Package com.opengamma.strata.measure.fx

Class FxRateConfig

java.lang.Object

com.opengamma.strata.measure.fx.FxRateConfig

All Implemented Interfaces:

org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FxRateConfig
extends Object
implements org.joda.beans.ImmutableBean

Configuration defining how to create FxRate instances from observable market data.

Currently this only supports rates which are observable in the market. Cross rates derived from other rates will be supported later.

This class is likely to change when support for cross rates is added.

When populating this class all currency pairs must be quoted using the market conventions.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FxRateConfig.Builder	The bean-builder for FxRateConfig.
static class	FxRateConfig.Meta	The meta-bean for FxRateConfig.

Method Summary

Modifier and Type	Method	Description
static FxRateConfig.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
Optional<QuoteId>	getObservableRateKey(CurrencyPair currencyPair)	Returns a key identifying the market quote for an observable FX rate.
int	hashCode()
static FxRateConfig.Meta	meta()	The meta-bean for FxRateConfig.
FxRateConfig.Meta	metaBean()
static FxRateConfig	of(Map<CurrencyPair,QuoteId> quotesMap)	Returns FX rate configuration built using the data in the map.
FxRateConfig.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

getObservableRateKey

public Optional<QuoteId> getObservableRateKey(CurrencyPair currencyPair)

Returns a key identifying the market quote for an observable FX rate.

If the FX rate is not observable in the market an empty optional is returned.

It is possible the quote is for the rate of the inverse of the currency pair. This does not matter as the market data system ensures that the correct rate is always provided regardless of which way round the pair is quoted.

Parameters:

currencyPair - the currency pair

Returns:

a key identifying the market quote for the rate if it is observable in the market

of

public static FxRateConfig of(Map<CurrencyPair,QuoteId> quotesMap)

Returns FX rate configuration built using the data in the map.

Parameters:

quotesMap - map of currency pairs to the market quotes defining their rates

Returns:

FX rate configuration built using the data in the map

meta

public static FxRateConfig.Meta meta()

The meta-bean for FxRateConfig.

Returns:

the meta-bean, not null

builder

public static FxRateConfig.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public FxRateConfig.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

toBuilder

public FxRateConfig.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object