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

Packages that use ResolvedFxSingleBarrierOption

Package	Description
com.opengamma.strata.pricer.fxopt	Calculators for FX options.
com.opengamma.strata.product.fxopt	Entity objects describing options in the foreign exchange market.

Uses of ResolvedFxSingleBarrierOption in com.opengamma.strata.pricer.fxopt

Methods in com.opengamma.strata.pricer.fxopt with parameters of type ResolvedFxSingleBarrierOption

Modifier and Type	Method	Description
MultiCurrencyAmount	BlackFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option product.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option product.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.currencyExposure(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData treeData)	Calculates the currency exposure of the FX barrier option product.
double	BlackFxSingleBarrierOptionProductPricer.delta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the delta of the FX barrier option product.
FxRate	BlackFxSingleBarrierOptionProductPricer.forwardFxRate(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider)	Calculates the forward exchange rate.
double	BlackFxSingleBarrierOptionProductPricer.gamma(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the gamma of the FX barrier option product.
double	BlackFxSingleBarrierOptionProductPricer.impliedVolatility(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the implied Black volatility of the FX barrier option product.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option product.
CurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option product.
CurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValue(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData treeData)	Calculates the present value of the FX barrier option product.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueDelta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the FX barrier option product.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueGamma(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value gamma of the FX barrier option product.
PointSensitivityBuilder	BlackFxSingleBarrierOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option product.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData baseTreeData)	Calculates the present value sensitivity of the FX barrier option product.
PointSensitivityBuilder	BlackFxSingleBarrierOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option product.
CurrencyAmount	BlackFxSingleBarrierOptionProductPricer.presentValueTheta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value theta of the FX barrier option product.
double	BlackFxSingleBarrierOptionProductPricer.price(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the price of the FX barrier option product.
double	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.price(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the price of the FX barrier option product.
double	ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer.price(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities, RecombiningTrinomialTreeData treeData)	Calculates the price of the FX barrier option product.
double	BlackFxSingleBarrierOptionProductPricer.theta(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the theta of the FX barrier option product.
double	BlackFxSingleBarrierOptionProductPricer.vega(ResolvedFxSingleBarrierOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the vega of the FX barrier option product.

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

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

Modifier and Type	Method	Description
ResolvedFxSingleBarrierOption	ResolvedFxSingleBarrierOptionTrade.getProduct()	Gets the resolved barrier FX option product.
static ResolvedFxSingleBarrierOption	ResolvedFxSingleBarrierOption.of(ResolvedFxVanillaOption underlyingOption, Barrier barrier)	Obtains FX single barrier option without rebate.
static ResolvedFxSingleBarrierOption	ResolvedFxSingleBarrierOption.of(ResolvedFxVanillaOption underlyingOption, Barrier barrier, CurrencyAmount rebate)	Obtains FX single barrier option with rebate.
ResolvedFxSingleBarrierOption	FxSingleBarrierOption.resolve(ReferenceData refData)

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

Modifier and Type	Method	Description
Class<? extends ResolvedFxSingleBarrierOption>	ResolvedFxSingleBarrierOption.Meta.beanType()
org.joda.beans.BeanBuilder<? extends ResolvedFxSingleBarrierOption>	ResolvedFxSingleBarrierOption.Meta.builder()
org.joda.beans.MetaProperty<ResolvedFxSingleBarrierOption>	ResolvedFxSingleBarrierOptionTrade.Meta.product()	The meta-property for the product property.

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

Modifier and Type	Method	Description
ResolvedFxSingleBarrierOptionTrade.Builder	ResolvedFxSingleBarrierOptionTrade.Builder.product(ResolvedFxSingleBarrierOption product)	Sets the resolved barrier FX option product.