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

Packages that use CurrencyPair

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.data	Basic types to model market data.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.market	Data structures for market data.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.pricer	Calculators for financial 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.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.fxopt	Entity objects describing options in the foreign exchange market.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

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

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

Modifier and Type	Method	Description
CurrencyPair	FxRate.getPair()	Gets the currency pair.
CurrencyPair	CurrencyPair.inverse()	Gets the inverse currency pair.
static CurrencyPair	CurrencyPair.of(Currency base, Currency counter)	Obtains an instance from two currencies.
static CurrencyPair	CurrencyPair.parse(String pairStr)	Parses a currency pair from a string with format AAA/BBB.
CurrencyPair	CurrencyPair.toConventional()	Returns the market convention currency pair for the currencies in the pair.

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

Modifier and Type	Method	Description
Optional<CurrencyPair>	CurrencyPair.cross(CurrencyPair other)	Finds the currency pair that is a cross between this pair and the other pair.
static Collector<? super Map.Entry<CurrencyPair,Double>,FxMatrixBuilder,FxMatrix>	FxMatrix.entriesToFxMatrix()	Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.
static Set<CurrencyPair>	CurrencyPair.getAvailablePairs()	Obtains the set of configured currency pairs.
org.joda.beans.MetaProperty<CurrencyPair>	FxRate.Meta.pair()	The meta-property for the pair property.
static Collector<? super Pair<CurrencyPair,Double>,FxMatrixBuilder,FxMatrix>	FxMatrix.pairsToFxMatrix()	Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.

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

Modifier and Type	Method	Description
FxMatrixBuilder	FxMatrixBuilder.addRate(CurrencyPair currencyPair, double rate)	Adds a new rate for a currency pair to the builder.
Optional<CurrencyPair>	CurrencyPair.cross(CurrencyPair other)	Finds the currency pair that is a cross between this pair and the other pair.
default double	FxRateProvider.fxRate(CurrencyPair currencyPair)	Gets the FX rate for the specified currency pair.
boolean	CurrencyPair.isInverse(CurrencyPair other)	Checks if this currency pair is the inverse of the specified pair.
static FxMatrix	FxMatrix.of(CurrencyPair currencyPair, double rate)	Obtains an instance containing a single FX rate.
static FxRate	FxRate.of(CurrencyPair pair, double rate)	Obtains an instance from a currency pair.

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

Modifier and Type	Method	Description
FxMatrixBuilder	FxMatrixBuilder.addRates(Map<CurrencyPair,Double> rates)	Adds a collection of new rates for currency pairs to the builder.

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

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

Modifier and Type	Method	Description
static HolidayCalendarId	HolidayCalendarId.defaultByCurrencyPair(CurrencyPair currencyPair)	Gets the default calendar for a pair of currencies.

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

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

Modifier and Type	Method	Description
CurrencyPair	FxIndex.getCurrencyPair()	Gets the currency pair of the index.
CurrencyPair	FxIndexObservation.getCurrencyPair()	Gets the currency pair of the FX index.
CurrencyPair	ImmutableFxIndex.getCurrencyPair()	Gets the currency pair.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyPair>	ImmutableFxIndex.Meta.currencyPair()	The meta-property for the currencyPair property.

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

Modifier and Type	Method	Description
static FxIndex	FxIndex.createFxIndex(CurrencyPair currencyPair)	Creates a FX index for the provided currency pair.
ImmutableFxIndex.Builder	ImmutableFxIndex.Builder.currencyPair(CurrencyPair currencyPair)	Sets the currency pair.
static FxIndex	FxIndex.of(CurrencyPair currencyPair)	Obtains an instance from the specified currency pair.

Uses of CurrencyPair in com.opengamma.strata.data

Methods in com.opengamma.strata.data that return CurrencyPair

Modifier and Type	Method	Description
CurrencyPair	FxRateId.getPair()	Gets the currency pair that is required.

