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

Packages that use MultiCurrencyAmount

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.market.param	Market data based on parameters.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms	Calculation functions for constant maturity swap (CMS) products.
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.swap	Calculation functions for swap 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.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.swap	Internal implementations of rate swap calculations.
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.swap	Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption	Calculators for swaptions.

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

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

Modifier and Type	Method	Description
static MultiCurrencyAmount	MultiCurrencyAmount.empty()	Obtains an empty MultiCurrencyAmount.
MultiCurrencyAmount	MultiCurrencyAmountArray.get(int index)	Gets the amount at the specified index.
MultiCurrencyAmount	MultiCurrencyAmount.mapAmounts(DoubleUnaryOperator mapper)	Applies an operation to the amounts.
MultiCurrencyAmount	MultiCurrencyAmount.mapCurrencyAmounts(UnaryOperator<CurrencyAmount> operator)	Applies an operation to the currency amounts.
MultiCurrencyAmount	MultiCurrencyAmount.minus(CurrencyAmount amountToSubtract)	Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
MultiCurrencyAmount	MultiCurrencyAmount.minus(Currency currency, double amountToAdd)	Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
MultiCurrencyAmount	MultiCurrencyAmount.minus(MultiCurrencyAmount amountToSubtract)	Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
MultiCurrencyAmount	MultiCurrencyAmount.multipliedBy(double factor)	Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
MultiCurrencyAmount	MultiCurrencyAmount.negated()	Returns a copy of this CurrencyAmount with the amount negated.
static MultiCurrencyAmount	MultiCurrencyAmount.of(CurrencyAmount... amounts)	Obtains an instance from an array of CurrencyAmount objects.
static MultiCurrencyAmount	MultiCurrencyAmount.of(Currency currency, double amount)	Obtains an instance from a currency and amount.
static MultiCurrencyAmount	MultiCurrencyAmount.of(Iterable<CurrencyAmount> amounts)	Obtains an instance from a list of CurrencyAmount objects.
static MultiCurrencyAmount	MultiCurrencyAmount.of(Map<Currency,Double> map)	Obtains an instance from a map of currency to amount.
MultiCurrencyAmount	MultiCurrencyAmount.plus(CurrencyAmount amountToAdd)	Returns a copy of this MultiCurrencyAmount with the specified amount added.
MultiCurrencyAmount	MultiCurrencyAmount.plus(Currency currency, double amountToAdd)	Returns a copy of this MultiCurrencyAmount with the specified amount added.
MultiCurrencyAmount	MultiCurrencyAmount.plus(MultiCurrencyAmount amountToAdd)	Returns a copy of this MultiCurrencyAmount with the specified amount added.
static MultiCurrencyAmount	MultiCurrencyAmount.total(Iterable<CurrencyAmount> amounts)	Obtains an instance from the total of a list of CurrencyAmount objects.

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

Modifier and Type	Method	Description
Class<? extends MultiCurrencyAmount>	MultiCurrencyAmount.Meta.beanType()
org.joda.beans.BeanBuilder<? extends MultiCurrencyAmount>	MultiCurrencyAmount.Meta.builder()
Stream<MultiCurrencyAmount>	MultiCurrencyAmountArray.stream()	Returns a stream of the 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.

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

Modifier and Type	Method	Description
CurrencyAmount	FxMatrix.convert(MultiCurrencyAmount amount, Currency targetCurrency)	Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.
MultiCurrencyAmount	MultiCurrencyAmount.minus(MultiCurrencyAmount amountToSubtract)	Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
MultiCurrencyAmountArray	MultiCurrencyAmountArray.minus(MultiCurrencyAmount amount)	Returns a new array containing the values from this array with the values from the amount subtracted.
static MultiCurrencyAmountArray	MultiCurrencyAmountArray.of(MultiCurrencyAmount... amounts)	Obtains an instance from the specified multi-currency amounts.
MultiCurrencyAmount	MultiCurrencyAmount.plus(MultiCurrencyAmount amountToAdd)	Returns a copy of this MultiCurrencyAmount with the specified amount added.
MultiCurrencyAmountArray	MultiCurrencyAmountArray.plus(MultiCurrencyAmount amount)	Returns a new array containing the values from this array with the values from the amount added.

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

Modifier and Type	Method	Description
static MultiCurrencyAmountArray	MultiCurrencyAmountArray.of(int size, IntFunction<MultiCurrencyAmount> valueFunction)	Obtains an instance using a function to create the entries.
static MultiCurrencyAmountArray	MultiCurrencyAmountArray.of(List<MultiCurrencyAmount> amounts)	Obtains an instance from the specified multi-currency amounts.

