Uses of Class
com.opengamma.strata.pricer.fx.FxIndexSensitivity
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Packages that use FxIndexSensitivity Package Description com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap. -
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Uses of FxIndexSensitivity in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx that return FxIndexSensitivity Modifier and Type Method Description FxIndexSensitivityFxIndexSensitivity. cloned()FxIndexSensitivityFxIndexSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)FxIndexSensitivityFxIndexSensitivity. mapSensitivity(DoubleUnaryOperator operator)FxIndexSensitivityFxIndexSensitivity. multipliedBy(double factor)FxIndexSensitivityFxIndexSensitivity. normalize()static FxIndexSensitivityFxIndexSensitivity. of(FxIndexObservation observation, Currency referenceCurrency, double sensitivity)Obtains an instance from the observation, reference currency and sensitivity value.static FxIndexSensitivityFxIndexSensitivity. of(FxIndexObservation observation, Currency referenceCurrency, Currency sensitivityCurrency, double sensitivity)Obtains an instance from the observation, reference currency and sensitivity value, specifying the currency of the value.FxIndexSensitivityFxIndexSensitivity. withCurrency(Currency currency)FxIndexSensitivityFxIndexSensitivity. withSensitivity(double sensitivity)Methods in com.opengamma.strata.pricer.fx that return types with arguments of type FxIndexSensitivity Modifier and Type Method Description Class<? extends FxIndexSensitivity>FxIndexSensitivity.Meta. beanType()org.joda.beans.BeanBuilder<? extends FxIndexSensitivity>FxIndexSensitivity.Meta. builder()Methods in com.opengamma.strata.pricer.fx with parameters of type FxIndexSensitivity Modifier and Type Method Description MultiCurrencyAmountForwardFxIndexRates. currencyExposure(FxIndexSensitivity pointSensitivity)MultiCurrencyAmountFxIndexRates. currencyExposure(FxIndexSensitivity pointSensitivity)Calculates the currency exposure from the point sensitivity.CurrencyParameterSensitivitiesForwardFxIndexRates. parameterSensitivity(FxIndexSensitivity pointSensitivity)CurrencyParameterSensitivitiesFxIndexRates. parameterSensitivity(FxIndexSensitivity pointSensitivity)Calculates the parameter sensitivity from the point sensitivity.
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