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

Packages that use FxRate

Package	Description
com.opengamma.strata.basics.currency	Representations of currency and money.
com.opengamma.strata.data	Basic types to model market data.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market	Data structures for market data.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
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.product.fx	Entity objects describing financial instruments in the foreign exchange market.

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

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

Modifier and Type	Method	Description
FxRate	FxRate.crossRate(FxRate other)	Derives an FX rate from two related FX rates.
FxRate	FxRate.inverse()	Gets the inverse rate.
static FxRate	FxRate.of(CurrencyPair pair, double rate)	Obtains an instance from a currency pair.
static FxRate	FxRate.of(Currency base, Currency counter, double rate)	Obtains an instance from two currencies.
static FxRate	FxRate.parse(String rateStr)	Parses a rate from a string with format AAA/BBB RATE.
FxRate	FxRate.toConventional()	Returns an FX rate object representing the market convention rate between the two currencies.

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

Modifier and Type	Method	Description
Class<? extends FxRate>	FxRate.Meta.beanType()
org.joda.beans.BeanBuilder<? extends FxRate>	FxRate.Meta.builder()

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

Modifier and Type	Method	Description
FxRate	FxRate.crossRate(FxRate other)	Derives an FX rate from two related FX rates.

Uses of FxRate in com.opengamma.strata.data

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

Modifier and Type	Method	Description
Class<FxRate>	FxRateId.getMarketDataType()

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

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

Modifier and Type	Method	Description
FxRate	FxRateScenarioArray.get(int scenarioIndex)	Returns the FX rate for a scenario.

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

Modifier and Type	Method	Description
Stream<FxRate>	FxRateScenarioArray.stream()

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

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

Modifier and Type	Method	Description
static ImmutableMap<FxRateId,FxRate>	FxRatesCsvLoader.load(LocalDate marketDataDate, ResourceLocator... resources)	Loads one or more CSV format FX rate files for a specific date.
static ImmutableMap<FxRateId,FxRate>	FxRatesCsvLoader.load(LocalDate marketDataDate, Collection<ResourceLocator> resources)	Loads one or more CSV format FX rate files for a specific date.
static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>	FxRatesCsvLoader.load(Set<LocalDate> marketDataDates, ResourceLocator... resources)	Loads one or more CSV format FX rate files for a set of dates.
static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>	FxRatesCsvLoader.load(Set<LocalDate> marketDataDates, Collection<ResourceLocator> resources)	Loads one or more CSV format FX rate files for a set of dates.
static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>	FxRatesCsvLoader.loadAllDates(ResourceLocator... resources)	Loads one or more CSV format FX rate files.
static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>	FxRatesCsvLoader.loadAllDates(Collection<ResourceLocator> resources)	Loads one or more CSV format FX rate files.
static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>	FxRatesCsvLoader.parse(Predicate<LocalDate> datePredicate, Collection<CharSource> charSources)	Parses one or more CSV format FX rate files.

Uses of FxRate in com.opengamma.strata.market

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

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateShifts.applyTo(MarketDataBox<FxRate> marketData, ReferenceData refData)
Class<FxRate>	FxRateShifts.getMarketDataType()

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

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateShifts.applyTo(MarketDataBox<FxRate> marketData, ReferenceData refData)

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

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

Modifier and Type	Method	Description
FxRate	FxNdfTradeCalculations.forwardFxRate(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates the forward FX rate for a single set of market data.
FxRate	FxSingleTradeCalculations.forwardFxRate(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates the forward FX rate for a single set of market data.

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

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateMarketDataFunction.build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
ScenarioArray<FxRate>	FxNdfTradeCalculations.forwardFxRate(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates the forward FX rate across one or more scenarios.
ScenarioArray<FxRate>	FxSingleTradeCalculations.forwardFxRate(ResolvedFxSingleTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates the forward FX rate across one or more scenarios.

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

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

Modifier and Type	Method	Description
FxRate	DiscountingFxNdfProductPricer.forwardFxRate(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the forward exchange rate.
FxRate	DiscountingFxNdfTradePricer.forwardFxRate(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the forward exchange rate.
FxRate	DiscountingFxSingleProductPricer.forwardFxRate(ResolvedFxSingle fx, RatesProvider provider)	Calculates the forward exchange rate.
FxRate	DiscountingFxSingleTradePricer.forwardFxRate(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the forward exchange rate.

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

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

Modifier and Type	Method	Description
FxRate	BlackFxSingleBarrierOptionProductPricer.forwardFxRate(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider)	Calculates the forward exchange rate.
FxRate	BlackFxSingleBarrierOptionTradePricer.forwardFxRate(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider)	Calculates the forward exchange rate.
FxRate	BlackFxVanillaOptionProductPricer.forwardFxRate(ResolvedFxVanillaOption option, RatesProvider ratesProvider)	Calculates the forward exchange rate.
FxRate	BlackFxVanillaOptionTradePricer.forwardFxRate(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider)	Calculates the forward exchange rate.

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

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

Modifier and Type	Method	Description
FxRate	FxNdf.getAgreedFxRate()	Gets the FX rate agreed for the value date at the inception of the trade.
FxRate	ResolvedFxNdf.getAgreedFxRate()	Gets the FX rate agreed for the value date at the inception of the trade.

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

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

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

Modifier and Type	Method	Description
FxNdf.Builder	FxNdf.Builder.agreedFxRate(FxRate agreedFxRate)	Sets the FX rate agreed for the value date at the inception of the trade.
ResolvedFxNdf.Builder	ResolvedFxNdf.Builder.agreedFxRate(FxRate agreedFxRate)	Sets the FX rate agreed for the value date at the inception of the trade.
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 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.