Uses of Class
com.opengamma.strata.product.fx.ResolvedFxNdf
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Packages that use ResolvedFxNdf Package Description com.opengamma.strata.pricer.fx Calculators for FX instruments, such as FX forward and FX swap.com.opengamma.strata.product.fx Entity objects describing financial instruments in the foreign exchange market. -
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Uses of ResolvedFxNdf in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx with parameters of type ResolvedFxNdf Modifier and Type Method Description MultiCurrencyAmountDiscountingFxNdfProductPricer. currencyExposure(ResolvedFxNdf ndf, RatesProvider provider)Calculates the currency exposure by discounting each payment in its own currency.CurrencyAmountDiscountingFxNdfProductPricer. currentCash(ResolvedFxNdf ndf, RatesProvider provider)Calculates the current cash of the NDF product.FxRateDiscountingFxNdfProductPricer. forwardFxRate(ResolvedFxNdf ndf, RatesProvider provider)Calculates the forward exchange rate.CurrencyAmountDiscountingFxNdfProductPricer. presentValue(ResolvedFxNdf ndf, RatesProvider provider)Calculates the present value of the NDF product.PointSensitivitiesDiscountingFxNdfProductPricer. presentValueSensitivity(ResolvedFxNdf ndf, RatesProvider provider)Calculates the present value curve sensitivity of the NDF product. -
Uses of ResolvedFxNdf in com.opengamma.strata.product.fx
Methods in com.opengamma.strata.product.fx that return ResolvedFxNdf Modifier and Type Method Description ResolvedFxNdfResolvedFxNdf.Builder. build()ResolvedFxNdfResolvedFxNdfTrade. getProduct()Gets the resolved Non-Deliverable Forward (NDF) product.ResolvedFxNdfFxNdf. resolve(ReferenceData refData)Methods in com.opengamma.strata.product.fx that return types with arguments of type ResolvedFxNdf Modifier and Type Method Description Class<? extends ResolvedFxNdf>ResolvedFxNdf.Meta. beanType()org.joda.beans.MetaProperty<ResolvedFxNdf>ResolvedFxNdfTrade.Meta. product()The meta-property for theproductproperty.Methods in com.opengamma.strata.product.fx with parameters of type ResolvedFxNdf Modifier and Type Method Description static ResolvedFxNdfTradeResolvedFxNdfTrade. of(TradeInfo info, ResolvedFxNdf product)Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.ResolvedFxNdfTrade.BuilderResolvedFxNdfTrade.Builder. product(ResolvedFxNdf product)Sets the resolved Non-Deliverable Forward (NDF) product.
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