Uses of Class
com.opengamma.strata.pricer.fx.ForwardFxIndexRates
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Packages that use ForwardFxIndexRates Package Description com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap. -
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Uses of ForwardFxIndexRates in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx that return ForwardFxIndexRates Modifier and Type Method Description static ForwardFxIndexRates
ForwardFxIndexRates. of(FxIndex index, FxForwardRates fxForwardRates)
Obtains an instance based on discount factors with no historic fixings.static ForwardFxIndexRates
ForwardFxIndexRates. of(FxIndex index, FxForwardRates fxForwardRates, LocalDateDoubleTimeSeries fixings)
Obtains an instance based on discount factors and historic fixings.ForwardFxIndexRates
ForwardFxIndexRates. withFxForwardRates(FxForwardRates fxForwardRates)
Returns a new instance with different FX forward rates.ForwardFxIndexRates
ForwardFxIndexRates. withParameter(int parameterIndex, double newValue)
ForwardFxIndexRates
ForwardFxIndexRates. withPerturbation(ParameterPerturbation perturbation)
Methods in com.opengamma.strata.pricer.fx that return types with arguments of type ForwardFxIndexRates Modifier and Type Method Description Class<? extends ForwardFxIndexRates>
ForwardFxIndexRates.Meta. beanType()
org.joda.beans.BeanBuilder<? extends ForwardFxIndexRates>
ForwardFxIndexRates.Meta. builder()
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