Package com.opengamma.strata.measure.fxopt
Calculation functions for FX option products.
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Interface Summary Interface Description FxOptionMarketData Market data for FX options.FxOptionMarketDataLookup The lookup that provides access to FX options volatilities in market data.FxOptionScenarioMarketData Market data for FX options, used for calculation across multiple scenarios.FxOptionVolatilitiesSpecification The specification of how to build FX option volatilities. -
Class Summary Class Description BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification The specification of how to build FX option volatilities.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder The bean-builder forBlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta The meta-bean forBlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.BlackFxOptionSmileVolatilitiesSpecification The specification of how to build FX option volatilities.BlackFxOptionSmileVolatilitiesSpecification.Builder The bean-builder forBlackFxOptionSmileVolatilitiesSpecification.BlackFxOptionSmileVolatilitiesSpecification.Meta The meta-bean forBlackFxOptionSmileVolatilitiesSpecification.FxOptionVolatilitiesDefinition The definition of how to build FX option volatilities.FxOptionVolatilitiesDefinition.Meta The meta-bean forFxOptionVolatilitiesDefinition.FxOptionVolatilitiesMarketDataFunction Market data function that builds FX option volatilities.FxOptionVolatilitiesNode A node in the configuration specifying how to build FX option volatilities.FxOptionVolatilitiesNode.Builder The bean-builder forFxOptionVolatilitiesNode.FxOptionVolatilitiesNode.Meta The meta-bean forFxOptionVolatilitiesNode.FxSingleBarrierOptionTradeCalculationFunction Perform calculations on an FX single barrier option trade for each of a set of scenarios.FxSingleBarrierOptionTradeCalculations Calculates pricing and risk measures for FX single barrier option trades.FxVanillaOptionTradeCalculationFunction Perform calculations on an FX vanilla option trade for each of a set of scenarios.FxVanillaOptionTradeCalculations Calculates pricing and risk measures for FX vanilla option trades. -
Enum Summary Enum Description FxSingleBarrierOptionMethod The method to use for pricing FX single barrier options.FxVanillaOptionMethod The method to use for pricing FX vanilla options.