Uses of Class
com.opengamma.strata.pricer.fx.DiscountFxForwardRates
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Packages that use DiscountFxForwardRates Package Description com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap. -
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Uses of DiscountFxForwardRates in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx that return DiscountFxForwardRates Modifier and Type Method Description static DiscountFxForwardRates
DiscountFxForwardRates. of(CurrencyPair currencyPair, FxRateProvider fxRateProvider, DiscountFactors baseCurrencyFactors, DiscountFactors counterCurrencyFactors)
Obtains an instance based on two discount factors, one for each currency.DiscountFxForwardRates
DiscountFxForwardRates. withDiscountFactors(DiscountFactors baseCurrencyFactors, DiscountFactors counterCurrencyFactors)
Returns a new instance with different discount factors.DiscountFxForwardRates
DiscountFxForwardRates. withParameter(int parameterIndex, double newValue)
DiscountFxForwardRates
DiscountFxForwardRates. withPerturbation(ParameterPerturbation perturbation)
Methods in com.opengamma.strata.pricer.fx that return types with arguments of type DiscountFxForwardRates Modifier and Type Method Description Class<? extends DiscountFxForwardRates>
DiscountFxForwardRates.Meta. beanType()
org.joda.beans.BeanBuilder<? extends DiscountFxForwardRates>
DiscountFxForwardRates.Meta. builder()
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