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

Packages that use ResolvedFxNdfTrade

Package	Description
com.opengamma.strata.measure.fx	Calculation functions for FX products.
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.

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

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

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	FxNdfTradeCalculations.currencyExposure(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	FxNdfTradeCalculations.currencyExposure(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates currency exposure for a single set of market data.
CurrencyScenarioArray	FxNdfTradeCalculations.currentCash(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates current cash across one or more scenarios.
CurrencyAmount	FxNdfTradeCalculations.currentCash(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates current cash for a single set of market data.
ScenarioArray<FxRate>	FxNdfTradeCalculations.forwardFxRate(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates the forward FX rate across one or more scenarios.
FxRate	FxNdfTradeCalculations.forwardFxRate(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates the forward FX rate for a single set of market data.
CurrencyScenarioArray	FxNdfTradeCalculations.presentValue(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value across one or more scenarios.
CurrencyAmount	FxNdfTradeCalculations.presentValue(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FxNdfTradeCalculations.pv01CalibratedBucketed(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FxNdfTradeCalculations.pv01CalibratedBucketed(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	FxNdfTradeCalculations.pv01CalibratedSum(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	FxNdfTradeCalculations.pv01CalibratedSum(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FxNdfTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FxNdfTradeCalculations.pv01MarketQuoteBucketed(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	FxNdfTradeCalculations.pv01MarketQuoteSum(ResolvedFxNdfTrade trade, RatesMarketDataLookup lookup, ScenarioMarketData marketData)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	FxNdfTradeCalculations.pv01MarketQuoteSum(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)	Calculates present value sensitivity for a single set of market data.

Uses of ResolvedFxNdfTrade in com.opengamma.strata.pricer.fx

Methods in com.opengamma.strata.pricer.fx with parameters of type ResolvedFxNdfTrade

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingFxNdfTradePricer.currencyExposure(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
CurrencyAmount	DiscountingFxNdfTradePricer.currentCash(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
FxRate	DiscountingFxNdfTradePricer.forwardFxRate(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the forward exchange rate.
CurrencyAmount	DiscountingFxNdfTradePricer.presentValue(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the present value of the trade.
PointSensitivities	DiscountingFxNdfTradePricer.presentValueSensitivity(ResolvedFxNdfTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.

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

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

Modifier and Type	Method	Description
ResolvedFxNdfTrade	ResolvedFxNdfTrade.Builder.build()
static ResolvedFxNdfTrade	ResolvedFxNdfTrade.of(TradeInfo info, ResolvedFxNdf product)	Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.
ResolvedFxNdfTrade	FxNdfTrade.resolve(ReferenceData refData)

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

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