Uses of Package
com.opengamma.strata.pricer.fx
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Packages that use com.opengamma.strata.pricer.fx Package Description com.opengamma.strata.measure.fx Calculation functions for FX products.com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap.com.opengamma.strata.pricer.fxopt Calculators for FX options.com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap. -
Classes in com.opengamma.strata.pricer.fx used by com.opengamma.strata.measure.fx Class Description DiscountingFxNdfTradePricer Pricer for FX non-deliverable forward (NDF) trades.DiscountingFxSingleTradePricer Pricer for foreign exchange transaction trades.DiscountingFxSwapTradePricer Pricer for foreign exchange swap transaction trades. -
Classes in com.opengamma.strata.pricer.fx used by com.opengamma.strata.pricer.fx Class Description DiscountFxForwardRates Provides access to discount factors for currencies.DiscountFxForwardRates.Meta The meta-bean forDiscountFxForwardRates
.DiscountingFxNdfProductPricer Pricer for FX non-deliverable forward (NDF) products.DiscountingFxNdfTradePricer Pricer for FX non-deliverable forward (NDF) trades.DiscountingFxSingleProductPricer Pricer for foreign exchange transaction products.DiscountingFxSingleTradePricer Pricer for foreign exchange transaction trades.DiscountingFxSwapProductPricer Pricer for foreign exchange swap transaction products.DiscountingFxSwapTradePricer Pricer for foreign exchange swap transaction trades.ForwardFxIndexRates Provides access to rates for an FX index.ForwardFxIndexRates.Meta The meta-bean forForwardFxIndexRates
.FxForwardRates Provides access to rates for a currency pair.FxForwardSensitivity Point sensitivity to a forward rate of an FX rate for a currency pair.FxForwardSensitivity.Meta The meta-bean forFxForwardSensitivity
.FxIndexRates Provides access to rates for an FX index.FxIndexSensitivity Point sensitivity to a forward rate of an FX rate for an FX index.FxIndexSensitivity.Meta The meta-bean forFxIndexSensitivity
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Classes in com.opengamma.strata.pricer.fx used by com.opengamma.strata.pricer.fxopt Class Description DiscountingFxSingleProductPricer Pricer for foreign exchange transaction products. -
Classes in com.opengamma.strata.pricer.fx used by com.opengamma.strata.pricer.rate Class Description FxForwardRates Provides access to rates for a currency pair.FxIndexRates Provides access to rates for an FX index.