit that return CurrencyAmount

Modifier and Type	Method	Description
CurrencyAmount	DiscountingTermDepositTradePricer.currentCash(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the current cash.
CurrencyAmount	DiscountingIborFixingDepositProductPricer.presentValue(ResolvedIborFixingDeposit deposit, RatesProvider provider)	Calculates the present value of the Ibor fixing deposit product.
CurrencyAmount	DiscountingIborFixingDepositTradePricer.presentValue(ResolvedIborFixingDepositTrade trade, RatesProvider provider)	Calculates the present value of the Ibor fixing deposit trade.
CurrencyAmount	DiscountingTermDepositProductPricer.presentValue(ResolvedTermDeposit deposit, RatesProvider provider)	Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
CurrencyAmount	DiscountingTermDepositTradePricer.presentValue(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

Uses of CurrencyAmount in com.opengamma.strata.pricer.dsf

Methods in com.opengamma.strata.pricer.dsf that return CurrencyAmount

Modifier and Type	Method	Description
CurrencyAmount	DiscountingDsfTradePricer.presentValue(ResolvedDsfTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the deliverable swap futures trade.

Uses of CurrencyAmount in com.opengamma.strata.pricer.fra

Methods in com.opengamma.strata.pricer.fra that return CurrencyAmount

Modifier and Type	Method	Description
CurrencyAmount	DiscountingFraTradePricer.currentCash(ResolvedFraTrade trade, RatesProvider provider)	Calculates the current cash of the FRA trade.
CurrencyAmount	DiscountingFraProductPricer.forecastValue(ResolvedFra fra, RatesProvider provider)	Calculates the forecast value of the FRA product.
CurrencyAmount	DiscountingFraTradePricer.forecastValue(ResolvedFraTrade trade, RatesProvider provider)	Calculates the forecast value of the FRA trade.
CurrencyAmount	DiscountingFraProductPricer.presentValue(ResolvedFra fra, RatesProvider provider)	Calculates the present value of the FRA product.
CurrencyAmount	DiscountingFraTradePricer.presentValue(ResolvedFraTrade trade, RatesProvider provider)	Calculates the present value of the FRA trade.

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

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

Modifier and Type	Method	Description
CurrencyAmount	DiscountingFxNdfProductPricer.currentCash(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the current cash of the NDF product.
CurrencyAmount	DiscountingFxNdfTradePricer.currentCash(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
CurrencyAmount	DiscountingFxNdfProductPricer.presentValue(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the present value of the NDF product.
CurrencyAmount	DiscountingFxNdfTradePricer.presentValue(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the present value of the trade.

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

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

Modifier and Type	Method	Description
CurrencyAmount	BlackFxSingleBarrierOptionTradePricer.currentCash(ResolvedFxSingleBarrierOptionTrade trade, LocalDate valuationDate)	Calculates the current of the FX barrier option trade.
CurrencyAmount	BlackFxVanillaOptionTradePricer.currentCash(ResolvedFxVanillaOptionTrade trade, LocalDate valuationDate)	Calculates the current of the FX vanilla option trade.
CurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.currentCash(ResolvedFxSingleBarrierOptionTrade trade, LocalDate valuationDate)	Calculates the current of the FX barrier option trade.
CurrencyAmount	VannaVolgaFxVanillaOptionTradePricer.currentCash(ResolvedFxVanillaOptionTrade trade, LocalDate valuationDate)	Calculates the current of the FX vanilla option trade.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValue(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the foreign exchange vanilla option product.
CurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option product.
CurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData treeData)	Calculates the present value of the FX barrier option product.
CurrencyAmount	VannaVolgaFxVanillaOptionProductPricer.presentValue(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueDelta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the FX barrier option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueDelta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueGamma(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value gamma of the FX barrier option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueGamma(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueTheta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value theta of the FX barrier option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueTheta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value theta of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueVega(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value vega of the foreign exchange vanilla option product.

Uses of CurrencyAmount in com.opengamma.strata.pricer.impl.cms

Methods in com.opengamma.strata.pricer.impl.cms that return CurrencyAmount

Modifier and Type	Method	Description
CurrencyAmount	BlackFlatCmsPeriodPricer.presentValue(CmsPeriod cmsPeriod, RatesProvider provider, SwaptionVolatilities swaptionVolatilities)	Computes the present value by replication in SABR framework with extrapolation on the right.
CurrencyAmount	DiscountingCmsPeriodPricer.presentValue(CmsPeriod cmsPeriod, RatesProvider provider)	Computes the present value of CMS coupon by simple forward rate estimation.

