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 MultiCurrencyAmountDiscountingFxSwapProductPricer. currencyExposure(ResolvedFxSwap product, RatesProvider provider)Calculates the currency exposure of the FX swap product.MultiCurrencyAmountDiscountingFxSwapProductPricer. currentCash(ResolvedFxSwap swap, LocalDate valuationDate)Calculates the current cash of the FX swap product.doubleDiscountingFxSwapProductPricer. parSpread(ResolvedFxSwap swap, RatesProvider provider)Calculates the par spread.PointSensitivitiesDiscountingFxSwapProductPricer. parSpreadSensitivity(ResolvedFxSwap swap, RatesProvider provider)Calculates the par spread sensitivity to the curves.MultiCurrencyAmountDiscountingFxSwapProductPricer. presentValue(ResolvedFxSwap swap, RatesProvider provider)Calculates the present value of the FX swap product.PointSensitivitiesDiscountingFxSwapProductPricer. 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 ResolvedFxSwapResolvedFxSwapTrade. getProduct()Gets the resolved FX swap product.static ResolvedFxSwapResolvedFxSwap. of(ResolvedFxSingle nearLeg, ResolvedFxSingle farLeg)Creates aResolvedFxSwapfrom two legs.static ResolvedFxSwapResolvedFxSwap. ofForwardPoints(CurrencyAmount amountCurrency1, Currency currency2, double nearFxRate, double forwardPoints, LocalDate nearDate, LocalDate farDate)Creates aResolvedFxSwapusing forward points.ResolvedFxSwapFxSwap. 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 theproductproperty.Methods in com.opengamma.strata.product.fx with parameters of type ResolvedFxSwap Modifier and Type Method Description static ResolvedFxSwapTradeResolvedFxSwapTrade. of(TradeInfo info, ResolvedFxSwap product)Obtains an instance of a resolved FX swap trade.ResolvedFxSwapTrade.BuilderResolvedFxSwapTrade.Builder. product(ResolvedFxSwap product)Sets the resolved FX swap product.
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