Uses of Class
com.opengamma.strata.basics.index.FxIndexObservation

Packages that use FxIndexObservation

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.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.swap	Entity objects describing a swap.

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

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

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

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

Modifier and Type	Method	Description
Class<? extends FxIndexObservation>	FxIndexObservation.Meta.beanType()
org.joda.beans.BeanBuilder<? extends FxIndexObservation>	FxIndexObservation.Meta.builder()
Function<LocalDate,FxIndexObservation>	FxIndex.resolve(ReferenceData refData)	Resolves this index using the specified reference data, returning a function.
Function<LocalDate,FxIndexObservation>	ImmutableFxIndex.resolve(ReferenceData refData)

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

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

Modifier and Type	Method	Description
FxIndexObservation	FxIndexSensitivity.getObservation()	Gets the FX rate observation.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FxIndexObservation>	FxIndexSensitivity.Meta.observation()	The meta-property for the observation property.

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

Modifier and Type	Method	Description
static FxIndexSensitivity	FxIndexSensitivity.of(FxIndexObservation observation, Currency referenceCurrency, double sensitivity)	Obtains an instance from the observation, reference currency and sensitivity value.
static FxIndexSensitivity	FxIndexSensitivity.of(FxIndexObservation observation, Currency referenceCurrency, Currency sensitivityCurrency, double sensitivity)	Obtains an instance from the observation, reference currency and sensitivity value, specifying the currency of the value.
double	ForwardFxIndexRates.rate(FxIndexObservation observation, Currency baseCurrency)
double	FxIndexRates.rate(FxIndexObservation observation, Currency baseCurrency)	Gets the historic or forward rate at the specified fixing date.
PointSensitivityBuilder	ForwardFxIndexRates.ratePointSensitivity(FxIndexObservation observation, Currency baseCurrency)
PointSensitivityBuilder	FxIndexRates.ratePointSensitivity(FxIndexObservation observation, Currency baseCurrency)	Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

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

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

Modifier and Type	Method	Description
FxIndexObservation	ResolvedFxNdf.getObservation()	Gets the FX index observation.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FxIndexObservation>	ResolvedFxNdf.Meta.observation()	The meta-property for the observation property.

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

Modifier and Type	Method	Description
ResolvedFxNdf.Builder	ResolvedFxNdf.Builder.observation(FxIndexObservation observation)	Sets the FX index observation.

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

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

Modifier and Type	Method	Description
FxIndexObservation	FxReset.getObservation()	Gets the FX index observation.
FxIndexObservation	FxResetNotionalExchange.getObservation()	Gets the FX index observation.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FxIndexObservation>	KnownAmountNotionalSwapPaymentPeriod.Meta.fxResetObservation()	The meta-property for the fxResetObservation property.
Optional<FxIndexObservation>	KnownAmountNotionalSwapPaymentPeriod.getFxResetObservation()	Gets the FX reset definition, optional.
Optional<FxIndexObservation>	NotionalPaymentPeriod.getFxResetObservation()	Gets the FX reset observation, optional.
Optional<FxIndexObservation>	RatePaymentPeriod.getFxResetObservation()
org.joda.beans.MetaProperty<FxIndexObservation>	FxReset.Meta.observation()	The meta-property for the observation property.
org.joda.beans.MetaProperty<FxIndexObservation>	FxResetNotionalExchange.Meta.observation()	The meta-property for the observation property.

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

Modifier and Type	Method	Description
KnownAmountNotionalSwapPaymentPeriod.Builder	KnownAmountNotionalSwapPaymentPeriod.Builder.fxResetObservation(FxIndexObservation fxResetObservation)	Sets the FX reset definition, optional.
static FxReset	FxReset.of(FxIndexObservation observation, Currency referenceCurrency)	Obtains an instance from the observation and reference currency.
static FxResetNotionalExchange	FxResetNotionalExchange.of(CurrencyAmount notionalAmount, LocalDate paymentDate, FxIndexObservation observation)	Obtains an instance from the amount, date and FX index observation.
static KnownAmountNotionalSwapPaymentPeriod	KnownAmountNotionalSwapPaymentPeriod.of(Payment payment, SchedulePeriod period, CurrencyAmount notional, FxIndexObservation fxResetObservation)	Obtains an instance based on a payment, schedule period, notional and FX reset.