Uses of Class
com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod

Packages that use FxSingleBarrierOptionMethod

Package	Description
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.

Uses of FxSingleBarrierOptionMethod in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return FxSingleBarrierOptionMethod

Modifier and Type	Method	Description
static FxSingleBarrierOptionMethod	FxSingleBarrierOptionMethod.of(String name)	Obtains an instance from the specified name.
static FxSingleBarrierOptionMethod	FxSingleBarrierOptionMethod.valueOf(String name)	Returns the enum constant of this type with the specified name.
static FxSingleBarrierOptionMethod[]	FxSingleBarrierOptionMethod.values()	Returns an array containing the constants of this enum type, in the order they are declared.

Methods in com.opengamma.strata.measure.fxopt with parameters of type FxSingleBarrierOptionMethod

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates currency exposure for a single set of market data.
CurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates current cash across one or more scenarios.
CurrencyAmount	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates current cash for a single set of market data.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value across one or more scenarios.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity for a single set of market data.