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

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

Modifier and Type	Method	Description
CurrencyAmount	DiscountingIborFutureTradePricer.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the Ibor future trade.
CurrencyAmount	DiscountingOvernightFutureTradePricer.presentValue(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the present value of the Overnight rate future trade.
CurrencyAmount	HullWhiteIborFutureTradePricer.presentValue(ResolvedIborFutureTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double lastSettlementPrice)	Calculates the present value of the Ibor future trade.
CurrencyAmount	NormalIborFutureOptionMarginedTradePricer.presentValue(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double lastOptionSettlementPrice)	Calculates the present value of the Ibor future option trade.
CurrencyAmount	NormalIborFutureOptionMarginedTradePricer.presentValue(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, NormalIborFutureOptionVolatilities volatilities, double futurePrice, double lastOptionSettlementPrice)	Calculates the present value of the Ibor future option trade from the underlying future price.
CurrencyAmount	NormalIborFutureOptionMarginedTradePricer.presentValue(ResolvedIborFutureOptionTrade trade, LocalDate valuationDate, double currentOptionPrice, double lastOptionSettlementPrice)	Calculates the present value of the Ibor future option trade from the current option price.

Uses of CurrencyAmount in com.opengamma.strata.pricer.payment

Methods in com.opengamma.strata.pricer.payment that return CurrencyAmount

Modifier and Type	Method	Description
CurrencyAmount	DiscountingBulletPaymentTradePricer.currencyExposure(ResolvedBulletPaymentTrade trade, BaseProvider provider)	Calculates the currency exposure of the bullet payment trade.
CurrencyAmount	DiscountingBulletPaymentTradePricer.currentCash(ResolvedBulletPaymentTrade trade, BaseProvider provider)	Calculates the current cash of the bullet payment trade.
CurrencyAmount	DiscountingBulletPaymentTradePricer.presentValue(ResolvedBulletPaymentTrade trade, BaseProvider provider)	Calculates the present value of the bullet payment trade.

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

Method parameters in com.opengamma.strata.pricer.sensitivity with type arguments of type CurrencyAmount

Modifier and Type	Method	Description
CurrencyParameterSensitivities	RatesFiniteDifferenceSensitivityCalculator.sensitivity(LegalEntityDiscountingProvider provider, Function<ImmutableLegalEntityDiscountingProvider,CurrencyAmount> valueFn)	Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
CurrencyParameterSensitivities	RatesFiniteDifferenceSensitivityCalculator.sensitivity(CreditRatesProvider provider, Function<ImmutableCreditRatesProvider,CurrencyAmount> valueFn)	Computes the first order sensitivities of a function of a CreditRatesProvider to a double by finite difference.
CurrencyParameterSensitivities	RatesFiniteDifferenceSensitivityCalculator.sensitivity(RatesProvider provider, Function<ImmutableRatesProvider,CurrencyAmount> valueFn)	Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.

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

Methods in com.opengamma.strata.pricer.swap that return CurrencyAmount

Modifier and Type	Method	Description
CurrencyAmount	DiscountingSwapLegPricer.accruedInterest(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the accrued interest since the last payment.
CurrencyAmount	DiscountingSwapLegPricer.currentCash(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the current cash of the swap leg.
CurrencyAmount	DiscountingSwapLegPricer.forecastValue(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the forecast value of the swap leg.
CurrencyAmount	DiscountingSwapLegPricer.presentValue(ResolvedSwapLeg leg, Currency currency, RatesProvider provider)	Calculates the present value of the swap leg, converted to the specified currency.
CurrencyAmount	DiscountingSwapLegPricer.presentValue(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the present value of the swap leg.
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.

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

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

Modifier and Type	Method	Description
CurrencyAmount	BlackSwaptionTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	HullWhiteSwaptionPhysicalTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	NormalSwaptionTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	SabrSwaptionTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	VolatilitySwaptionTradePricer.currentCash(ResolvedSwaptionTrade trade, LocalDate valuationDate)	Calculates the current cash of the swaption trade.
CurrencyAmount	BlackSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	HullWhiteSwaptionPhysicalProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value of the swaption product.
CurrencyAmount	HullWhiteSwaptionPhysicalTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the present value of the swaption trade.
CurrencyAmount	NormalSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	SabrSwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValue(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionTradePricer.presentValue(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption trade.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueDelta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value delta of the swaption.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueGamma(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value gamma of the swaption.
CurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionPhysicalProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.
CurrencyAmount	VolatilitySwaptionProductPricer.presentValueTheta(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Calculates the present value of the swaption.

