Uses of Interface
com.opengamma.strata.basics.currency.FxConvertible

Packages that use FxConvertible

Package	Description
com.opengamma.strata.basics.currency	Representations of currency and money.
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.market.sensitivity	Entity objects for sensitivities.
com.opengamma.strata.pricer	Calculators for financial instruments.
com.opengamma.strata.pricer.bond	Calculators for bonds.
com.opengamma.strata.pricer.capfloor	Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.pricer.index	Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

Classes in com.opengamma.strata.basics.currency that implement FxConvertible

Modifier and Type	Class	Description
class	BigMoney	A monetary amount, held to a maximum of 12 decimal places.
class	CurrencyAmount	An amount of a currency.
class	CurrencyAmountArray	An array of currency amounts with the same currency.
class	Money	An amount of a currency, rounded to match the currency specifications.
class	MultiCurrencyAmount	A map of currency amounts keyed by currency.
class	MultiCurrencyAmountArray	An array of multi-currency amounts.
class	Payment	A single payment of a known amount on a specific date.

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

Subinterfaces of FxConvertible in com.opengamma.strata.market.amount

Modifier and Type	Interface	Description
interface	LegAmount	Represents an amount of a currency associated with one leg of an instrument.

Classes in com.opengamma.strata.market.amount that implement FxConvertible

Modifier and Type	Class	Description
class	CashFlow	A single cash flow of a currency amount on a specific date.
class	CashFlows	A collection of cash flows.
class	LegAmounts	A collection of leg amounts.
class	SwapLegAmount	Represents an amount associated with one leg of a swap.

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

Classes in com.opengamma.strata.market.explain that implement FxConvertible

Modifier and Type	Class	Description
class	ExplainMap	A map of explanatory values.

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

Classes in com.opengamma.strata.market.param that implement FxConvertible

Modifier and Type	Class	Description
class	CrossGammaParameterSensitivities	The second order parameter sensitivity for parameterized market data.
class	CrossGammaParameterSensitivity	The second order parameter sensitivity for parameterized market data.
class	CurrencyParameterSensitivities	Currency-based parameter sensitivity for parameterized market data, such as curves.
class	CurrencyParameterSensitivity	Currency-based parameter sensitivity for parameterized market data, such as a curve.

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

Subinterfaces of FxConvertible in com.opengamma.strata.market.sensitivity

Modifier and Type	Interface	Description
interface	PointSensitivity	Point sensitivity.

Classes in com.opengamma.strata.market.sensitivity that implement FxConvertible

Modifier and Type	Class	Description
class	CurveSensitivities	Sensitivity to a set of curves, used to pass risk into calculations.
class	PointSensitivities	A collection of point sensitivities.

Uses of FxConvertible in com.opengamma.strata.pricer

Classes in com.opengamma.strata.pricer that implement FxConvertible

Modifier and Type	Class	Description
class	ZeroRateSensitivity	Point sensitivity to the zero rate curve.

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

Classes in com.opengamma.strata.pricer.bond that implement FxConvertible

Modifier and Type	Class	Description
class	BondFutureOptionSensitivity	Point sensitivity to an implied volatility for a bond future option model.
class	BondYieldSensitivity	Point sensitivity to a bond yield implied parameter point.
class	IssuerCurveZeroRateSensitivity	Point sensitivity to the issuer curve.
class	RepoCurveZeroRateSensitivity	Point sensitivity to the repo curve.

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

Classes in com.opengamma.strata.pricer.capfloor that implement FxConvertible

Modifier and Type	Class	Description
class	IborCapletFloorletSabrSensitivity	Sensitivity of a caplet/floorlet to SABR model parameters.
class	IborCapletFloorletSensitivity	Point sensitivity to Ibor caplet/floorlet implied parameter point.

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

Classes in com.opengamma.strata.pricer.credit that implement FxConvertible

Modifier and Type	Class	Description
class	CreditCurveZeroRateSensitivity	Point sensitivity to the zero hazard rate curve.
class	JumpToDefault	The result of calculating Jump-To-Default.

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

Classes in com.opengamma.strata.pricer.fx that implement FxConvertible

Modifier and Type	Class	Description
class	FxForwardSensitivity	Point sensitivity to a forward rate of an FX rate for a currency pair.
class	FxIndexSensitivity	Point sensitivity to a forward rate of an FX rate for an FX index.

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

Classes in com.opengamma.strata.pricer.fxopt that implement FxConvertible

Modifier and Type	Class	Description
class	FxOptionSensitivity	Point sensitivity to an implied volatility for a FX option model.

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

Classes in com.opengamma.strata.pricer.index that implement FxConvertible

Modifier and Type	Class	Description
class	IborFutureOptionSensitivity	Point sensitivity to an implied volatility for a Ibor future option model.

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

Classes in com.opengamma.strata.pricer.rate that implement FxConvertible

Modifier and Type	Class	Description
class	IborRateSensitivity	Point sensitivity to a rate from an Ibor index curve.
class	InflationRateSensitivity	Point sensitivity to a rate from a price index curve.
class	OvernightRateSensitivity	Point sensitivity to a rate from an Overnight index curve.

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

Classes in com.opengamma.strata.pricer.swaption that implement FxConvertible

Modifier and Type	Class	Description
class	SwaptionSabrSensitivity	Sensitivity of a swaption to SABR model parameters.
class	SwaptionSensitivity	Point sensitivity to a swaption implied parameter point.