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 FxForwardSensitivity
FxForwardSensitivity. cloned()
FxForwardSensitivity
FxForwardSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
FxForwardSensitivity
FxForwardSensitivity. mapSensitivity(DoubleUnaryOperator operator)
FxForwardSensitivity
FxForwardSensitivity. multipliedBy(double factor)
FxForwardSensitivity
FxForwardSensitivity. normalize()
static FxForwardSensitivity
FxForwardSensitivity. of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, double sensitivity)
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.static FxForwardSensitivity
FxForwardSensitivity. 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.FxForwardSensitivity
FxIndexSensitivity. toFxForwardSensitivity()
Converts this sensitivity to anFxForwardSensitivity
.FxForwardSensitivity
FxForwardSensitivity. withCurrency(Currency currency)
FxForwardSensitivity
FxForwardSensitivity. 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 MultiCurrencyAmount
DiscountFxForwardRates. currencyExposure(FxForwardSensitivity pointSensitivity)
MultiCurrencyAmount
FxForwardRates. currencyExposure(FxForwardSensitivity pointSensitivity)
Calculates the currency exposure from the point sensitivity.CurrencyParameterSensitivities
DiscountFxForwardRates. parameterSensitivity(FxForwardSensitivity pointSensitivity)
CurrencyParameterSensitivities
FxForwardRates. parameterSensitivity(FxForwardSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.
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