Uses of CurrencyAmount in com.opengamma.strata.product

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

Modifier and Type	Method	Description
CurrencyAmount	SecurityPriceInfo.calculateMonetaryAmount(double quantity, double price)	Calculates the monetary value of the specified quantity and price.
CurrencyAmount	SecurityPriceInfo.getTickValue()	Gets the monetary value of one tick.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyAmount>	SecurityPriceInfo.Meta.tickValue()	The meta-property for the tickValue property.

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

Modifier and Type	Method	Description
static SecurityInfo	SecurityInfo.of(SecurityId id, double tickSize, CurrencyAmount tickValue)	Obtains an instance from the identifier, tick size and tick value.
static SecurityPriceInfo	SecurityPriceInfo.of(double tickSize, CurrencyAmount tickValue)	Obtains an instance from the tick size and tick value.
static SecurityPriceInfo	SecurityPriceInfo.of(double tickSize, CurrencyAmount tickValue, double contractSize)	Obtains an instance from the tick size, tick value and contract size.

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

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

Modifier and Type	Method	Description
CurrencyAmount	IborCapletFloorletBinaryPeriod.payoff(double fixing)	The payoff for a given fixing rate.
CurrencyAmount	OvernightInArrearsCapletFloorletBinaryPeriod.payoff(double fixing)	Returns the binary caplet/floorlet payoff for a given compounded rate.
CurrencyAmount	OvernightInArrearsCapletFloorletPeriod.payoff(double rate)	Returns the caplet/floorlet payoff for a given compounded rate.

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

Methods in com.opengamma.strata.product.common that return CurrencyAmount

Modifier and Type	Method	Description
CurrencyAmount	BuySell.normalize(CurrencyAmount amount)	Normalizes the specified amount using this buy/sell rule.
CurrencyAmount	PayReceive.normalize(CurrencyAmount amount)	Normalizes the specified amount using this pay/receive rule.

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

Modifier and Type	Method	Description
static String	SummarizerUtils.amount(CurrencyAmount currencyAmount)	Converts an amount to a string.
static String	SummarizerUtils.fx(CurrencyAmount base, CurrencyAmount counter)	Converts an FX exchange to a string.
CurrencyAmount	BuySell.normalize(CurrencyAmount amount)	Normalizes the specified amount using this buy/sell rule.
CurrencyAmount	PayReceive.normalize(CurrencyAmount amount)	Normalizes the specified amount using this pay/receive rule.

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

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

Modifier and Type	Method	Description
CurrencyAmount	FxSingle.getBaseCurrencyAmount()	Gets the amount in the base currency, positive if receiving, negative if paying.
CurrencyAmount	FxSingle.getCounterCurrencyAmount()	Gets the amount in the counter currency, positive if receiving, negative if paying.
CurrencyAmount	FxSingle.getPayCurrencyAmount()	Gets the currency amount in which the amount is paid.
CurrencyAmount	FxSingle.getReceiveCurrencyAmount()	Gets the currency amount in which the amount is received.
CurrencyAmount	ResolvedFxSingle.getReceiveCurrencyAmount()	Gets the currency amount in which the amount is received.
CurrencyAmount	FxNdf.getSettlementCurrencyNotional()	Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
CurrencyAmount	ResolvedFxNdf.getSettlementCurrencyNotional()	Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyAmount>	FxNdf.Meta.settlementCurrencyNotional()	The meta-property for the settlementCurrencyNotional property.
org.joda.beans.MetaProperty<CurrencyAmount>	ResolvedFxNdf.Meta.settlementCurrencyNotional()	The meta-property for the settlementCurrencyNotional property.

