Class FxIndices
- java.lang.Object
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- com.opengamma.strata.basics.index.FxIndices
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public final class FxIndices extends Object
Constants and implementations for standard foreign exchange indices.Each constant returns a standard definition of the specified index.
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Field Summary
Fields Modifier and Type Field Description static FxIndex
EUR_CHF_ECB
The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".static FxIndex
EUR_GBP_ECB
The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".static FxIndex
EUR_JPY_ECB
The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".static FxIndex
EUR_USD_ECB
The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".static FxIndex
EUR_USD_WM
The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".static FxIndex
GBP_USD_WM
The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".static FxIndex
USD_CHF_WM
The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".static FxIndex
USD_JPY_WM
The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
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Field Detail
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EUR_CHF_ECB
public static final FxIndex EUR_CHF_ECB
The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".
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EUR_GBP_ECB
public static final FxIndex EUR_GBP_ECB
The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".
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EUR_JPY_ECB
public static final FxIndex EUR_JPY_ECB
The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".
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EUR_USD_ECB
public static final FxIndex EUR_USD_ECB
The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".
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USD_CHF_WM
public static final FxIndex USD_CHF_WM
The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
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GBP_USD_WM
public static final FxIndex GBP_USD_WM
The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
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EUR_USD_WM
public static final FxIndex EUR_USD_WM
The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
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USD_JPY_WM
public static final FxIndex USD_JPY_WM
The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
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