| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
|
| Modifier and Type | Method and Description |
|---|---|
static ForwardFxIndexRates |
ForwardFxIndexRates.of(FxIndex index,
FxForwardRates fxForwardRates)
Obtains an instance based on discount factors with no historic fixings.
|
static ForwardFxIndexRates |
ForwardFxIndexRates.of(FxIndex index,
FxForwardRates fxForwardRates,
LocalDateDoubleTimeSeries fixings)
Obtains an instance based on discount factors and historic fixings.
|
ForwardFxIndexRates |
ForwardFxIndexRates.withFxForwardRates(FxForwardRates fxForwardRates)
Returns a new instance with different FX forward rates.
|
ForwardFxIndexRates |
ForwardFxIndexRates.withParameter(int parameterIndex,
double newValue) |
ForwardFxIndexRates |
ForwardFxIndexRates.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends ForwardFxIndexRates> |
ForwardFxIndexRates.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends ForwardFxIndexRates> |
ForwardFxIndexRates.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.