Uses of Class
com.opengamma.strata.product.fra.ResolvedFraTrade

Packages that use ResolvedFraTrade

Package	Description
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.fra	Calculation functions for FRA products.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
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).

Uses of ResolvedFraTrade in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return ResolvedFraTrade

Modifier and Type	Method	Description
ResolvedFraTrade	FraCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedFraTrade	FraCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)

Uses of ResolvedFraTrade in com.opengamma.strata.measure.fra

Methods in com.opengamma.strata.measure.fra with parameters of type ResolvedFraTrade

Modifier and Type	Method	Description
ScenarioArray<CashFlows>	FraTradeCalculations.cashFlows(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates cash flows across one or more scenarios.
CashFlows	FraTradeCalculations.cashFlows(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates cash flows for a single set of market data.
MultiCurrencyScenarioArray	FraTradeCalculations.currencyExposure(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	FraTradeCalculations.currencyExposure(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyScenarioArray	FraTradeCalculations.currentCash(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyAmount	FraTradeCalculations.currentCash(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
ScenarioArray<ExplainMap>	FraTradeCalculations.explainPresentValue(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Explains the present value calculation across one or more scenarios.
ExplainMap	FraTradeCalculations.explainPresentValue(ResolvedFraTrade trade, RatesProvider ratesProvider)	Explains the present value calculation for a single set of market data.
DoubleScenarioArray	FraTradeCalculations.parRate(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par rate across one or more scenarios.
double	FraTradeCalculations.parRate(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates par rate for a single set of market data.
DoubleScenarioArray	FraTradeCalculations.parSpread(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates par spread across one or more scenarios.
double	FraTradeCalculations.parSpread(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates par spread for a single set of market data.
CurrencyScenarioArray	FraTradeCalculations.presentValue(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyAmount	FraTradeCalculations.presentValue(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FraTradeCalculations.pv01CalibratedBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FraTradeCalculations.pv01CalibratedBucketed(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	FraTradeCalculations.pv01CalibratedSum(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	FraTradeCalculations.pv01CalibratedSum(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FraTradeCalculations.pv01MarketQuoteBucketed(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FraTradeCalculations.pv01MarketQuoteBucketed(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	FraTradeCalculations.pv01MarketQuoteSum(ResolvedFraTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	FraTradeCalculations.pv01MarketQuoteSum(ResolvedFraTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of ResolvedFraTrade in com.opengamma.strata.pricer.curve

Fields in com.opengamma.strata.pricer.curve with type parameters of type ResolvedFraTrade

Modifier and Type	Field	Description
static MarketQuoteMeasure<ResolvedFraTrade>	MarketQuoteMeasure.FRA_MQ	The measure for ResolvedFraTrade using par rate discounting.
static TradeCalibrationMeasure<ResolvedFraTrade>	TradeCalibrationMeasure.FRA_PAR_SPREAD	The calibrator for ResolvedFraTrade using par spread discounting.
static PresentValueCalibrationMeasure<ResolvedFraTrade>	PresentValueCalibrationMeasure.FRA_PV	The measure for FraTrade using present value discounting.

Uses of ResolvedFraTrade in com.opengamma.strata.pricer.fra

Methods in com.opengamma.strata.pricer.fra with parameters of type ResolvedFraTrade

Modifier and Type	Method	Description
CashFlows	DiscountingFraTradePricer.cashFlows(ResolvedFraTrade trade, RatesProvider provider)	Calculates the future cash flow of the FRA trade.
MultiCurrencyAmount	DiscountingFraTradePricer.currencyExposure(ResolvedFraTrade trade, RatesProvider provider)	Calculates the currency exposure of the FRA trade.
CurrencyAmount	DiscountingFraTradePricer.currentCash(ResolvedFraTrade trade, RatesProvider provider)	Calculates the current cash of the FRA trade.
ExplainMap	DiscountingFraTradePricer.explainPresentValue(ResolvedFraTrade trade, RatesProvider provider)	Explains the present value of the FRA product.
CurrencyAmount	DiscountingFraTradePricer.forecastValue(ResolvedFraTrade trade, RatesProvider provider)	Calculates the forecast value of the FRA trade.
PointSensitivities	DiscountingFraTradePricer.forecastValueSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the forecast value sensitivity of the FRA trade.
double	DiscountingFraTradePricer.parRate(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par rate of the FRA trade.
PointSensitivities	DiscountingFraTradePricer.parRateSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par rate curve sensitivity of the FRA trade.
double	DiscountingFraTradePricer.parSpread(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par spread of the FRA trade.
PointSensitivities	DiscountingFraTradePricer.parSpreadSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the par spread curve sensitivity of the FRA trade.
CurrencyAmount	DiscountingFraTradePricer.presentValue(ResolvedFraTrade trade, RatesProvider provider)	Calculates the present value of the FRA trade.
PointSensitivities	DiscountingFraTradePricer.presentValueSensitivity(ResolvedFraTrade trade, RatesProvider provider)	Calculates the present value sensitivity of the FRA trade.

Uses of ResolvedFraTrade in com.opengamma.strata.product.fra

Methods in com.opengamma.strata.product.fra that return ResolvedFraTrade

Modifier and Type	Method	Description
ResolvedFraTrade	ResolvedFraTrade.Builder.build()
static ResolvedFraTrade	ResolvedFraTrade.of(TradeInfo info, ResolvedFra product)	Obtains an instance of a resolved FRA trade.
ResolvedFraTrade	FraTrade.resolve(ReferenceData refData)

Methods in com.opengamma.strata.product.fra that return types with arguments of type ResolvedFraTrade

Modifier and Type	Method	Description
Class<? extends ResolvedFraTrade>	ResolvedFraTrade.Meta.beanType()