| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| com.opengamma.strata.pricer.rate |
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
|
| Class and 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. |
| FxForwardRates
Provides access to rates for a currency pair.
|
| FxForwardSensitivity
Point sensitivity to a forward rate of an FX rate for a currency pair.
|
| FxForwardSensitivity.Meta
The meta-bean for
FxForwardSensitivity. |
| FxIndexRates
Provides access to rates for an FX index.
|
| FxIndexSensitivity
Point sensitivity to a forward rate of an FX rate for an FX index.
|
| FxIndexSensitivity.Meta
The meta-bean for
FxIndexSensitivity. |
| Class and Description |
|---|
| DiscountingFxSingleProductPricer
Pricer for foreign exchange transaction products.
|
| Class and Description |
|---|
| FxForwardRates
Provides access to rates for a currency pair.
|
| FxIndexRates
Provides access to rates for an FX index.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.