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

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

Modifier and Type	Method	Description
static Collector<MultiCurrencyAmount,List<MultiCurrencyAmount>,MultiCurrencyScenarioArray>	FunctionUtils.toMultiCurrencyValuesArray()	Returns a collector that builds a multi-currency scenerio result.
static Collector<MultiCurrencyAmount,List<MultiCurrencyAmount>,MultiCurrencyScenarioArray>	FunctionUtils.toMultiCurrencyValuesArray()	Returns a collector that builds a multi-currency scenerio result.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	MultiCurrencyScenarioArray.get(int index)	Returns a MultiCurrencyAmount at the specified index.

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

Modifier and Type	Method	Description
Stream<MultiCurrencyAmount>	MultiCurrencyScenarioArray.stream()	Returns a stream of MultiCurrencyAmount instances containing the values from this object.

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

Modifier and Type	Method	Description
static MultiCurrencyScenarioArray	MultiCurrencyScenarioArray.of(MultiCurrencyAmount... amounts)	Returns an instance containing the values from the amounts.

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

Modifier and Type	Method	Description
static MultiCurrencyScenarioArray	MultiCurrencyScenarioArray.of(int size, IntFunction<MultiCurrencyAmount> amountFunction)	Obtains an instance using a function to create the entries.
static MultiCurrencyScenarioArray	MultiCurrencyScenarioArray.of(List<MultiCurrencyAmount> amounts)	Returns an instance containing the values from the list of amounts.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	CrossGammaParameterSensitivities.total()	Returns the total of the sensitivity values.
MultiCurrencyAmount	CurrencyParameterSensitivities.total()	Returns the total of the sensitivity values.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BillTradeCalculations.currencyExposure(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	BondFutureOptionTradeCalculations.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	BondFutureTradeCalculations.currencyExposure(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	CapitalIndexedBondTradeCalculations.currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FixedCouponBondTradeCalculations.currencyExposure(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	BillTradeCalculations.pv01CalibratedSum(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	BondFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	BondFutureTradeCalculations.pv01CalibratedSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	CapitalIndexedBondTradeCalculations.pv01CalibratedSum(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider legalEntityProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FixedCouponBondTradeCalculations.pv01CalibratedSum(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	BillTradeCalculations.pv01MarketQuoteSum(ResolvedBillTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	BondFutureTradeCalculations.pv01MarketQuoteSum(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FixedCouponBondTradeCalculations.pv01MarketQuoteSum(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of MultiCurrencyAmount in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor that return MultiCurrencyAmount

Modifier and Type	Method	Description
MultiCurrencyAmount	IborCapFloorTradeCalculations.currencyExposure(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	IborCapFloorTradeCalculations.currentCash(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	IborCapFloorTradeCalculations.presentValue(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value for a single set of market data.
MultiCurrencyAmount	IborCapFloorTradeCalculations.pv01RatesCalibratedSum(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborCapFloorTradeCalculations.pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.

Uses of MultiCurrencyAmount in com.opengamma.strata.measure.cms

Methods in com.opengamma.strata.measure.cms that return MultiCurrencyAmount

Modifier and Type	Method	Description
MultiCurrencyAmount	CmsTradeCalculations.currencyExposure(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	CmsTradeCalculations.currentCash(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	CmsTradeCalculations.presentValue(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value for a single set of market data.
MultiCurrencyAmount	CmsTradeCalculations.pv01RatesCalibratedSum(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	CmsTradeCalculations.pv01RatesMarketQuoteSum(ResolvedCmsTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	TermDepositTradeCalculations.currencyExposure(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	TermDepositTradeCalculations.pv01CalibratedSum(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	TermDepositTradeCalculations.pv01MarketQuoteSum(ResolvedTermDepositTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DsfTradeCalculations.currencyExposure(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	DsfTradeCalculations.pv01CalibratedSum(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	DsfTradeCalculations.pv01MarketQuoteSum(ResolvedDsfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	FraTradeCalculations.currencyExposure(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FraTradeCalculations.pv01CalibratedSum(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FraTradeCalculations.pv01MarketQuoteSum(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	FxNdfTradeCalculations.currencyExposure(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.currencyExposure(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.currencyExposure(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.currentCash(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.currentCash(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.presentValue(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.presentValue(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
MultiCurrencyAmount	FxNdfTradeCalculations.pv01CalibratedSum(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.pv01CalibratedSum(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.pv01CalibratedSum(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxNdfTradeCalculations.pv01MarketQuoteSum(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleTradeCalculations.pv01MarketQuoteSum(ResolvedFxSingleTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSwapTradeCalculations.pv01MarketQuoteSum(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.presentValue(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	FxVanillaOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxVanillaOptionMethod method)	Calculates present value sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	IborFutureOptionTradeCalculations.pv01CalibratedSum(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureTradeCalculations.pv01CalibratedSum(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	OvernightFutureTradeCalculations.pv01CalibratedSum(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureOptionTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureOptionTrade trade, RatesProvider ratesProvider, IborFutureOptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	IborFutureTradeCalculations.pv01MarketQuoteSum(ResolvedIborFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	OvernightFutureTradeCalculations.pv01MarketQuoteSum(ResolvedOvernightFutureTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BulletPaymentTradeCalculations.currencyExposure(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	BulletPaymentTradeCalculations.pv01CalibratedSum(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	BulletPaymentTradeCalculations.pv01MarketQuoteSum(ResolvedBulletPaymentTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of MultiCurrencyAmount in com.opengamma.strata.measure.swap

