| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
|
| com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ForwardFxIndexRates
Provides access to rates for an FX index.
|
| Modifier and Type | Method and Description |
|---|---|
FxIndexRates |
FxIndexRates.withParameter(int parameterIndex,
double newValue) |
FxIndexRates |
FxIndexRates.withPerturbation(ParameterPerturbation perturbation) |
| Modifier and Type | Method and Description |
|---|---|
FxIndexRates |
RatesProvider.fxIndexRates(FxIndex index)
Gets the rates for an FX index.
|
FxIndexRates |
ImmutableRatesProvider.fxIndexRates(FxIndex index) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.