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

Packages that use FxVanillaOptionMethod

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

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

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

Modifier and Type	Method	Description
static FxVanillaOptionMethod	FxVanillaOptionMethod.of(String name)	Obtains an instance from the specified name.
static FxVanillaOptionMethod	FxVanillaOptionMethod.valueOf(String name)	Returns the enum constant of this type with the specified name.
static FxVanillaOptionMethod[]	FxVanillaOptionMethod.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 FxVanillaOptionMethod

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