Uses of Class
com.opengamma.strata.pricer.fx.FxIndexSensitivity
-
Packages that use FxIndexSensitivity Package Description com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap. -
-
Uses of FxIndexSensitivity in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx that return FxIndexSensitivity Modifier and Type Method Description FxIndexSensitivity
FxIndexSensitivity. cloned()
FxIndexSensitivity
FxIndexSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
FxIndexSensitivity
FxIndexSensitivity. mapSensitivity(DoubleUnaryOperator operator)
FxIndexSensitivity
FxIndexSensitivity. multipliedBy(double factor)
FxIndexSensitivity
FxIndexSensitivity. normalize()
static FxIndexSensitivity
FxIndexSensitivity. of(FxIndexObservation observation, Currency referenceCurrency, double sensitivity)
Obtains an instance from the observation, reference currency and sensitivity value.static FxIndexSensitivity
FxIndexSensitivity. 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.FxIndexSensitivity
FxIndexSensitivity. withCurrency(Currency currency)
FxIndexSensitivity
FxIndexSensitivity. 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 MultiCurrencyAmount
ForwardFxIndexRates. currencyExposure(FxIndexSensitivity pointSensitivity)
MultiCurrencyAmount
FxIndexRates. currencyExposure(FxIndexSensitivity pointSensitivity)
Calculates the currency exposure from the point sensitivity.CurrencyParameterSensitivities
ForwardFxIndexRates. parameterSensitivity(FxIndexSensitivity pointSensitivity)
CurrencyParameterSensitivities
FxIndexRates. parameterSensitivity(FxIndexSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.
-