Package | Description |
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com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
|
Modifier and Type | Method and Description |
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static DiscountFxForwardRates |
DiscountFxForwardRates.of(CurrencyPair currencyPair,
FxRateProvider fxRateProvider,
DiscountFactors baseCurrencyFactors,
DiscountFactors counterCurrencyFactors)
Obtains an instance based on two discount factors, one for each currency.
|
DiscountFxForwardRates |
DiscountFxForwardRates.withDiscountFactors(DiscountFactors baseCurrencyFactors,
DiscountFactors counterCurrencyFactors)
Returns a new instance with different discount factors.
|
DiscountFxForwardRates |
DiscountFxForwardRates.withParameter(int parameterIndex,
double newValue) |
DiscountFxForwardRates |
DiscountFxForwardRates.withPerturbation(ParameterPerturbation perturbation) |
Modifier and Type | Method and Description |
---|---|
Class<? extends DiscountFxForwardRates> |
DiscountFxForwardRates.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends DiscountFxForwardRates> |
DiscountFxForwardRates.Meta.builder() |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.