| Package | Description |
|---|---|
| com.opengamma.strata.pricer.fxopt |
Calculators for FX options.
|
| Modifier and Type | Method and Description |
|---|---|
FxOptionSensitivity |
FxOptionSensitivity.cloned() |
FxOptionSensitivity |
FxOptionSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
FxOptionSensitivity |
FxOptionSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
FxOptionSensitivity |
FxOptionSensitivity.multipliedBy(double factor) |
FxOptionSensitivity |
FxOptionSensitivity.normalize() |
static FxOptionSensitivity |
FxOptionSensitivity.of(FxOptionVolatilitiesName volatilitiesName,
CurrencyPair currencyPair,
double expiry,
double strike,
double forward,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance, specifying sensitivity currency.
|
FxOptionSensitivity |
FxOptionSensitivity.withCurrency(Currency currency) |
FxOptionSensitivity |
FxOptionSensitivity.withSensitivity(double sensitivity) |
| Modifier and Type | Method and Description |
|---|---|
Class<? extends FxOptionSensitivity> |
FxOptionSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends FxOptionSensitivity> |
FxOptionSensitivity.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.