com.opengamma.strata.pricer.fx

Class FxForwardSensitivity

java.lang.Object

com.opengamma.strata.pricer.fx.FxForwardSensitivity

All Implemented Interfaces:

FxConvertible<PointSensitivity>, PointSensitivity, PointSensitivityBuilder, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FxForwardSensitivity
extends Object
implements PointSensitivity, PointSensitivityBuilder, org.joda.beans.ImmutableBean, Serializable

Point sensitivity to a forward rate of an FX rate for a currency pair.

Holds the sensitivity to the curves associated with CurrencyPair at a reference date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	FxForwardSensitivity.Meta The meta-bean for FxForwardSensitivity.

Method Summary

Modifier and Type	Method and Description
MutablePointSensitivities	buildInto(MutablePointSensitivities combination)
FxForwardSensitivity	cloned()
int	compareKey(PointSensitivity other)
FxForwardSensitivity	convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
boolean	equals(Object obj)
Currency	getCurrency() Gets the currency of the sensitivity.
CurrencyPair	getCurrencyPair() Gets the currency pair for which the sensitivity is computed.
Currency	getReferenceCounterCurrency() Gets the currency counter to the reference currency.
Currency	getReferenceCurrency() Gets the reference currency.
LocalDate	getReferenceDate() Gets the date to query the rate for.
double	getSensitivity() Gets the value of the sensitivity.
int	hashCode()
FxForwardSensitivity	mapSensitivity(DoubleUnaryOperator operator)
static FxForwardSensitivity.Meta	meta() The meta-bean for FxForwardSensitivity.
FxForwardSensitivity.Meta	metaBean()
FxForwardSensitivity	multipliedBy(double factor)
FxForwardSensitivity	normalize()
static FxForwardSensitivity	of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, Currency sensitivityCurrency, double sensitivity) Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.
static FxForwardSensitivity	of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, double sensitivity) Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
String	toString()
FxForwardSensitivity	withCurrency(Currency currency)
FxForwardSensitivity	withSensitivity(double sensitivity)

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

build, combinedWith, none, of, of

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static FxForwardSensitivity of(CurrencyPair currencyPair,
                                      Currency referenceCurrency,
                                      LocalDate referenceDate,
                                      double sensitivity)

Obtains an instance from currency pair, reference currency, reference date and sensitivity value.

The sensitivity currency is defaulted to be a currency of the currency pair that is not the reference currency.

Parameters:

currencyPair - the currency pair

referenceCurrency - the reference currency

referenceDate - the reference date

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

of

public static FxForwardSensitivity of(CurrencyPair currencyPair,
                                      Currency referenceCurrency,
                                      LocalDate referenceDate,
                                      Currency sensitivityCurrency,
                                      double sensitivity)

Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.

Parameters:

currencyPair - the currency pair

referenceCurrency - the reference currency

referenceDate - the reference date

sensitivityCurrency - the currency of the sensitivity

sensitivity - the value of the sensitivity

Returns:

the point sensitivity object

getReferenceCounterCurrency

public Currency getReferenceCounterCurrency()

Gets the currency counter to the reference currency.

The currency pair contains two currencies. One is the reference currency. This method returns the other.

Returns:

the counter currency

withCurrency

public FxForwardSensitivity withCurrency(Currency currency)

Specified by:

withCurrency in interface PointSensitivity

Specified by:

withCurrency in interface PointSensitivityBuilder

withSensitivity

public FxForwardSensitivity withSensitivity(double sensitivity)

Specified by:

withSensitivity in interface PointSensitivity

compareKey

public int compareKey(PointSensitivity other)

Specified by:

compareKey in interface PointSensitivity

convertedTo

public FxForwardSensitivity convertedTo(Currency resultCurrency,
                                        FxRateProvider rateProvider)

Specified by:

convertedTo in interface FxConvertible<PointSensitivity>

Specified by:

convertedTo in interface PointSensitivity

multipliedBy

public FxForwardSensitivity multipliedBy(double factor)

Specified by:

multipliedBy in interface PointSensitivityBuilder

mapSensitivity

public FxForwardSensitivity mapSensitivity(DoubleUnaryOperator operator)

Specified by:

mapSensitivity in interface PointSensitivityBuilder

normalize

public FxForwardSensitivity normalize()

Specified by:

normalize in interface PointSensitivityBuilder

buildInto

public MutablePointSensitivities buildInto(MutablePointSensitivities combination)

Specified by:

buildInto in interface PointSensitivityBuilder

cloned

public FxForwardSensitivity cloned()

Specified by:

cloned in interface PointSensitivityBuilder

meta

public static FxForwardSensitivity.Meta meta()

The meta-bean for FxForwardSensitivity.

Returns:

the meta-bean, not null

metaBean

public FxForwardSensitivity.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getCurrencyPair

public CurrencyPair getCurrencyPair()

Gets the currency pair for which the sensitivity is computed.

Returns:

the value of the property, not null

getReferenceCurrency

public Currency getReferenceCurrency()

Gets the reference currency.

This is the base currency of the FX conversion that occurs using the currency pair. The reference currency must be one of the two currencies of the currency pair.

Returns:

the value of the property, not null

getReferenceDate

public LocalDate getReferenceDate()

Gets the date to query the rate for.

Returns:

the value of the property, not null

getCurrency

public Currency getCurrency()

Gets the currency of the sensitivity.

Specified by:

getCurrency in interface PointSensitivity

Returns:

the value of the property, not null

getSensitivity

public double getSensitivity()

Gets the value of the sensitivity. This is the amount that is converted from the base currency to the counter currency.

Specified by:

getSensitivity in interface PointSensitivity

Returns:

the value of the property

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object