Uses of Class
com.opengamma.strata.product.fra.ResolvedFra
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Packages that use ResolvedFra Package Description com.opengamma.strata.pricer.fra Calculators for Forward Rate Agreement (FRA) instruments.com.opengamma.strata.product.fra Entity objects describing a forward rate agreement (FRA). -
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Uses of ResolvedFra in com.opengamma.strata.pricer.fra
Methods in com.opengamma.strata.pricer.fra with parameters of type ResolvedFra Modifier and Type Method Description CashFlows
DiscountingFraProductPricer. cashFlows(ResolvedFra fra, RatesProvider provider)
Calculates the future cash flow of the FRA product.ExplainMap
DiscountingFraProductPricer. explainPresentValue(ResolvedFra fra, RatesProvider provider)
Explains the present value of the FRA product.CurrencyAmount
DiscountingFraProductPricer. forecastValue(ResolvedFra fra, RatesProvider provider)
Calculates the forecast value of the FRA product.PointSensitivities
DiscountingFraProductPricer. forecastValueSensitivity(ResolvedFra fra, RatesProvider provider)
Calculates the forecast value sensitivity of the FRA product.double
DiscountingFraProductPricer. parRate(ResolvedFra fra, RatesProvider provider)
Calculates the par rate of the FRA product.PointSensitivities
DiscountingFraProductPricer. parRateSensitivity(ResolvedFra fra, RatesProvider provider)
Calculates the par rate curve sensitivity of the FRA product.double
DiscountingFraProductPricer. parSpread(ResolvedFra fra, RatesProvider provider)
Calculates the par spread of the FRA product.PointSensitivities
DiscountingFraProductPricer. parSpreadSensitivity(ResolvedFra fra, RatesProvider provider)
Calculates the par spread curve sensitivity of the FRA product.CurrencyAmount
DiscountingFraProductPricer. presentValue(ResolvedFra fra, RatesProvider provider)
Calculates the present value of the FRA product.PointSensitivities
DiscountingFraProductPricer. presentValueSensitivity(ResolvedFra fra, RatesProvider provider)
Calculates the present value sensitivity of the FRA product. -
Uses of ResolvedFra in com.opengamma.strata.product.fra
Methods in com.opengamma.strata.product.fra that return ResolvedFra Modifier and Type Method Description ResolvedFra
ResolvedFra.Builder. build()
ResolvedFra
ResolvedFraTrade. getProduct()
Gets the resolved FRA product.ResolvedFra
Fra. resolve(ReferenceData refData)
Methods in com.opengamma.strata.product.fra that return types with arguments of type ResolvedFra Modifier and Type Method Description Class<? extends ResolvedFra>
ResolvedFra.Meta. beanType()
org.joda.beans.MetaProperty<ResolvedFra>
ResolvedFraTrade.Meta. product()
The meta-property for theproduct
property.Methods in com.opengamma.strata.product.fra with parameters of type ResolvedFra Modifier and Type Method Description static ResolvedFraTrade
ResolvedFraTrade. of(TradeInfo info, ResolvedFra product)
Obtains an instance of a resolved FRA trade.ResolvedFraTrade.Builder
ResolvedFraTrade.Builder. product(ResolvedFra product)
Sets the resolved FRA product.
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