Uses of Class
com.opengamma.strata.product.fxopt.FxVanillaOption

Packages that use FxVanillaOption

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.product.fxopt	Entity objects describing options in the foreign exchange market.

Uses of FxVanillaOption in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv with parameters of type FxVanillaOption

Modifier and Type	Method	Description
static void	CsvWriterUtils.writeFxVanillaOption(CsvOutput.CsvRowOutputWithHeaders csv, FxVanillaOption product)	Write a FxVanillaOption to CSV

Uses of FxVanillaOption in com.opengamma.strata.product.fxopt

Methods in com.opengamma.strata.product.fxopt that return FxVanillaOption

Modifier and Type	Method	Description
FxVanillaOption	FxVanillaOption.Builder.build()
FxVanillaOption	FxVanillaOptionTrade.getProduct()	Gets the FX option product that was agreed when the trade occurred.
FxVanillaOption	FxSingleBarrierOption.getUnderlyingOption()	Gets the underlying FX vanilla option.
static FxVanillaOption	FxVanillaOption.of(LongShort longShort, ZonedDateTime expiry, CurrencyPair currencyPair, PutCall putCall, double strike, double baseNotional, LocalDate paymentDate)	Creates an equivalent FxVanillaOption using currency pair, option expiry, call/put flag, strike, base currency notional, and underlying payment date.

Methods in com.opengamma.strata.product.fxopt that return types with arguments of type FxVanillaOption

Modifier and Type	Method	Description
Class<? extends FxVanillaOption>	FxVanillaOption.Meta.beanType()
org.joda.beans.MetaProperty<FxVanillaOption>	FxVanillaOptionTrade.Meta.product()	The meta-property for the product property.
org.joda.beans.MetaProperty<FxVanillaOption>	FxSingleBarrierOption.Meta.underlyingOption()	The meta-property for the underlyingOption property.

Methods in com.opengamma.strata.product.fxopt with parameters of type FxVanillaOption

Modifier and Type	Method	Description
static FxSingleBarrierOption	FxSingleBarrierOption.of(FxVanillaOption underlyingOption, Barrier barrier)	Obtains FX single barrier option without rebate.
static FxSingleBarrierOption	FxSingleBarrierOption.of(FxVanillaOption underlyingOption, Barrier barrier, CurrencyAmount rebate)	Obtains FX single barrier option with rebate.
FxVanillaOptionTrade.Builder	FxVanillaOptionTrade.Builder.product(FxVanillaOption product)	Sets the FX option product that was agreed when the trade occurred.
FxSingleBarrierOption.Builder	FxSingleBarrierOption.Builder.underlyingOption(FxVanillaOption underlyingOption)	Sets the underlying FX vanilla option.