Package com.opengamma.strata.measure.fx

Calculation functions for FX products.

Class Summary

Class	Description
FxNdfTradeCalculationFunction	Perform calculations on a single FxNdfTrade for each of a set of scenarios.
FxNdfTradeCalculations	Calculates pricing and risk measures for FX Non-Deliverable Forward (NDF) trades.
FxRateConfig	Configuration defining how to create FxRate instances from observable market data.
FxRateConfig.Builder	The bean-builder for FxRateConfig.
FxRateConfig.Meta	The meta-bean for FxRateConfig.
FxRateMarketDataFunction	Function which builds FxRate instances from observable market data.
FxSingleTradeCalculationFunction	Perform calculations on a single FxSingleTrade for each of a set of scenarios.
FxSingleTradeCalculations	Calculates pricing and risk measures for single FX trades.
FxSwapTradeCalculationFunction	Perform calculations on a single FxSwapTrade for each of a set of scenarios.
FxSwapTradeCalculations	Calculates pricing and risk measures for FX swap trades.