Uses of Class
com.opengamma.strata.product.fx.FxSwapTrade

Packages that use FxSwapTrade

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.product.fx	Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.

Uses of FxSwapTrade in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return FxSwapTrade

Modifier and Type	Method	Description
default FxSwapTrade	TradeCsvInfoResolver.completeTrade(CsvRow row, FxSwapTrade trade)	Completes the FX Swap trade, potentially parsing additional columns.
default FxSwapTrade	TradeCsvInfoResolver.parseFxSwapTrade(CsvRow row, TradeInfo info)	Parses a FX Swap trade from CSV.

Methods in com.opengamma.strata.loader.csv with parameters of type FxSwapTrade

Modifier and Type	Method	Description
default FxSwapTrade	TradeCsvInfoResolver.completeTrade(CsvRow row, FxSwapTrade trade)	Completes the FX Swap trade, potentially parsing additional columns.

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

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

Modifier and Type	Method	Description
FxSwapTrade	FxSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)

Uses of FxSwapTrade in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx that return types with arguments of type FxSwapTrade

Modifier and Type	Method	Description
Class<FxSwapTrade>	FxSwapTradeCalculationFunction.targetType()

Methods in com.opengamma.strata.measure.fx with parameters of type FxSwapTrade

Modifier and Type	Method	Description
Map<Measure,Result<?>>	FxSwapTradeCalculationFunction.calculate(FxSwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
Optional<String>	FxSwapTradeCalculationFunction.identifier(FxSwapTrade target)
Currency	FxSwapTradeCalculationFunction.naturalCurrency(FxSwapTrade trade, ReferenceData refData)
FunctionRequirements	FxSwapTradeCalculationFunction.requirements(FxSwapTrade trade, Set<Measure> measures, CalculationParameters parameters, ReferenceData refData)

Uses of FxSwapTrade in com.opengamma.strata.product.fx

Methods in com.opengamma.strata.product.fx that return FxSwapTrade

Modifier and Type	Method	Description
FxSwapTrade	FxSwapTrade.Builder.build()
static FxSwapTrade	FxSwapTrade.of(TradeInfo info, FxSwap product)	Obtains an instance of an FX swap trade.
FxSwapTrade	FxSwapTrade.withInfo(PortfolioItemInfo info)

Methods in com.opengamma.strata.product.fx that return types with arguments of type FxSwapTrade

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

Uses of FxSwapTrade in com.opengamma.strata.product.fx.type

Methods in com.opengamma.strata.product.fx.type that return FxSwapTrade

Modifier and Type	Method	Description
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, MarketTenor marketTenor, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints, ReferenceData refData)	Creates a trade based on this convention using a market tenor, such as ON, TN, SN, SW or 1M.
default FxSwapTrade	FxSwapConvention.createTrade(LocalDate tradeDate, Period periodToNear, Period periodToFar, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints, ReferenceData refData)	Creates a trade based on this convention.
FxSwapTrade	FxSwapTemplate.createTrade(LocalDate tradeDate, BuySell buySell, double notional, double nearFxRate, double forwardPoints, ReferenceData refData)	Creates a trade based on this template.
FxSwapTrade	FxSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints)	Creates a trade based on this convention.
default FxSwapTrade	FxSwapConvention.toTrade(LocalDate tradeDate, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints)	Creates a trade based on this convention.
FxSwapTrade	ImmutableFxSwapConvention.toTrade(TradeInfo tradeInfo, LocalDate startDate, LocalDate endDate, BuySell buySell, double notional, double nearFxRate, double farLegForwardPoints)