| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
|
| Modifier and Type | Method and Description |
|---|---|
FxForwardSensitivity |
FxForwardSensitivity.cloned() |
FxForwardSensitivity |
FxForwardSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
FxForwardSensitivity |
FxForwardSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
FxForwardSensitivity |
FxForwardSensitivity.multipliedBy(double factor) |
FxForwardSensitivity |
FxForwardSensitivity.normalize() |
static FxForwardSensitivity |
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 |
FxForwardSensitivity.of(CurrencyPair currencyPair,
Currency referenceCurrency,
LocalDate referenceDate,
double sensitivity)
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
|
FxForwardSensitivity |
FxIndexSensitivity.toFxForwardSensitivity()
Converts this sensitivity to an
FxForwardSensitivity. |
FxForwardSensitivity |
FxForwardSensitivity.withCurrency(Currency currency) |
FxForwardSensitivity |
FxForwardSensitivity.withSensitivity(double sensitivity) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxForwardSensitivity> |
FxForwardSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends FxForwardSensitivity> |
FxForwardSensitivity.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
MultiCurrencyAmount |
FxForwardRates.currencyExposure(FxForwardSensitivity pointSensitivity)
Calculates the currency exposure from the point sensitivity.
|
MultiCurrencyAmount |
DiscountFxForwardRates.currencyExposure(FxForwardSensitivity pointSensitivity) |
CurrencyParameterSensitivities |
FxForwardRates.parameterSensitivity(FxForwardSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.
|
CurrencyParameterSensitivities |
DiscountFxForwardRates.parameterSensitivity(FxForwardSensitivity pointSensitivity) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.