Methods in com.opengamma.strata.measure.swap that return MultiCurrencyAmount

Modifier and Type	Method	Description
MultiCurrencyAmount	SwapTradeCalculations.accruedInterest(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates accrued interest for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.currencyExposure(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.currentCash(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.presentValue(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.pv01CalibratedSum(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	SwapTradeCalculations.pv01MarketQuoteSum(ResolvedSwapTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	SwaptionTradeCalculations.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates currency exposure for a single set of market data.
MultiCurrencyAmount	SwaptionTradeCalculations.pv01RatesCalibratedSum(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyAmount	SwaptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities volatilities)	Calculates present value sensitivity for a single set of market data.

Uses of MultiCurrencyAmount in com.opengamma.strata.pricer

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingPaymentPricer.currencyExposure(Payment payment, BaseProvider provider)	Calculates the currency exposure.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BlackBondFutureOptionMarginedTradePricer.currencyExposure(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider, BondFutureVolatilities volatilities, double lastOptionSettlementPrice)	Calculates the currency exposure of the bond future option trade.
MultiCurrencyAmount	BlackBondFutureOptionMarginedTradePricer.currencyExposure(ResolvedBondFutureOptionTrade trade, LocalDate valuationDate, double currentOptionPrice, double lastOptionSettlementPrice)	Calculates the currency exposure of the bond future option trade from the current option price.
MultiCurrencyAmount	DiscountingBillTradePricer.currencyExposure(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider)	Calculates the currency exposure of a bill trade.
MultiCurrencyAmount	DiscountingBondFutureTradePricer.currencyExposure(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice)	Calculates the currency exposure of the bond future trade.
MultiCurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currencyExposure(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, LocalDate referenceDate)	Calculates the currency exposure of the bond product.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposure(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider)	Calculates the currency exposure of the bond trade.
MultiCurrencyAmount	DiscountingFixedCouponBondTradePricer.currencyExposure(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider)	Calculates the currency exposure of the fixed coupon bond trade.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice)	Calculates the currency exposure of the bond trade.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, ReferenceData refData, double cleanRealPrice, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond trade with z-spread.
MultiCurrencyAmount	DiscountingBillTradePricer.currencyExposureWithZSpread(ResolvedBillTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of a bill trade with z-spread.
MultiCurrencyAmount	DiscountingBondFutureTradePricer.currencyExposureWithZSpread(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider, double lastSettlementPrice, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)	Calculates the currency exposure of the bond future trade with z-spread.
MultiCurrencyAmount	DiscountingCapitalIndexedBondProductPricer.currencyExposureWithZSpread(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, LocalDate referenceDate, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond product with z-spread.
MultiCurrencyAmount	DiscountingCapitalIndexedBondTradePricer.currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider, LegalEntityDiscountingProvider discountingProvider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the bond trade with z-spread.
MultiCurrencyAmount	DiscountingFixedCouponBondTradePricer.currencyExposureWithZSpread(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)	Calculates the currency exposure of the fixed coupon bond trade with z-spread.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.currencyExposure(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the currency exposure of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorTradePricer.currencyExposure(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the currency exposure of the Ibor cap/floor trade.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.currentCash(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the current cash of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorTradePricer.currentCash(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the current cash of the Ibor cap/floor trade.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValue(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorTradePricer.presentValue(ResolvedIborCapFloorTrade trade, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value of the Ibor cap/floor trade.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueDelta(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value delta of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueGamma(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value gamma of the Ibor cap/floor product.
MultiCurrencyAmount	VolatilityIborCapFloorProductPricer.presentValueTheta(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)	Calculates the present value theta of the Ibor cap/floor product.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingCmsProductPricer.currencyExposure(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the currency exposure of the product.
MultiCurrencyAmount	DiscountingCmsTradePricer.currencyExposure(ResolvedCmsTrade trade, RatesProvider ratesProvider)	Calculates the currency exposure of the trade.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.currencyExposure(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the currency exposure of the product.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsTradePricer.currencyExposure(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the currency exposure of the trade.
