Uses of Class
com.opengamma.strata.pricer.fx.FxForwardSensitivity
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Packages that use FxForwardSensitivity Package Description com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap. -
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Uses of FxForwardSensitivity in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx that return FxForwardSensitivity Modifier and Type Method Description FxForwardSensitivityFxForwardSensitivity. cloned()FxForwardSensitivityFxForwardSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)FxForwardSensitivityFxForwardSensitivity. mapSensitivity(DoubleUnaryOperator operator)FxForwardSensitivityFxForwardSensitivity. multipliedBy(double factor)FxForwardSensitivityFxForwardSensitivity. normalize()static FxForwardSensitivityFxForwardSensitivity. of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, double sensitivity)Obtains an instance from currency pair, reference currency, reference date and sensitivity value.static FxForwardSensitivityFxForwardSensitivity. of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, Currency sensitivityCurrency, double sensitivity)Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.FxForwardSensitivityFxIndexSensitivity. toFxForwardSensitivity()Converts this sensitivity to anFxForwardSensitivity.FxForwardSensitivityFxForwardSensitivity. withCurrency(Currency currency)FxForwardSensitivityFxForwardSensitivity. withSensitivity(double sensitivity)Methods in com.opengamma.strata.pricer.fx that return types with arguments of type FxForwardSensitivity Modifier and Type Method Description Class<? extends FxForwardSensitivity>FxForwardSensitivity.Meta. beanType()org.joda.beans.BeanBuilder<? extends FxForwardSensitivity>FxForwardSensitivity.Meta. builder()Methods in com.opengamma.strata.pricer.fx with parameters of type FxForwardSensitivity Modifier and Type Method Description MultiCurrencyAmountDiscountFxForwardRates. currencyExposure(FxForwardSensitivity pointSensitivity)MultiCurrencyAmountFxForwardRates. currencyExposure(FxForwardSensitivity pointSensitivity)Calculates the currency exposure from the point sensitivity.CurrencyParameterSensitivitiesDiscountFxForwardRates. parameterSensitivity(FxForwardSensitivity pointSensitivity)CurrencyParameterSensitivitiesFxForwardRates. parameterSensitivity(FxForwardSensitivity pointSensitivity)Calculates the parameter sensitivity from the point sensitivity.
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