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

Modifier and Type	Method	Description
static FxRateId	FxRateId.of(CurrencyPair currencyPair)	Obtains an instance representing the FX rate for a currency pair.
static FxRateId	FxRateId.of(CurrencyPair currencyPair, ObservableSource observableSource)	Obtains an instance representing the FX rate for a currency pair, specifying the source.

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

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

Modifier and Type	Method	Description
CurrencyPair	FxRateScenarioArray.getPair()	Gets the currency pair.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyPair>	FxRateScenarioArray.Meta.pair()	The meta-property for the pair property.

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

Modifier and Type	Method	Description
static FxRateScenarioArray	FxRateScenarioArray.of(CurrencyPair currencyPair, DoubleArray rates)	Returns an array of FX rates for a currency pair.

Uses of CurrencyPair in com.opengamma.strata.market

Methods in com.opengamma.strata.market that return CurrencyPair

Modifier and Type	Method	Description
CurrencyPair	FxRateShifts.getCurrencyPair()	Gets the currency pair for which the shifts are applied.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyPair>	FxRateShifts.Meta.currencyPair()	The meta-property for the currencyPair property.

Methods in com.opengamma.strata.market with parameters of type CurrencyPair

Modifier and Type	Method	Description
static FxRateShifts	FxRateShifts.of(ShiftType shiftType, DoubleArray shiftAmount, CurrencyPair currencyPair)	Creates an instance.

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

Methods in com.opengamma.strata.measure.fx that return types with arguments of type CurrencyPair

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ImmutableMap<CurrencyPair,QuoteId>>	FxRateConfig.Meta.observableRates()	The meta-property for the observableRates property.

Methods in com.opengamma.strata.measure.fx with parameters of type CurrencyPair

Modifier and Type	Method	Description
Optional<QuoteId>	FxRateConfig.getObservableRateKey(CurrencyPair currencyPair)	Returns a key identifying the market quote for an observable FX rate.

Method parameters in com.opengamma.strata.measure.fx with type arguments of type CurrencyPair

Modifier and Type	Method	Description
FxRateConfig.Builder	FxRateConfig.Builder.observableRates(Map<CurrencyPair,QuoteId> observableRates)	Sets the keys identifying FX rates which are observable in the market.
static FxRateConfig	FxRateConfig.of(Map<CurrencyPair,QuoteId> quotesMap)	Returns FX rate configuration built using the data in the map.

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

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

Modifier and Type	Method	Description
CurrencyPair	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.getCurrencyPair()	Gets the currencyPair.
CurrencyPair	BlackFxOptionSmileVolatilitiesSpecification.getCurrencyPair()	Gets the currency pair that the volatilities are for.
CurrencyPair	FxOptionVolatilitiesNode.getCurrencyPair()	Gets the currency pair.
CurrencyPair	FxOptionVolatilitiesSpecification.getCurrencyPair()	Gets the currency pair.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type CurrencyPair

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyPair>	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta.currencyPair()	The meta-property for the currencyPair property.
org.joda.beans.MetaProperty<CurrencyPair>	BlackFxOptionSmileVolatilitiesSpecification.Meta.currencyPair()	The meta-property for the currencyPair property.
org.joda.beans.MetaProperty<CurrencyPair>	FxOptionVolatilitiesNode.Meta.currencyPair()	The meta-property for the currencyPair property.
ImmutableSet<CurrencyPair>	FxOptionMarketDataLookup.getVolatilityCurrencyPairs()	Gets the set of currency pairs that volatilities are provided for.

Methods in com.opengamma.strata.measure.fxopt with parameters of type CurrencyPair