MultiCurrencyAmount	DiscountingCmsProductPricer.currentCash(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the current cash of the product.
MultiCurrencyAmount	DiscountingCmsTradePricer.currentCash(ResolvedCmsTrade trade, RatesProvider ratesProvider)	Calculates the current cash of the trade.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.currentCash(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the current cash of the product.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsTradePricer.currentCash(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the current cash of the trade.
MultiCurrencyAmount	DiscountingCmsProductPricer.presentValue(ResolvedCms cms, RatesProvider ratesProvider)	Calculates the present value of the CMS product by simple forward estimation.
MultiCurrencyAmount	DiscountingCmsTradePricer.presentValue(ResolvedCmsTrade trade, RatesProvider ratesProvider)	Calculates the present value of the CMS trade by simple forward estimation.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsProductPricer.presentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the CMS product.
MultiCurrencyAmount	SabrExtrapolationReplicationCmsTradePricer.presentValue(ResolvedCmsTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Calculates the present value of the CMS trade.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingTermDepositTradePricer.currencyExposure(ResolvedTermDepositTrade trade, RatesProvider provider)	Calculates the currency exposure.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingDsfTradePricer.currencyExposure(ResolvedDsfTrade trade, RatesProvider ratesProvider, double lastSettlementPrice)	Calculates the currency exposure of the deliverable swap futures trade.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingFraTradePricer.currencyExposure(ResolvedFraTrade trade, RatesProvider provider)	Calculates the currency exposure of the FRA trade.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountFxForwardRates.currencyExposure(FxForwardSensitivity pointSensitivity)
MultiCurrencyAmount	DiscountingFxNdfProductPricer.currencyExposure(ResolvedFxNdf ndf, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxNdfTradePricer.currencyExposure(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSingleProductPricer.currencyExposure(ResolvedFxSingle product, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSingleTradePricer.currencyExposure(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSwapProductPricer.currencyExposure(ResolvedFxSwap product, RatesProvider provider)	Calculates the currency exposure of the FX swap product.
MultiCurrencyAmount	DiscountingFxSwapTradePricer.currencyExposure(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	ForwardFxIndexRates.currencyExposure(FxIndexSensitivity pointSensitivity)
MultiCurrencyAmount	FxForwardRates.currencyExposure(FxForwardSensitivity pointSensitivity)	Calculates the currency exposure from the point sensitivity.
MultiCurrencyAmount	FxIndexRates.currencyExposure(FxIndexSensitivity pointSensitivity)	Calculates the currency exposure from the point sensitivity.
MultiCurrencyAmount	DiscountingFxSingleProductPricer.currentCash(ResolvedFxSingle fx, LocalDate valuationDate)	Calculates the current cash.
MultiCurrencyAmount	DiscountingFxSingleTradePricer.currentCash(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
MultiCurrencyAmount	DiscountingFxSwapProductPricer.currentCash(ResolvedFxSwap swap, LocalDate valuationDate)	Calculates the current cash of the FX swap product.
MultiCurrencyAmount	DiscountingFxSwapTradePricer.currentCash(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
MultiCurrencyAmount	DiscountingFxSingleProductPricer.presentValue(ResolvedFxSingle fx, RatesProvider provider)	Calculates the present value of the FX product by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSingleTradePricer.presentValue(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the present value of the trade.
MultiCurrencyAmount	DiscountingFxSwapProductPricer.presentValue(ResolvedFxSwap swap, RatesProvider provider)	Calculates the present value of the FX swap product.
MultiCurrencyAmount	DiscountingFxSwapTradePricer.presentValue(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the present value of the trade.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BlackFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option product.
MultiCurrencyAmount	BlackFxSingleBarrierOptionTradePricer.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option trade.
MultiCurrencyAmount	BlackFxVanillaOptionProductPricer.currencyExposure(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the foreign exchange vanilla option product.
MultiCurrencyAmount	BlackFxVanillaOptionTradePricer.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX vanilla option trade.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option product.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData treeData)	Calculates the currency exposure of the FX barrier option product.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option trade.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionProductPricer.currencyExposure(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the currency exposure of the foreign exchange vanilla option product.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionTradePricer.currencyExposure(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the currency exposure of the FX vanilla option trade.
MultiCurrencyAmount	BlackFxSingleBarrierOptionTradePricer.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option trade.
MultiCurrencyAmount	BlackFxVanillaOptionTradePricer.presentValue(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX vanilla option trade.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option trade.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionTradePricer.presentValue(ResolvedFxVanillaOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value of the FX vanilla option trade.

