Package | Description |
---|---|
com.opengamma.strata.pricer.fx |
Calculators for FX instruments, such as FX forward and FX swap.
|
Modifier and Type | Method and Description |
---|---|
FxIndexSensitivity |
FxIndexSensitivity.cloned() |
FxIndexSensitivity |
FxIndexSensitivity.convertedTo(Currency resultCurrency,
FxRateProvider rateProvider) |
FxIndexSensitivity |
FxIndexSensitivity.mapSensitivity(DoubleUnaryOperator operator) |
FxIndexSensitivity |
FxIndexSensitivity.multipliedBy(double factor) |
FxIndexSensitivity |
FxIndexSensitivity.normalize() |
static FxIndexSensitivity |
FxIndexSensitivity.of(FxIndexObservation observation,
Currency referenceCurrency,
Currency sensitivityCurrency,
double sensitivity)
Obtains an instance from the observation, reference currency and sensitivity value,
specifying the currency of the value.
|
static FxIndexSensitivity |
FxIndexSensitivity.of(FxIndexObservation observation,
Currency referenceCurrency,
double sensitivity)
Obtains an instance from the observation, reference currency and sensitivity value.
|
FxIndexSensitivity |
FxIndexSensitivity.withCurrency(Currency currency) |
FxIndexSensitivity |
FxIndexSensitivity.withSensitivity(double sensitivity) |
Modifier and Type | Method and Description |
---|---|
Class<? extends FxIndexSensitivity> |
FxIndexSensitivity.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends FxIndexSensitivity> |
FxIndexSensitivity.Meta.builder() |
Modifier and Type | Method and Description |
---|---|
MultiCurrencyAmount |
FxIndexRates.currencyExposure(FxIndexSensitivity pointSensitivity)
Calculates the currency exposure from the point sensitivity.
|
MultiCurrencyAmount |
ForwardFxIndexRates.currencyExposure(FxIndexSensitivity pointSensitivity) |
CurrencyParameterSensitivities |
FxIndexRates.parameterSensitivity(FxIndexSensitivity pointSensitivity)
Calculates the parameter sensitivity from the point sensitivity.
|
CurrencyParameterSensitivities |
ForwardFxIndexRates.parameterSensitivity(FxIndexSensitivity pointSensitivity) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.