Package com.opengamma.strata.basics.currency
Representations of currency and money.
The representation of Currency is
separate from that in the JDK to provide more control. A pair of currencies is
represented by CurrencyPair,
which provides a mechanism of determining whether the pair is in standard FX market order.
CurrencyAmount provides
the primary monetary representation, while
MultiCurrencyAmount
provide a representation where the amount is in multiple currencies.
Basic support for FX conversions is also provided. A single FX rate can be represented
using FxRate, while a matrix of
FX rates is represented using FxMatrix.
The FxConvertible and
FxRateProvider interfaces
provide the glue to make currency conversion easy.
-
Interface Summary Interface Description FxConvertible<R> Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.FxRateProvider A provider of FX rates. -
Class Summary Class Description AdjustablePayment A single payment of a known amount on a date, with business day adjustment rules.AdjustablePayment.Meta The meta-bean forAdjustablePayment.BigMoney A monetary amount, held to a maximum of 12 decimal places.Currency A unit of currency.CurrencyAmount An amount of a currency.CurrencyAmountArray An array of currency amounts with the same currency.CurrencyAmountArray.Meta The meta-bean forCurrencyAmountArray.CurrencyPair An ordered pair of currencies, such as 'EUR/USD'.FxMatrix A matrix of foreign exchange rates.FxMatrix.Meta The meta-bean forFxMatrix.FxMatrixBuilder A mutable builder class forFxMatrix.FxRate A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.FxRate.Meta The meta-bean forFxRate.Money An amount of a currency, rounded to match the currency specifications.MultiCurrencyAmount A map of currency amounts keyed by currency.MultiCurrencyAmount.Meta The meta-bean forMultiCurrencyAmount.MultiCurrencyAmountArray An array of multi-currency amounts.MultiCurrencyAmountArray.Meta The meta-bean forMultiCurrencyAmountArray.Payment A single payment of a known amount on a specific date.Payment.Builder The bean-builder forPayment.Payment.Meta The meta-bean forPayment.