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

Modifier and Type	Method	Description
static FxSingle	FxSingle.of(CurrencyAmount amount1, CurrencyAmount amount2, LocalDate paymentDate)	Creates an FxSingle from two amounts and the value date.
static FxSingle	FxSingle.of(CurrencyAmount amount1, CurrencyAmount amount2, LocalDate paymentDate, BusinessDayAdjustment paymentDateAdjustment)	Creates an FxSingle from two amounts and the value date, specifying a date adjustment.
static FxSingle	FxSingle.of(CurrencyAmount amount, FxRate fxRate, LocalDate paymentDate)	Creates an FxSingle using a rate.
static FxSingle	FxSingle.of(CurrencyAmount amount, FxRate fxRate, LocalDate paymentDate, BusinessDayAdjustment paymentDateAdjustment)	Creates an FxSingle using a rate, specifying a date adjustment.
static FxSwap	FxSwap.of(CurrencyAmount amount, FxRate nearRate, LocalDate nearDate, FxRate farRate, LocalDate farDate)	Creates an FxSwap using two FX rates, near and far, specifying a date adjustment.
static FxSwap	FxSwap.of(CurrencyAmount amount, FxRate nearRate, LocalDate nearDate, FxRate farRate, LocalDate farDate, BusinessDayAdjustment paymentDateAdjustment)	Creates an FxSwap using two FX rates, near and far, specifying a date adjustment.
static ResolvedFxSingle	ResolvedFxSingle.of(CurrencyAmount amount1, CurrencyAmount amount2, LocalDate valueDate)	Creates an ResolvedFxSingle from two amounts and the value date.
static ResolvedFxSingle	ResolvedFxSingle.of(CurrencyAmount amountCurrency1, FxRate fxRate, LocalDate paymentDate)	Creates an ResolvedFxSingle using a rate.
static FxSwap	FxSwap.ofForwardPoints(CurrencyAmount amount, FxRate nearRate, double decimalForwardPoints, LocalDate nearDate, LocalDate farDate)	Creates an FxSwap using decimal forward points.
static FxSwap	FxSwap.ofForwardPoints(CurrencyAmount amount, FxRate nearRate, double decimalForwardPoints, LocalDate nearDate, LocalDate farDate, BusinessDayAdjustment paymentDateAdjustment)	Creates an FxSwap using decimal forward points, specifying a date adjustment.
static ResolvedFxSwap	ResolvedFxSwap.ofForwardPoints(CurrencyAmount amountCurrency1, Currency currency2, double nearFxRate, double forwardPoints, LocalDate nearDate, LocalDate farDate)	Creates a ResolvedFxSwap using forward points.
FxNdf.Builder	FxNdf.Builder.settlementCurrencyNotional(CurrencyAmount settlementCurrencyNotional)	Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
ResolvedFxNdf.Builder	ResolvedFxNdf.Builder.settlementCurrencyNotional(CurrencyAmount settlementCurrencyNotional)	Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

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

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

Modifier and Type	Method	Description
Optional<CurrencyAmount>	FxSingleBarrierOption.getRebate()	Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
Optional<CurrencyAmount>	ResolvedFxSingleBarrierOption.getRebate()	Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
org.joda.beans.MetaProperty<CurrencyAmount>	FxSingleBarrierOption.Meta.rebate()	The meta-property for the rebate property.
org.joda.beans.MetaProperty<CurrencyAmount>	ResolvedFxSingleBarrierOption.Meta.rebate()	The meta-property for the rebate property.

Methods in com.opengamma.strata.product.fxopt with parameters of type CurrencyAmount

Modifier and Type	Method	Description
static FxSingleBarrierOption	FxSingleBarrierOption.of(FxVanillaOption underlyingOption, Barrier barrier, CurrencyAmount rebate)	Obtains FX single barrier option with rebate.
static ResolvedFxSingleBarrierOption	ResolvedFxSingleBarrierOption.of(ResolvedFxVanillaOption underlyingOption, Barrier barrier, CurrencyAmount rebate)	Obtains FX single barrier option with rebate.
FxSingleBarrierOption.Builder	FxSingleBarrierOption.Builder.rebate(CurrencyAmount rebate)	Sets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.

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

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

Modifier and Type	Method	Description
CurrencyAmount	BulletPayment.getValue()	Gets the amount of the payment.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyAmount>	BulletPayment.Meta.value()	The meta-property for the value property.

Methods in com.opengamma.strata.product.payment with parameters of type CurrencyAmount

Modifier and Type	Method	Description
BulletPayment.Builder	BulletPayment.Builder.value(CurrencyAmount value)	Sets the amount of the payment.

