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

Packages that use ResolvedFxSwapTrade

Package	Description
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.
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 ResolvedFxSwapTrade in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return ResolvedFxSwapTrade

Modifier and Type	Method	Description
ResolvedFxSwapTrade	FxSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedFxSwapTrade	FxSwapCurveNode.sampleResolvedTrade(LocalDate valuationDate, FxRateProvider fxProvider, ReferenceData refData)

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

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

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

Uses of ResolvedFxSwapTrade in com.opengamma.strata.pricer.curve

Fields in com.opengamma.strata.pricer.curve with type parameters of type ResolvedFxSwapTrade

Modifier and Type	Field	Description
static TradeCalibrationMeasure<ResolvedFxSwapTrade>	TradeCalibrationMeasure.FX_SWAP_PAR_SPREAD	The calibrator for ResolvedFxSwapTrade using par spread discounting.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	DiscountingFxSwapTradePricer.currencyExposure(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the currency exposure by discounting each payment in its own currency.
MultiCurrencyAmount	DiscountingFxSwapTradePricer.currentCash(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the current cash of the trade.
double	DiscountingFxSwapTradePricer.parSpread(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the par spread.
PointSensitivities	DiscountingFxSwapTradePricer.parSpreadSensitivity(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the par spread sensitivity to the curves.
MultiCurrencyAmount	DiscountingFxSwapTradePricer.presentValue(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the present value of the trade.
PointSensitivities	DiscountingFxSwapTradePricer.presentValueSensitivity(ResolvedFxSwapTrade trade, RatesProvider provider)	Calculates the present value curve sensitivity of the trade.

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

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

Modifier and Type	Method	Description
ResolvedFxSwapTrade	ResolvedFxSwapTrade.Builder.build()
static ResolvedFxSwapTrade	ResolvedFxSwapTrade.of(TradeInfo info, ResolvedFxSwap product)	Obtains an instance of a resolved FX swap trade.
ResolvedFxSwapTrade	FxSwapTrade.resolve(ReferenceData refData)

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

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