Modifier and Type	Method	Description
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder	BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder.currencyPair(CurrencyPair currencyPair)	Sets the currencyPair.
BlackFxOptionSmileVolatilitiesSpecification.Builder	BlackFxOptionSmileVolatilitiesSpecification.Builder.currencyPair(CurrencyPair currencyPair)	Sets the currency pair that the volatilities are for.
FxOptionVolatilitiesNode.Builder	FxOptionVolatilitiesNode.Builder.currencyPair(CurrencyPair currencyPair)	Sets the currency pair.
ImmutableSet<MarketDataId<?>>	FxOptionMarketDataLookup.getVolatilityIds(CurrencyPair currencyPair)	Gets the identifiers used to obtain the volatilities for the specified currency pair.
static FxOptionMarketDataLookup	FxOptionMarketDataLookup.of(CurrencyPair currencyPair, FxOptionVolatilitiesId volatilityId)	Obtains an instance based on a single mapping from currency pair to volatility identifier.
static FxOptionVolatilitiesNode	FxOptionVolatilitiesNode.of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, ValueType quoteValueType, QuoteId quoteId, Tenor tenor, Strike strike)	Creates an instance.
default FunctionRequirements	FxOptionMarketDataLookup.requirements(CurrencyPair... currencyPairs)	Creates market data requirements for the specified currency pairs.
FxOptionVolatilities	FxOptionMarketData.volatilities(CurrencyPair currencyPair)	Gets the volatilities for the specified currency pair.
FxOptionVolatilities	FxOptionMarketDataLookup.volatilities(CurrencyPair currencyPair, MarketData marketData)	Obtains FX options volatilities based on the specified market data.

Method parameters in com.opengamma.strata.measure.fxopt with type arguments of type CurrencyPair

Modifier and Type	Method	Description
static FxOptionMarketDataLookup	FxOptionMarketDataLookup.of(Map<CurrencyPair,FxOptionVolatilitiesId> volatilityIds)	Obtains an instance based on a map of volatility identifiers.
FunctionRequirements	FxOptionMarketDataLookup.requirements(Set<CurrencyPair> currencyPairs)	Creates market data requirements for the specified currency pairs.

Uses of CurrencyPair in com.opengamma.strata.pricer

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

Modifier and Type	Method	Description
default double	BaseProvider.fxRate(CurrencyPair currencyPair)	Gets the FX rate for the specified currency pair on the valuation date.

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

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

Modifier and Type	Method	Description
CurrencyPair	DiscountFxForwardRates.getCurrencyPair()	Gets the currency pair that the rates are for.
CurrencyPair	FxForwardRates.getCurrencyPair()	Gets the currency pair.
CurrencyPair	FxForwardSensitivity.getCurrencyPair()	Gets the currency pair for which the sensitivity is computed.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyPair>	DiscountFxForwardRates.Meta.currencyPair()	The meta-property for the currencyPair property.
org.joda.beans.MetaProperty<CurrencyPair>	FxForwardSensitivity.Meta.currencyPair()	The meta-property for the currencyPair property.

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

Modifier and Type	Method	Description
static DiscountFxForwardRates	DiscountFxForwardRates.of(CurrencyPair currencyPair, FxRateProvider fxRateProvider, DiscountFactors baseCurrencyFactors, DiscountFactors counterCurrencyFactors)	Obtains an instance based on two discount factors, one for each currency.
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.

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

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

Modifier and Type	Method	Description
CurrencyPair	BlackFxOptionFlatVolatilities.getCurrencyPair()	Gets the currency pair that the volatilities are for.
CurrencyPair	BlackFxOptionSmileVolatilities.getCurrencyPair()	Gets the currency pair that the volatilities are for.
CurrencyPair	BlackFxOptionSurfaceVolatilities.getCurrencyPair()	Gets the currency pair that the volatilities are for.
CurrencyPair	FxOptionSensitivity.getCurrencyPair()	Gets the currency pair for which the sensitivity is presented.
CurrencyPair	FxOptionVolatilities.getCurrencyPair()	Gets the currency pair for which the data is valid.
CurrencyPair	FxVolatilitySurfaceYearFractionParameterMetadata.getCurrencyPair()	Gets the currency pair that describes the node.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyPair>	BlackFxOptionFlatVolatilities.Meta.currencyPair()	The meta-property for the currencyPair property.
org.joda.beans.MetaProperty<CurrencyPair>	BlackFxOptionSmileVolatilities.Meta.currencyPair()	The meta-property for the currencyPair property.
org.joda.beans.MetaProperty<CurrencyPair>	BlackFxOptionSurfaceVolatilities.Meta.currencyPair()	The meta-property for the currencyPair property.
org.joda.beans.MetaProperty<CurrencyPair>	FxOptionSensitivity.Meta.currencyPair()	The meta-property for the currencyPair property.
org.joda.beans.MetaProperty<CurrencyPair>	FxVolatilitySurfaceYearFractionParameterMetadata.Meta.currencyPair()	The meta-property for the currencyPair property.