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

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

Modifier and Type	Method	Description
CurrencyAmount	FxResetNotionalExchange.getNotionalAmount()	Gets the notional amount, positive if receiving, negative if paying.
CurrencyAmount	KnownAmountNotionalSwapPaymentPeriod.getNotionalAmount()	Gets the notional amount, positive if receiving, negative if paying.
CurrencyAmount	NotionalPaymentPeriod.getNotionalAmount()	The notional amount, positive if receiving, negative if paying.
CurrencyAmount	RatePaymentPeriod.getNotionalAmount()	Gets the notional amount, positive if receiving, negative if paying.
CurrencyAmount	NotionalExchange.getPaymentAmount()	Gets the payment amount.

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

Modifier and Type	Method	Description
Optional<CurrencyAmount>	ResolvedSwapLeg.findNotional(LocalDate date)	Finds the notional on the specified date.
Optional<CurrencyAmount>	FixedRateStubCalculation.getKnownAmount()	Gets the known amount to pay/receive for the stub.
Optional<CurrencyAmount>	IborRateStubCalculation.getKnownAmount()	Gets the known amount to pay/receive for the stub.
org.joda.beans.MetaProperty<CurrencyAmount>	FixedRateStubCalculation.Meta.knownAmount()	The meta-property for the knownAmount property.
org.joda.beans.MetaProperty<CurrencyAmount>	IborRateStubCalculation.Meta.knownAmount()	The meta-property for the knownAmount property.
org.joda.beans.MetaProperty<CurrencyAmount>	FxResetNotionalExchange.Meta.notionalAmount()	The meta-property for the notionalAmount property.
org.joda.beans.MetaProperty<CurrencyAmount>	KnownAmountNotionalSwapPaymentPeriod.Meta.notionalAmount()	The meta-property for the notionalAmount property.

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

Modifier and Type	Method	Description
IborRateStubCalculation.Builder	IborRateStubCalculation.Builder.knownAmount(CurrencyAmount knownAmount)	Sets the known amount to pay/receive for the stub.
KnownAmountNotionalSwapPaymentPeriod.Builder	KnownAmountNotionalSwapPaymentPeriod.Builder.notionalAmount(CurrencyAmount notionalAmount)	Sets the notional amount, positive if receiving, negative if paying.
static FxResetNotionalExchange	FxResetNotionalExchange.of(CurrencyAmount notionalAmount, LocalDate paymentDate, FxIndexObservation observation)	Obtains an instance from the amount, date and FX index observation.
static KnownAmountNotionalSwapPaymentPeriod	KnownAmountNotionalSwapPaymentPeriod.of(Payment payment, SchedulePeriod period, CurrencyAmount notional)	Obtains an instance based on a payment, schedule period and notional.
static KnownAmountNotionalSwapPaymentPeriod	KnownAmountNotionalSwapPaymentPeriod.of(Payment payment, SchedulePeriod period, CurrencyAmount notional, FxIndexObservation fxResetObservation)	Obtains an instance based on a payment, schedule period, notional and FX reset.
static NotionalExchange	NotionalExchange.of(CurrencyAmount paymentAmount, LocalDate paymentDate)	Obtains an instance from the amount and date.
static NotionalSchedule	NotionalSchedule.of(CurrencyAmount notional)	Obtains an instance with a single amount that does not change over time.
static FixedRateStubCalculation	FixedRateStubCalculation.ofKnownAmount(CurrencyAmount knownAmount)	Obtains an instance with a known amount of interest.
static IborRateStubCalculation	IborRateStubCalculation.ofKnownAmount(CurrencyAmount knownAmount)	Obtains an instance with a known amount of interest.

Uses of CurrencyAmount in com.opengamma.strata.report.framework.expression

Methods in com.opengamma.strata.report.framework.expression that return types with arguments of type CurrencyAmount

Modifier and Type	Method	Description
Class<CurrencyAmount>	CurrencyAmountTokenEvaluator.getTargetType()

Methods in com.opengamma.strata.report.framework.expression with parameters of type CurrencyAmount

Modifier and Type	Method	Description
EvaluationResult	CurrencyAmountTokenEvaluator.evaluate(CurrencyAmount amount, CalculationFunctions functions, String firstToken, List<String> remainingTokens)
ImmutableSet<String>	CurrencyAmountTokenEvaluator.tokens(CurrencyAmount amount)

Uses of CurrencyAmount in com.opengamma.strata.report.framework.format

Fields in com.opengamma.strata.report.framework.format with type parameters of type CurrencyAmount

Modifier and Type	Field	Description
static ValueFormatter<CurrencyAmount>	ValueFormatters.CURRENCY_AMOUNT	The formatter to be used for CurrencyAmount.