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

Packages that use ResolvedFxSingleTrade

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 ResolvedFxSingleTrade in com.opengamma.strata.measure.fx

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

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

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingFxSingleTradePricer.currencyExposure(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSingleTradePricer.currentCash(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
FxRate	DiscountingFxSingleTradePricer.forwardFxRate(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the forward exchange rate.
PointSensitivities	DiscountingFxSingleTradePricer.forwardFxRatePointSensitivity(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the forward exchange rate point sensitivity.
double	DiscountingFxSingleTradePricer.forwardFxRateSpotSensitivity(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the sensitivity of the forward exchange rate to the spot rate.
double	DiscountingFxSingleTradePricer.parSpread(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the par spread.
MultiCurrencyAmount	DiscountingFxSingleTradePricer.presentValue(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the present value of the trade.
PointSensitivities	DiscountingFxSingleTradePricer.presentValueSensitivity(ResolvedFxSingleTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.

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

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

Modifier and Type	Method	Description
ResolvedFxSingleTrade	ResolvedFxSingleTrade.Builder.build()
static ResolvedFxSingleTrade	ResolvedFxSingleTrade.of(TradeInfo info, ResolvedFxSingle product)	Obtains an instance of a resolved single FX trade.
ResolvedFxSingleTrade	FxSingleTrade.resolve(ReferenceData refData)

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

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