Uses of Interface
com.opengamma.strata.basics.index.FxIndex

Packages that use FxIndex

Package	Description
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.swap	Entity objects describing a swap.

Uses of FxIndex in com.opengamma.strata.basics.index

Classes in com.opengamma.strata.basics.index that implement FxIndex

Modifier and Type	Class	Description
class	ImmutableFxIndex	A foreign exchange index implementation based on an immutable set of rules.

Fields in com.opengamma.strata.basics.index declared as FxIndex

Modifier and Type	Field	Description
static FxIndex	FxIndices.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	FxIndices.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	FxIndices.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	FxIndices.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	FxIndices.EUR_USD_WM	The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
static FxIndex	FxIndices.GBP_USD_WM	The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
static FxIndex	FxIndices.USD_CHF_WM	The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
static FxIndex	FxIndices.USD_JPY_WM	The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".

Methods in com.opengamma.strata.basics.index that return FxIndex

Modifier and Type	Method	Description
static FxIndex	FxIndex.createFxIndex(CurrencyPair currencyPair)	Creates a FX index for the provided currency pair.
FxIndex	FxIndexObservation.getIndex()	Gets the FX index.
static FxIndex	FxIndex.of(CurrencyPair currencyPair)	Obtains an instance from the specified currency pair.
static FxIndex	FxIndex.of(String uniqueName)	Obtains an instance from the specified unique name.

Methods in com.opengamma.strata.basics.index that return types with arguments of type FxIndex

Modifier and Type	Method	Description
static ExtendedEnum<FxIndex>	FxIndex.extendedEnum()	Gets the extended enum helper.
org.joda.beans.MetaProperty<FxIndex>	FxIndexObservation.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.basics.index with parameters of type FxIndex

Modifier and Type	Method	Description
static FxIndexObservation	FxIndexObservation.of(FxIndex index, LocalDate fixingDate, ReferenceData refData)	Creates an instance from an index and fixing date.

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

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

Modifier and Type	Method	Description
FxIndex	ForwardFxIndexRates.getIndex()	Gets the index that the rates are for.
FxIndex	FxIndexRates.getIndex()	Gets the FX index.
FxIndex	FxIndexSensitivity.getIndex()	Gets the FX index that the sensitivity refers to.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FxIndex>	ForwardFxIndexRates.Meta.index()	The meta-property for the index property.

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

Modifier and Type	Method	Description
static ForwardFxIndexRates	ForwardFxIndexRates.of(FxIndex index, FxForwardRates fxForwardRates)	Obtains an instance based on discount factors with no historic fixings.
static ForwardFxIndexRates	ForwardFxIndexRates.of(FxIndex index, FxForwardRates fxForwardRates, LocalDateDoubleTimeSeries fixings)	Obtains an instance based on discount factors and historic fixings.

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

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

Modifier and Type	Method	Description
FxIndexRates	ImmutableRatesProvider.fxIndexRates(FxIndex index)
FxIndexRates	RatesProvider.fxIndexRates(FxIndex index)	Gets the rates for an FX index.

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

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

Modifier and Type	Method	Description
FxIndex	FxNdf.getIndex()	Gets the index defining the FX rate to observe on the fixing date.
FxIndex	ResolvedFxNdf.getIndex()	Gets the FX index.

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

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

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

Modifier and Type	Method	Description
FxNdf.Builder	FxNdf.Builder.index(FxIndex index)	Sets the index defining the FX rate to observe on the fixing date.

Uses of FxIndex in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return FxIndex

Modifier and Type	Method	Description
FxIndex	FxReset.getIndex()	Gets the FX index.
FxIndex	FxResetCalculation.getIndex()	Gets the FX index used to obtain the FX reset rate.

Methods in com.opengamma.strata.product.swap that return types with arguments of type FxIndex

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FxIndex>	FxResetCalculation.Meta.index()	The meta-property for the index property.

Methods in com.opengamma.strata.product.swap with parameters of type FxIndex

Modifier and Type	Method	Description
FxResetCalculation.Builder	FxResetCalculation.Builder.index(FxIndex index)	Sets the FX index used to obtain the FX reset rate.