Package | Description |
---|---|
com.opengamma.strata.product.fxopt |
Entity objects describing options in the foreign exchange market.
|
Class and Description |
---|
FxSingleBarrierOption
FX (European) single barrier option.
|
FxSingleBarrierOption.Builder
The bean-builder for
FxSingleBarrierOption . |
FxSingleBarrierOption.Meta
The meta-bean for
FxSingleBarrierOption . |
FxSingleBarrierOptionTrade
A trade in an FX single barrier option.
|
FxSingleBarrierOptionTrade.Builder
The bean-builder for
FxSingleBarrierOptionTrade . |
FxSingleBarrierOptionTrade.Meta
The meta-bean for
FxSingleBarrierOptionTrade . |
FxVanillaOption
A vanilla FX option.
|
FxVanillaOption.Builder
The bean-builder for
FxVanillaOption . |
FxVanillaOption.Meta
The meta-bean for
FxVanillaOption . |
FxVanillaOptionTrade
A trade in a vanilla FX option.
|
FxVanillaOptionTrade.Builder
The bean-builder for
FxVanillaOptionTrade . |
FxVanillaOptionTrade.Meta
The meta-bean for
FxVanillaOptionTrade . |
ResolvedFxSingleBarrierOption
Resolved FX (European) single barrier option.
|
ResolvedFxSingleBarrierOption.Meta
The meta-bean for
ResolvedFxSingleBarrierOption . |
ResolvedFxSingleBarrierOptionTrade
A trade in an FX single barrier option, resolved for pricing.
|
ResolvedFxSingleBarrierOptionTrade.Builder
The bean-builder for
ResolvedFxSingleBarrierOptionTrade . |
ResolvedFxSingleBarrierOptionTrade.Meta
The meta-bean for
ResolvedFxSingleBarrierOptionTrade . |
ResolvedFxVanillaOption
A vanilla FX option, resolved for pricing.
|
ResolvedFxVanillaOption.Builder
The bean-builder for
ResolvedFxVanillaOption . |
ResolvedFxVanillaOption.Meta
The meta-bean for
ResolvedFxVanillaOption . |
ResolvedFxVanillaOptionTrade
A trade in a vanilla FX option, resolved for pricing.
|
ResolvedFxVanillaOptionTrade.Builder
The bean-builder for
ResolvedFxVanillaOptionTrade . |
ResolvedFxVanillaOptionTrade.Meta
The meta-bean for
ResolvedFxVanillaOptionTrade . |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.