Uses of Class
com.opengamma.strata.data.FxRateId
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Packages that use FxRateId Package Description com.opengamma.strata.data Basic types to model market data.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.market.curve.node Curve nodes.com.opengamma.strata.measure.fx Calculation functions for FX products. -
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Uses of FxRateId in com.opengamma.strata.data
Methods in com.opengamma.strata.data that return FxRateId Modifier and Type Method Description static FxRateId
FxRateId. of(CurrencyPair currencyPair)
Obtains an instance representing the FX rate for a currency pair.static FxRateId
FxRateId. of(CurrencyPair currencyPair, ObservableSource observableSource)
Obtains an instance representing the FX rate for a currency pair, specifying the source.static FxRateId
FxRateId. of(Currency base, Currency counter)
Obtains an instance representing the FX rate for a currency pair.static FxRateId
FxRateId. of(Currency base, Currency counter, ObservableSource observableSource)
Obtains an instance representing the FX rate for a currency pair, specifying the source.Methods in com.opengamma.strata.data that return types with arguments of type FxRateId Modifier and Type Method Description static org.joda.beans.TypedMetaBean<FxRateId>
FxRateId. meta()
The meta-bean forFxRateId
.org.joda.beans.TypedMetaBean<FxRateId>
FxRateId. metaBean()
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Uses of FxRateId in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return types with arguments of type FxRateId Modifier and Type Method Description static ImmutableMap<FxRateId,FxRate>
FxRatesCsvLoader. load(LocalDate marketDataDate, ResourceLocator... resources)
Loads one or more CSV format FX rate files for a specific date.static ImmutableMap<FxRateId,FxRate>
FxRatesCsvLoader. load(LocalDate marketDataDate, Collection<ResourceLocator> resources)
Loads one or more CSV format FX rate files for a specific date.static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>
FxRatesCsvLoader. load(Set<LocalDate> marketDataDates, ResourceLocator... resources)
Loads one or more CSV format FX rate files for a set of dates.static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>
FxRatesCsvLoader. load(Set<LocalDate> marketDataDates, Collection<ResourceLocator> resources)
Loads one or more CSV format FX rate files for a set of dates.static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>
FxRatesCsvLoader. loadAllDates(ResourceLocator... resources)
Loads one or more CSV format FX rate files.static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>
FxRatesCsvLoader. loadAllDates(Collection<ResourceLocator> resources)
Loads one or more CSV format FX rate files.static ImmutableMap<LocalDate,ImmutableMap<FxRateId,FxRate>>
FxRatesCsvLoader. parse(Predicate<LocalDate> datePredicate, Collection<CharSource> charSources)
Parses one or more CSV format FX rate files. -
Uses of FxRateId in com.opengamma.strata.market.curve.node
Methods in com.opengamma.strata.market.curve.node that return FxRateId Modifier and Type Method Description FxRateId
FxSwapCurveNode. getFxRateId()
Gets the identifier used to obtain the FX rate market value, defaulted from the template.FxRateId
XCcyIborIborSwapCurveNode. getFxRateId()
Gets the identifier used to obtain the FX rate market value, defaulted from the template.Methods in com.opengamma.strata.market.curve.node that return types with arguments of type FxRateId Modifier and Type Method Description org.joda.beans.MetaProperty<FxRateId>
FxSwapCurveNode.Meta. fxRateId()
The meta-property for thefxRateId
property.org.joda.beans.MetaProperty<FxRateId>
XCcyIborIborSwapCurveNode.Meta. fxRateId()
The meta-property for thefxRateId
property.Methods in com.opengamma.strata.market.curve.node with parameters of type FxRateId Modifier and Type Method Description FxSwapCurveNode.Builder
FxSwapCurveNode.Builder. fxRateId(FxRateId fxRateId)
Sets the identifier used to obtain the FX rate market value, defaulted from the template.XCcyIborIborSwapCurveNode.Builder
XCcyIborIborSwapCurveNode.Builder. fxRateId(FxRateId fxRateId)
Sets the identifier used to obtain the FX rate market value, defaulted from the template. -
Uses of FxRateId in com.opengamma.strata.measure.fx
Methods in com.opengamma.strata.measure.fx that return types with arguments of type FxRateId Modifier and Type Method Description Class<FxRateId>
FxRateMarketDataFunction. getMarketDataIdType()
Methods in com.opengamma.strata.measure.fx with parameters of type FxRateId Modifier and Type Method Description MarketDataBox<FxRate>
FxRateMarketDataFunction. build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
MarketDataRequirements
FxRateMarketDataFunction. requirements(FxRateId id, MarketDataConfig marketDataConfig)
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