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

Modifier and Type	Method	Description
RecombiningTrinomialTreeData	ImpliedTrinomialTreeFxOptionCalibrator.calibrateTrinomialTree(double timeToExpiry, CurrencyPair currencyPair, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calibrate trinomial tree to Black volatilities.
BlackFxOptionFlatVolatilities.Builder	BlackFxOptionFlatVolatilities.Builder.currencyPair(CurrencyPair currencyPair)	Sets the currency pair that the volatilities are for.
BlackFxOptionSmileVolatilities.Builder	BlackFxOptionSmileVolatilities.Builder.currencyPair(CurrencyPair currencyPair)	Sets the currency pair that the volatilities are for.
BlackFxOptionSurfaceVolatilities.Builder	BlackFxOptionSurfaceVolatilities.Builder.currencyPair(CurrencyPair currencyPair)	Sets the currency pair that the volatilities are for.
ValueDerivatives	BlackFxOptionFlatVolatilities.firstPartialDerivatives(CurrencyPair currencyPair, double expiry, double strike, double forward)
ValueDerivatives	BlackFxOptionSmileVolatilities.firstPartialDerivatives(CurrencyPair currencyPair, double expiry, double strike, double forward)
ValueDerivatives	BlackFxOptionSurfaceVolatilities.firstPartialDerivatives(CurrencyPair currencyPair, double expiry, double strike, double forward)
ValueDerivatives	FxOptionVolatilities.firstPartialDerivatives(CurrencyPair currencyPair, double expiry, double strike, double forward)	Computes the partial derivatives of the volatilities.
static BlackFxOptionFlatVolatilities	BlackFxOptionFlatVolatilities.of(CurrencyPair currencyPair, ZonedDateTime valuationDateTime, Curve curve)	Obtains an instance from an expiry-volatility curve and the date-time for which it is valid.
static BlackFxOptionSmileVolatilities	BlackFxOptionSmileVolatilities.of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationTime, SmileDeltaTermStructure smile)	Obtains an instance based on a smile.
static BlackFxOptionSurfaceVolatilities	BlackFxOptionSurfaceVolatilities.of(CurrencyPair currencyPair, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static BlackFxOptionSurfaceVolatilities	BlackFxOptionSurfaceVolatilities.of(FxOptionVolatilitiesName name, CurrencyPair currencyPair, ZonedDateTime valuationDateTime, Surface surface)	Obtains an instance from the implied volatility surface and the date-time for which it is valid.
static FxOptionSensitivity	FxOptionSensitivity.of(FxOptionVolatilitiesName volatilitiesName, CurrencyPair currencyPair, double expiry, double strike, double forward, Currency sensitivityCurrency, double sensitivity)	Obtains an instance, specifying sensitivity currency.
static FxVolatilitySurfaceYearFractionParameterMetadata	FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction, Tenor yearFractionTenor, Strike strike, CurrencyPair currencyPair)	Creates node metadata using year fraction, associated tenor, strike and currency pair.
static FxVolatilitySurfaceYearFractionParameterMetadata	FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction, Tenor yearFractionTenor, Strike strike, String label, CurrencyPair currencyPair)	Creates node using year fraction, associated tenor, strike, label and currency pair.
static FxVolatilitySurfaceYearFractionParameterMetadata	FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction, Strike strike, CurrencyPair currencyPair)	Creates node metadata using year fraction, strike and currency pair.
static FxVolatilitySurfaceYearFractionParameterMetadata	FxVolatilitySurfaceYearFractionParameterMetadata.of(double yearFraction, Strike strike, String label, CurrencyPair currencyPair)	Creates node using year fraction, strike, label and currency pair.
double	BlackFxOptionFlatVolatilities.volatility(CurrencyPair currencyPair, double expiry, double strike, double forward)
double	BlackFxOptionSmileVolatilities.volatility(CurrencyPair currencyPair, double expiryTime, double strike, double forward)
double	BlackFxOptionSurfaceVolatilities.volatility(CurrencyPair currencyPair, double expiry, double strike, double forward)
double	FxOptionVolatilities.volatility(CurrencyPair currencyPair, double expiry, double strike, double forward)	Calculates the volatility at the specified expiry.
default double	FxOptionVolatilities.volatility(CurrencyPair currencyPair, ZonedDateTime expiryDateTime, double strike, double forward)	Calculates the volatility at the specified expiry.

