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

Packages that use ResolvedFxSingleBarrierOptionTrade

Package	Description
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
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 ResolvedFxSingleBarrierOptionTrade in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt with parameters of type ResolvedFxSingleBarrierOptionTrade

Modifier and Type	Method	Description
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates currency exposure across one or more scenarios.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates currency exposure for a single set of market data.
CurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates current cash across one or more scenarios.
CurrencyAmount	FxSingleBarrierOptionTradeCalculations.currentCash(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates current cash for a single set of market data.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value across one or more scenarios.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
MultiCurrencyScenarioArray	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity across one or more scenarios.
MultiCurrencyAmount	FxSingleBarrierOptionTradeCalculations.pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value sensitivity for a single set of market data.
ScenarioArray<CurrencyParameterSensitivities>	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesMarketDataLookup ratesLookup, FxOptionMarketDataLookup fxLookup, ScenarioMarketData marketData, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity across one or more scenarios.
CurrencyParameterSensitivities	FxSingleBarrierOptionTradeCalculations.vegaMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, FxOptionVolatilities volatilities, FxSingleBarrierOptionMethod method)	Calculates present value vega sensitivity for a single set of market data.

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

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

Modifier and Type	Method	Description
MultiCurrencyAmount	BlackFxSingleBarrierOptionTradePricer.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option trade.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.currencyExposure(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the FX barrier option trade.
CurrencyAmount	BlackFxSingleBarrierOptionTradePricer.currentCash(ResolvedFxSingleBarrierOptionTrade trade, LocalDate valuationDate)	Calculates the current of the FX barrier option trade.
CurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.currentCash(ResolvedFxSingleBarrierOptionTrade trade, LocalDate valuationDate)	Calculates the current of the FX barrier option trade.
FxRate	BlackFxSingleBarrierOptionTradePricer.forwardFxRate(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider)	Calculates the forward exchange rate.
double	BlackFxSingleBarrierOptionTradePricer.impliedVolatility(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the implied Black volatility of the FX barrier option trade.
MultiCurrencyAmount	BlackFxSingleBarrierOptionTradePricer.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option trade.
MultiCurrencyAmount	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.presentValue(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the FX barrier option trade.
PointSensitivities	BlackFxSingleBarrierOptionTradePricer.presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
CurrencyParameterSensitivities	ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer.presentValueSensitivityRates(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option trade.
PointSensitivities	BlackFxSingleBarrierOptionTradePricer.presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOptionTrade trade, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the FX barrier option trade.

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

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

Modifier and Type	Method	Description
ResolvedFxSingleBarrierOptionTrade	ResolvedFxSingleBarrierOptionTrade.Builder.build()
ResolvedFxSingleBarrierOptionTrade	FxSingleBarrierOptionTrade.resolve(ReferenceData refData)

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

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