Uses of MultiCurrencyAmount in com.opengamma.strata.pricer.impl.swap

Methods in com.opengamma.strata.pricer.impl.swap that return MultiCurrencyAmount

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingFxResetNotionalExchangePricer.currencyExposure(FxResetNotionalExchange event, RatesProvider provider)
MultiCurrencyAmount	DiscountingKnownAmountPaymentPeriodPricer.currencyExposure(KnownAmountSwapPaymentPeriod period, RatesProvider provider)
MultiCurrencyAmount	DiscountingNotionalExchangePricer.currencyExposure(NotionalExchange event, RatesProvider provider)
MultiCurrencyAmount	DiscountingRatePaymentPeriodPricer.currencyExposure(RatePaymentPeriod period, RatesProvider provider)
MultiCurrencyAmount	DispatchingSwapPaymentEventPricer.currencyExposure(SwapPaymentEvent paymentEvent, RatesProvider provider)
MultiCurrencyAmount	DispatchingSwapPaymentPeriodPricer.currencyExposure(SwapPaymentPeriod paymentPeriod, RatesProvider provider)

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	HullWhiteIborFutureTradePricer.currencyExposure(ResolvedIborFutureTrade trade, RatesProvider provider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double lastSettlementPrice)	Calculates the currency exposure of the Ibor future trade.

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

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

Modifier and Type	Method	Description
default MultiCurrencyAmount	RatesProvider.currencyExposure(PointSensitivities pointSensitivities)	Computes the currency exposure.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingSwapProductPricer.accruedInterest(ResolvedSwap swap, RatesProvider provider)	Calculates the accrued interest since the last payment.
MultiCurrencyAmount	DiscountingSwapTradePricer.accruedInterest(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the accrued interest since the last payment.
MultiCurrencyAmount	DiscountingSwapLegPricer.currencyExposure(ResolvedSwapLeg leg, RatesProvider provider)	Calculates the currency exposure of the swap leg.
MultiCurrencyAmount	DiscountingSwapProductPricer.currencyExposure(ResolvedSwap swap, RatesProvider provider)	Calculates the currency exposure of the swap product.
MultiCurrencyAmount	DiscountingSwapTradePricer.currencyExposure(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the currency exposure of the swap trade.
MultiCurrencyAmount	SwapPaymentEventPricer.currencyExposure(T event, RatesProvider provider)	Calculates the currency exposure of a single payment event.
MultiCurrencyAmount	SwapPaymentPeriodPricer.currencyExposure(T period, RatesProvider provider)	Calculates the currency exposure of a single payment period.
MultiCurrencyAmount	DiscountingSwapProductPricer.currentCash(ResolvedSwap swap, RatesProvider provider)	Calculates the current cash of the swap product.
MultiCurrencyAmount	DiscountingSwapTradePricer.currentCash(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the current cash of the swap trade.
MultiCurrencyAmount	DiscountingSwapProductPricer.forecastValue(ResolvedSwap swap, RatesProvider provider)	Calculates the forecast value of the swap product.
MultiCurrencyAmount	DiscountingSwapTradePricer.forecastValue(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the forecast value of the swap trade.
MultiCurrencyAmount	DiscountingSwapProductPricer.presentValue(ResolvedSwap swap, RatesProvider provider)	Calculates the present value of the swap product.
MultiCurrencyAmount	DiscountingSwapTradePricer.presentValue(ResolvedSwapTrade trade, RatesProvider provider)	Calculates the present value of the swap trade.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BlackSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, BlackSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	HullWhiteSwaptionPhysicalProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Calculates the currency exposure of the swaption product.
MultiCurrencyAmount	HullWhiteSwaptionPhysicalTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	NormalSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, NormalSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	SabrSwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.
MultiCurrencyAmount	VolatilitySwaptionCashParYieldProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
MultiCurrencyAmount	VolatilitySwaptionPhysicalProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
MultiCurrencyAmount	VolatilitySwaptionProductPricer.currencyExposure(ResolvedSwaption swaption, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption.
MultiCurrencyAmount	VolatilitySwaptionTradePricer.currencyExposure(ResolvedSwaptionTrade trade, RatesProvider ratesProvider, SwaptionVolatilities swaptionVolatilities)	Computes the currency exposure of the swaption trade.