Package com.opengamma.strata.pricer.fx

Calculators for FX instruments, such as FX forward and FX swap.

See: Description

Interface Summary

Interface	Description
FxForwardRates	Provides access to rates for a currency pair.
FxIndexRates	Provides access to rates for an FX index.

Class Summary

Class	Description
DiscountFxForwardRates	Provides access to discount factors for currencies.
DiscountFxForwardRates.Meta	The meta-bean for DiscountFxForwardRates.
DiscountingFxNdfProductPricer	Pricer for FX non-deliverable forward (NDF) products.
DiscountingFxNdfTradePricer	Pricer for FX non-deliverable forward (NDF) trades.
DiscountingFxSingleProductPricer	Pricer for foreign exchange transaction products.
DiscountingFxSingleTradePricer	Pricer for foreign exchange transaction trades.
DiscountingFxSwapProductPricer	Pricer for foreign exchange swap transaction products.
DiscountingFxSwapTradePricer	Pricer for foreign exchange swap transaction trades.
ForwardFxIndexRates	Provides access to rates for an FX index.
ForwardFxIndexRates.Meta	The meta-bean for ForwardFxIndexRates.
FxForwardSensitivity	Point sensitivity to a forward rate of an FX rate for a currency pair.
FxForwardSensitivity.Meta	The meta-bean for FxForwardSensitivity.
FxIndexSensitivity	Point sensitivity to a forward rate of an FX rate for an FX index.
FxIndexSensitivity.Meta	The meta-bean for FxIndexSensitivity.

Package com.opengamma.strata.pricer.fx Description

Calculators for FX instruments, such as FX forward and FX swap.