Uses of Class
com.opengamma.strata.product.fx.ResolvedFxSwap
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Packages that use ResolvedFxSwap 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 ResolvedFxSwap in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx with parameters of type ResolvedFxSwap Modifier and Type Method Description MultiCurrencyAmount
DiscountingFxSwapProductPricer. currencyExposure(ResolvedFxSwap product, RatesProvider provider)
Calculates the currency exposure of the FX swap product.MultiCurrencyAmount
DiscountingFxSwapProductPricer. currentCash(ResolvedFxSwap swap, LocalDate valuationDate)
Calculates the current cash of the FX swap product.double
DiscountingFxSwapProductPricer. parSpread(ResolvedFxSwap swap, RatesProvider provider)
Calculates the par spread.PointSensitivities
DiscountingFxSwapProductPricer. parSpreadSensitivity(ResolvedFxSwap swap, RatesProvider provider)
Calculates the par spread sensitivity to the curves.MultiCurrencyAmount
DiscountingFxSwapProductPricer. presentValue(ResolvedFxSwap swap, RatesProvider provider)
Calculates the present value of the FX swap product.PointSensitivities
DiscountingFxSwapProductPricer. presentValueSensitivity(ResolvedFxSwap swap, RatesProvider provider)
Calculates the present value sensitivity of the FX swap product. -
Uses of ResolvedFxSwap in com.opengamma.strata.product.fx
Methods in com.opengamma.strata.product.fx that return ResolvedFxSwap Modifier and Type Method Description ResolvedFxSwap
ResolvedFxSwapTrade. getProduct()
Gets the resolved FX swap product.static ResolvedFxSwap
ResolvedFxSwap. of(ResolvedFxSingle nearLeg, ResolvedFxSingle farLeg)
Creates aResolvedFxSwap
from two legs.static ResolvedFxSwap
ResolvedFxSwap. ofForwardPoints(CurrencyAmount amountCurrency1, Currency currency2, double nearFxRate, double forwardPoints, LocalDate nearDate, LocalDate farDate)
Creates aResolvedFxSwap
using forward points.ResolvedFxSwap
FxSwap. resolve(ReferenceData refData)
Methods in com.opengamma.strata.product.fx that return types with arguments of type ResolvedFxSwap Modifier and Type Method Description Class<? extends ResolvedFxSwap>
ResolvedFxSwap.Meta. beanType()
org.joda.beans.BeanBuilder<? extends ResolvedFxSwap>
ResolvedFxSwap.Meta. builder()
org.joda.beans.MetaProperty<ResolvedFxSwap>
ResolvedFxSwapTrade.Meta. product()
The meta-property for theproduct
property.Methods in com.opengamma.strata.product.fx with parameters of type ResolvedFxSwap Modifier and Type Method Description static ResolvedFxSwapTrade
ResolvedFxSwapTrade. of(TradeInfo info, ResolvedFxSwap product)
Obtains an instance of a resolved FX swap trade.ResolvedFxSwapTrade.Builder
ResolvedFxSwapTrade.Builder. product(ResolvedFxSwap product)
Sets the resolved FX swap product.
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