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

Packages that use ResolvedFxVanillaOption

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 ResolvedFxVanillaOption in com.opengamma.strata.pricer.fxopt

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

Modifier and Type	Method	Description
RecombiningTrinomialTreeData	ImpliedTrinomialTreeFxOptionCalibrator.calibrateTrinomialTree(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calibrate trinomial tree to Black volatilities by using a vanilla option.
MultiCurrencyAmount	BlackFxVanillaOptionProductPricer.currencyExposure(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the currency exposure of the foreign exchange vanilla option product.
MultiCurrencyAmount	VannaVolgaFxVanillaOptionProductPricer.currencyExposure(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the currency exposure of the foreign exchange vanilla option product.
double	BlackFxVanillaOptionProductPricer.delta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the delta of the foreign exchange vanilla option product.
FxRate	BlackFxVanillaOptionProductPricer.forwardFxRate(ResolvedFxVanillaOption option, RatesProvider ratesProvider)	Calculates the forward exchange rate.
double	BlackFxVanillaOptionProductPricer.gamma(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the gamma of the foreign exchange vanilla option product.
double	BlackFxVanillaOptionProductPricer.impliedVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the implied Black volatility of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValue(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value of the foreign exchange vanilla option product.
CurrencyAmount	VannaVolgaFxVanillaOptionProductPricer.presentValue(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueDelta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueGamma(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value delta of the foreign exchange vanilla option product.
PointSensitivityBuilder	BlackFxVanillaOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Computes the present value sensitivity to the black volatility used in the pricing.
PointSensitivityBuilder	VannaVolgaFxVanillaOptionProductPricer.presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Computes the present value sensitivity to the black volatilities used in the pricing.
PointSensitivities	BlackFxVanillaOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value sensitivity of the foreign exchange vanilla option product.
PointSensitivityBuilder	VannaVolgaFxVanillaOptionProductPricer.presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the present value sensitivity of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueTheta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value theta of the foreign exchange vanilla option product.
CurrencyAmount	BlackFxVanillaOptionProductPricer.presentValueVega(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the present value vega of the foreign exchange vanilla option product.
double	BlackFxVanillaOptionProductPricer.price(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the price of the foreign exchange vanilla option product.
double	VannaVolgaFxVanillaOptionProductPricer.price(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionSmileVolatilities volatilities)	Calculates the price of the foreign exchange vanilla option product.
double	BlackFxVanillaOptionProductPricer.theta(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the Black theta of the foreign exchange vanilla option product.
double	BlackFxVanillaOptionProductPricer.vega(ResolvedFxVanillaOption option, RatesProvider ratesProvider, BlackFxOptionVolatilities volatilities)	Calculates the vega of the foreign exchange vanilla option product.

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

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

Modifier and Type	Method	Description
ResolvedFxVanillaOption	ResolvedFxVanillaOption.Builder.build()
ResolvedFxVanillaOption	ResolvedFxVanillaOptionTrade.getProduct()	Gets the resolved vanilla FX option product.
ResolvedFxVanillaOption	ResolvedFxSingleBarrierOption.getUnderlyingOption()	Gets the underlying FX vanilla option.
ResolvedFxVanillaOption	FxVanillaOption.resolve(ReferenceData refData)

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

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

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

Modifier and Type	Method	Description
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.
ResolvedFxVanillaOptionTrade.Builder	ResolvedFxVanillaOptionTrade.Builder.product(ResolvedFxVanillaOption product)	Sets the resolved vanilla FX option product.