Uses of Interface
com.opengamma.strata.pricer.fx.FxForwardRates

Packages that use FxForwardRates

Package	Description
com.opengamma.strata.pricer.fx	Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.rate	Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

Uses of FxForwardRates in com.opengamma.strata.pricer.fx

Classes in com.opengamma.strata.pricer.fx that implement FxForwardRates

Modifier and Type	Class	Description
class	DiscountFxForwardRates	Provides access to discount factors for currencies.

Methods in com.opengamma.strata.pricer.fx that return FxForwardRates

Modifier and Type	Method	Description
FxForwardRates	ForwardFxIndexRates.getFxForwardRates()	Gets the underlying FX forward rates.
FxForwardRates	FxIndexRates.getFxForwardRates()	Gets the underlying FX forward rates.
FxForwardRates	FxForwardRates.withParameter(int parameterIndex, double newValue)
FxForwardRates	FxForwardRates.withPerturbation(ParameterPerturbation perturbation)

Methods in com.opengamma.strata.pricer.fx that return types with arguments of type FxForwardRates

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<FxForwardRates>	ForwardFxIndexRates.Meta.fxForwardRates()	The meta-property for the fxForwardRates property.

Methods in com.opengamma.strata.pricer.fx with parameters of type FxForwardRates

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.

Uses of FxForwardRates in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate that return FxForwardRates

Modifier and Type	Method	Description
FxForwardRates	ImmutableRatesProvider.fxForwardRates(CurrencyPair currencyPair)
FxForwardRates	RatesProvider.fxForwardRates(CurrencyPair currencyPair)	Gets the forward FX rates for a currency pair.