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

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

Modifier and Type	Method	Description
FxForwardRates	ImmutableRatesProvider.fxForwardRates(CurrencyPair currencyPair)
FxForwardRates	RatesProvider.fxForwardRates(CurrencyPair currencyPair)	Gets the forward FX rates for a currency pair.

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

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

Modifier and Type	Method	Description
CurrencyPair	FxNdf.getCurrencyPair()
CurrencyPair	FxProduct.getCurrencyPair()	Gets the currency pair that the FX trade is based on, in conventional order.
CurrencyPair	FxSingle.getCurrencyPair()	Gets currency pair of the base currency and counter currency.
CurrencyPair	FxSwap.getCurrencyPair()	Gets the currency pair in conventional order.
CurrencyPair	ResolvedFxSingle.getCurrencyPair()	Gets currency pair of the base currency and counter currency.

Uses of CurrencyPair in com.opengamma.strata.product.fx.type

Methods in com.opengamma.strata.product.fx.type that return CurrencyPair

Modifier and Type	Method	Description
CurrencyPair	FxSwapConvention.getCurrencyPair()	Gets the currency pair of the convention.
CurrencyPair	FxSwapTemplate.getCurrencyPair()	Gets the currency pair of the template.
CurrencyPair	ImmutableFxSwapConvention.getCurrencyPair()	Gets the currency pair associated with the convention.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<CurrencyPair>	ImmutableFxSwapConvention.Meta.currencyPair()	The meta-property for the currencyPair property.

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

Modifier and Type	Method	Description
ImmutableFxSwapConvention.Builder	ImmutableFxSwapConvention.Builder.currencyPair(CurrencyPair currencyPair)	Sets the currency pair associated with the convention.
static FxSwapConvention	FxSwapConvention.of(CurrencyPair currencyPair)	Obtains the standard convention for the specified currency pair.
static ImmutableFxSwapConvention	ImmutableFxSwapConvention.of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified currency pair and spot date offset.
static ImmutableFxSwapConvention	ImmutableFxSwapConvention.of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment)	Obtains a convention based on the specified currency pair, spot date offset and adjustment.

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

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

Modifier and Type	Method	Description
CurrencyPair	FxSingleBarrierOption.getCurrencyPair()	Gets currency pair of the base currency and counter currency.
CurrencyPair	FxVanillaOption.getCurrencyPair()	Gets currency pair of the base currency and counter currency.
CurrencyPair	ResolvedFxSingleBarrierOption.getCurrencyPair()	Gets currency pair of the base currency and counter currency.
CurrencyPair	ResolvedFxVanillaOption.getCurrencyPair()	Gets currency pair of the base currency and counter currency.

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

Modifier and Type	Method	Description
static FxVanillaOption	FxVanillaOption.of(LongShort longShort, ZonedDateTime expiry, CurrencyPair currencyPair, PutCall putCall, double strike, double baseNotional, LocalDate paymentDate)	Creates an equivalent FxVanillaOption using currency pair, option expiry, call/put flag, strike, base currency notional, and underlying payment date.

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

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

Modifier and Type	Method	Description
default CurrencyPair	XCcyIborIborSwapConvention.getCurrencyPair()	Gets the currency pair of the convention.
CurrencyPair	XCcyIborIborSwapTemplate.getCurrencyPair()	Gets the currency pair of the template.