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

Packages that use FxRateProvider

Package	Description
com.opengamma.strata.basics.currency	Representations of currency and money.
com.opengamma.strata.calc.runner	The calculation runner.
com.opengamma.strata.data	Basic types to model market data.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.market.amount	Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.node	Curve nodes.
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.measure.rate	Base package for calculation functions.
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 FxRateProvider in com.opengamma.strata.basics.currency

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

Modifier and Type	Class	Description
class	FxMatrix	A matrix of foreign exchange rates.
class	FxRate	A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.

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

Modifier and Type	Method	Description
static FxRateProvider	FxRateProvider.lazy(Supplier<FxRateProvider> target)	Returns an FxRateProvider that delays fetching its underlying provider until actually necessary.
static FxRateProvider	FxRateProvider.minimal()	Returns a provider that provides minimal behavior.
static FxRateProvider	FxRateProvider.noConversion()	Returns a provider that always throws an exception.

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

Modifier and Type	Method	Description
BigMoney	BigMoney.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount in the specified currency.
CurrencyAmount	CurrencyAmount.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount in the specified currency.
CurrencyAmountArray	CurrencyAmountArray.convertedTo(Currency resultCurrency, FxRateProvider fxRateProvider)
R	FxConvertible.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this instance to an equivalent amount in the specified currency.
Money	Money.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount in the specified currency.
CurrencyAmount	MultiCurrencyAmount.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this amount to an equivalent amount the specified currency.
CurrencyAmountArray	MultiCurrencyAmountArray.convertedTo(Currency resultCurrency, FxRateProvider fxRateProvider)
Payment	Payment.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this payment to an equivalent payment in the specified currency.

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

Modifier and Type	Method	Description
static FxRateProvider	FxRateProvider.lazy(Supplier<FxRateProvider> target)	Returns an FxRateProvider that delays fetching its underlying provider until actually necessary.

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

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

Modifier and Type	Method	Description
FxRateProvider	FxRateLookup.fxRateProvider(MarketData marketData)	Obtains an FX rate provider based on the specified market data.

Uses of FxRateProvider in com.opengamma.strata.data

Classes in com.opengamma.strata.data that implement FxRateProvider

Modifier and Type	Class	Description
class	MarketDataFxRateProvider	Provides FX rates from market data.

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

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

Modifier and Type	Method	Description
FxRateProvider	ScenarioFxRateProvider.fxRateProvider(int scenarioIndex)	Gets the FX rate provider for the specified scenario index.

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

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

Modifier and Type	Method	Description
CashFlow	CashFlow.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this cash flow to an equivalent amount in the specified currency.
CashFlows	CashFlows.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this collection of cash flows to an equivalent amount in the specified currency.
LegAmounts	LegAmounts.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwapLegAmount	SwapLegAmount.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)

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

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

Modifier and Type	Method	Description
default ResolvedTrade	CurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)	Creates a resolved trade representing the instrument at the node.

Uses of FxRateProvider in com.opengamma.strata.market.curve.node

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

Modifier and Type	Method	Description
ResolvedSwapTrade	FixedIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	FixedInflationSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	FixedOvernightSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedFraTrade	FraCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedFxSwapTrade	FxSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedIborFixingDepositTrade	IborFixingDepositCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedIborFutureTrade	IborFutureCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	IborIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedOvernightFutureTrade	OvernightFutureCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	OvernightIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedTermDepositTrade	TermDepositCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	ThreeLegBasisSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)
ResolvedSwapTrade	XCcyIborIborSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)

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

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

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

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

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

Modifier and Type	Method	Description
CrossGammaParameterSensitivities	CrossGammaParameterSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts the sensitivities in this instance to an equivalent in the specified currency.
CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this sensitivity to an equivalent in the specified currency.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts the sensitivities in this instance to an equivalent in the specified currency.
CurrencyParameterSensitivity	CurrencyParameterSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this sensitivity to an equivalent in the specified currency.
CurrencyAmount	CrossGammaParameterSensitivities.total(Currency resultCurrency, FxRateProvider rateProvider)	Returns the total of the sensitivity values.
CurrencyAmount	CurrencyParameterSensitivities.total(Currency resultCurrency, FxRateProvider rateProvider)	Returns the total of the sensitivity values.

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

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

Modifier and Type	Method	Description
CurveSensitivities	CurveSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts the sensitivities in this instance to an equivalent in the specified currency.
PointSensitivities	PointSensitivities.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
default PointSensitivity	PointSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)	Converts this instance to an equivalent amount in the specified currency.

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

Methods in com.opengamma.strata.measure.rate that return FxRateProvider

Modifier and Type	Method	Description
default FxRateProvider	RatesMarketData.fxRateProvider()	Gets the FX rate provider.
FxRateProvider	RatesMarketDataLookup.fxRateProvider(MarketData marketData)	Obtains an FX rate provider based on the specified market data.

Uses of FxRateProvider in com.opengamma.strata.pricer

Subinterfaces of FxRateProvider in com.opengamma.strata.pricer

Modifier and Type	Interface	Description
interface	BaseProvider	A provider of data used for pricing.

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

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

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

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

Modifier and Type	Method	Description
BondFutureOptionSensitivity	BondFutureOptionSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
BondYieldSensitivity	BondYieldSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IssuerCurveZeroRateSensitivity	IssuerCurveZeroRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
RepoCurveZeroRateSensitivity	RepoCurveZeroRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)

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

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

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

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

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

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

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

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

Modifier and Type	Method	Description
FxRateProvider	DiscountFxForwardRates.getFxRateProvider()	Gets the provider of FX rates.

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

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

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

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

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

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

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

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

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

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

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

Subinterfaces of FxRateProvider in com.opengamma.strata.pricer.rate

Modifier and Type	Interface	Description
interface	RatesProvider	A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

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

Modifier and Type	Class	Description
class	ImmutableRatesProvider	The default immutable rates provider, used to calculate analytic measures.

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

Modifier and Type	Method	Description
FxRateProvider	ImmutableRatesProvider.getFxRateProvider()	Gets the provider of foreign exchange rates.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FxRateProvider>	ImmutableRatesProvider.Meta.fxRateProvider()	The meta-property for the fxRateProvider property.

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

Modifier and Type	Method	Description
static ImmutableRatesProvider	ImmutableRatesProvider.combined(FxRateProvider fx, ImmutableRatesProvider... providers)	Combines a number of rates providers.
ImmutableRatesProvider	ImmutableRatesProvider.combinedWith(ImmutableRatesProvider other, FxRateProvider fxProvider)	Combines this provider with another.
IborRateSensitivity	IborRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
InflationRateSensitivity	InflationRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
OvernightRateSensitivity	OvernightRateSensitivity.convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
ImmutableRatesProviderBuilder	ImmutableRatesProviderBuilder.fxRateProvider(FxRateProvider fxRateProvider)	Sets the FX rate provider.

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

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

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