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 MultiCurrencyAmount
DiscountingFxNdfProductPricer. currencyExposure(ResolvedFxNdf ndf, RatesProvider provider)
Calculates the currency exposure by discounting each payment in its own currency.CurrencyAmount
DiscountingFxNdfProductPricer. currentCash(ResolvedFxNdf ndf, RatesProvider provider)
Calculates the current cash of the NDF product.FxRate
DiscountingFxNdfProductPricer. forwardFxRate(ResolvedFxNdf ndf, RatesProvider provider)
Calculates the forward exchange rate.CurrencyAmount
DiscountingFxNdfProductPricer. presentValue(ResolvedFxNdf ndf, RatesProvider provider)
Calculates the present value of the NDF product.PointSensitivities
DiscountingFxNdfProductPricer. 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 ResolvedFxNdf
ResolvedFxNdf.Builder. build()
ResolvedFxNdf
ResolvedFxNdfTrade. getProduct()
Gets the resolved Non-Deliverable Forward (NDF) product.ResolvedFxNdf
FxNdf. 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 theproduct
property.Methods in com.opengamma.strata.product.fx with parameters of type ResolvedFxNdf Modifier and Type Method Description static ResolvedFxNdfTrade
ResolvedFxNdfTrade. of(TradeInfo info, ResolvedFxNdf product)
Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.ResolvedFxNdfTrade.Builder
ResolvedFxNdfTrade.Builder. product(ResolvedFxNdf product)
Sets the resolved Non-Deliverable Forward (NDF) product.
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