Package com.opengamma.strata.product.fx
Interface FxProduct
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- All Superinterfaces:
Product
- All Known Subinterfaces:
FxOptionProduct
- All Known Implementing Classes:
FxNdf
,FxSingle
,FxSingleBarrierOption
,FxSwap
,FxVanillaOption
public interface FxProduct extends Product
A foreign exchange product, such as an FX forward, FX spot or FX option.FX products operate on two different currencies. For example, it might represent the payment of USD 1,000 and the receipt of EUR 932.
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Method Summary
All Methods Instance Methods Abstract Methods Default Methods Modifier and Type Method Description default ImmutableSet<Currency>
allCurrencies()
Returns the set of currencies the product refers to.CurrencyPair
getCurrencyPair()
Gets the currency pair that the FX trade is based on, in conventional order.default boolean
isCrossCurrency()
Checks if this product is cross-currency.-
Methods inherited from interface com.opengamma.strata.product.Product
allPaymentCurrencies
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Method Detail
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isCrossCurrency
default boolean isCrossCurrency()
Description copied from interface:Product
Checks if this product is cross-currency.A cross currency product is defined as one that refers to two or more currencies. Any product with direct or indirect FX exposure will be cross-currency.
For example, a fixed/Ibor swap in USD observing USD-LIBOR is not cross currency, but one that observes EURIBOR is cross currency.
- Specified by:
isCrossCurrency
in interfaceProduct
- Returns:
- true if cross currency
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allCurrencies
default ImmutableSet<Currency> allCurrencies()
Description copied from interface:Product
Returns the set of currencies the product refers to.This returns the complete set of currencies, not just the payment currencies. For example, the sets will differ when one of the currencies is non-deliverable.
- Specified by:
allCurrencies
in interfaceProduct
- Returns:
- the set of currencies the product refers to
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getCurrencyPair
CurrencyPair getCurrencyPair()
Gets the currency pair that the FX trade is based on, in conventional order.This represents the main currency pair of the FX. If the trade settles in a third currency, that is not recorded here.
- Returns:
- the currency pair
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