Uses of Class
com.opengamma.strata.product.fx.ResolvedFxSingle
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Packages that use ResolvedFxSingle 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.com.opengamma.strata.product.fxopt Entity objects describing options in the foreign exchange market. -
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Uses of ResolvedFxSingle in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx with parameters of type ResolvedFxSingle Modifier and Type Method Description MultiCurrencyAmount
DiscountingFxSingleProductPricer. currencyExposure(ResolvedFxSingle product, RatesProvider provider)
Calculates the currency exposure by discounting each payment in its own currency.MultiCurrencyAmount
DiscountingFxSingleProductPricer. currentCash(ResolvedFxSingle fx, LocalDate valuationDate)
Calculates the current cash.FxRate
DiscountingFxSingleProductPricer. forwardFxRate(ResolvedFxSingle fx, RatesProvider provider)
Calculates the forward exchange rate.PointSensitivityBuilder
DiscountingFxSingleProductPricer. forwardFxRatePointSensitivity(ResolvedFxSingle fx, RatesProvider provider)
Calculates the forward exchange rate point sensitivity.double
DiscountingFxSingleProductPricer. forwardFxRateSpotSensitivity(ResolvedFxSingle fx, RatesProvider provider)
Calculates the sensitivity of the forward exchange rate to the spot rate.double
DiscountingFxSingleProductPricer. parSpread(ResolvedFxSingle fx, RatesProvider provider)
Calculates the par spread.MultiCurrencyAmount
DiscountingFxSingleProductPricer. presentValue(ResolvedFxSingle fx, RatesProvider provider)
Calculates the present value of the FX product by discounting each payment in its own currency.PointSensitivities
DiscountingFxSingleProductPricer. presentValueSensitivity(ResolvedFxSingle fx, RatesProvider provider)
Calculates the present value curve sensitivity of the FX product. -
Uses of ResolvedFxSingle in com.opengamma.strata.product.fx
Methods in com.opengamma.strata.product.fx that return ResolvedFxSingle Modifier and Type Method Description ResolvedFxSingle
ResolvedFxSwap. getFarLeg()
Gets the foreign exchange transaction at the later date.ResolvedFxSingle
ResolvedFxSwap. getNearLeg()
Gets the foreign exchange transaction at the earlier date.ResolvedFxSingle
ResolvedFxSingleTrade. getProduct()
Gets the resolved single FX product.ResolvedFxSingle
ResolvedFxSingle. inverse()
Returns the inverse transaction.static ResolvedFxSingle
ResolvedFxSingle. of(CurrencyAmount amount1, CurrencyAmount amount2, LocalDate valueDate)
Creates anResolvedFxSingle
from two amounts and the value date.static ResolvedFxSingle
ResolvedFxSingle. of(CurrencyAmount amountCurrency1, FxRate fxRate, LocalDate paymentDate)
Creates anResolvedFxSingle
using a rate.static ResolvedFxSingle
ResolvedFxSingle. of(Payment payment1, Payment payment2)
Creates anResolvedFxSingle
from two equivalent payments in different currencies.ResolvedFxSingle
FxSingle. resolve(ReferenceData refData)
Methods in com.opengamma.strata.product.fx that return types with arguments of type ResolvedFxSingle Modifier and Type Method Description Class<? extends ResolvedFxSingle>
ResolvedFxSingle.Meta. beanType()
org.joda.beans.BeanBuilder<? extends ResolvedFxSingle>
ResolvedFxSingle.Meta. builder()
org.joda.beans.MetaProperty<ResolvedFxSingle>
ResolvedFxSwap.Meta. farLeg()
The meta-property for thefarLeg
property.org.joda.beans.MetaProperty<ResolvedFxSingle>
ResolvedFxSwap.Meta. nearLeg()
The meta-property for thenearLeg
property.org.joda.beans.MetaProperty<ResolvedFxSingle>
ResolvedFxSingleTrade.Meta. product()
The meta-property for theproduct
property.Methods in com.opengamma.strata.product.fx with parameters of type ResolvedFxSingle Modifier and Type Method Description static ResolvedFxSingleTrade
ResolvedFxSingleTrade. of(TradeInfo info, ResolvedFxSingle product)
Obtains an instance of a resolved single FX trade.static ResolvedFxSwap
ResolvedFxSwap. of(ResolvedFxSingle nearLeg, ResolvedFxSingle farLeg)
Creates aResolvedFxSwap
from two legs.ResolvedFxSingleTrade.Builder
ResolvedFxSingleTrade.Builder. product(ResolvedFxSingle product)
Sets the resolved single FX product. -
Uses of ResolvedFxSingle in com.opengamma.strata.product.fxopt
Methods in com.opengamma.strata.product.fxopt that return ResolvedFxSingle Modifier and Type Method Description ResolvedFxSingle
ResolvedFxVanillaOption. getUnderlying()
Gets the underlying foreign exchange transaction.Methods in com.opengamma.strata.product.fxopt that return types with arguments of type ResolvedFxSingle Modifier and Type Method Description org.joda.beans.MetaProperty<ResolvedFxSingle>
ResolvedFxVanillaOption.Meta. underlying()
The meta-property for theunderlying
property.Methods in com.opengamma.strata.product.fxopt with parameters of type ResolvedFxSingle Modifier and Type Method Description ResolvedFxVanillaOption.Builder
ResolvedFxVanillaOption.Builder. underlying(ResolvedFxSingle underlying)
Sets the underlying foreign exchange transaction.
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