Uses of Class
com.opengamma.strata.basics.currency.Currency
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Packages that use Currency Package Description com.opengamma.strata.basics.currency Representations of currency and money.com.opengamma.strata.basics.date Tools for working with dates.com.opengamma.strata.basics.index Entity objects describing common market indices, such as LIBOR and FED FUND.com.opengamma.strata.basics.value Basic financial tools for working with values.com.opengamma.strata.calc Calculates risk measures on trades, applies scenarios and manages market data.com.opengamma.strata.calc.marketdata Provides the ability to obtain market data and perform calibrations and scenario perturbations.com.opengamma.strata.calc.runner The calculation runner.com.opengamma.strata.data Basic types to model market data.com.opengamma.strata.data.scenario Basic types to model market data across scenarios.com.opengamma.strata.loader Tools for loading data from files.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.loader.fpml Loader that can convert files to financial instruments.com.opengamma.strata.market.amount Defines representations of amounts typically used as result types.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.market.explain Support for explaining results.com.opengamma.strata.market.param Market data based on parameters.com.opengamma.strata.market.sensitivity Entity objects for sensitivities.com.opengamma.strata.market.surface Definitions of surfaces.com.opengamma.strata.measure.bond Base package for calculation functions.com.opengamma.strata.measure.capfloor Calculation functions for Ibor cap/floor products.com.opengamma.strata.measure.cms Calculation functions for constant maturity swap (CMS) products.com.opengamma.strata.measure.credit Calculation functions for credit products.com.opengamma.strata.measure.deposit Calculation functions for deposit products.com.opengamma.strata.measure.dsf Calculation functions for DSF products.com.opengamma.strata.measure.fra Calculation functions for FRA products.com.opengamma.strata.measure.fx Calculation functions for FX products.com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.measure.index Calculation functions for index products.com.opengamma.strata.measure.payment Calculation functions for payment products.com.opengamma.strata.measure.rate Base package for calculation functions.com.opengamma.strata.measure.security Calculation functions for futures products.com.opengamma.strata.measure.swap Calculation functions for swap products.com.opengamma.strata.measure.swaption Calculation functions for swaption products.com.opengamma.strata.pricer Calculators for financial instruments.com.opengamma.strata.pricer.bond Calculators for bonds.com.opengamma.strata.pricer.capfloor Calculators for Ibor cap-floor.com.opengamma.strata.pricer.credit Calculators for credit instruments, such as Credit Default Swap (CDS).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.index Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).com.opengamma.strata.pricer.rate Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.com.opengamma.strata.pricer.sensitivity Calculators for sensitivities.com.opengamma.strata.pricer.swap Calculators for interest rate swaps.com.opengamma.strata.pricer.swaption Calculators for swaptions.com.opengamma.strata.product Entity objects describing trades and products in financial markets.com.opengamma.strata.product.bond Entity objects describing bonds.com.opengamma.strata.product.capfloor Entity objects describing Ibor cap/floor.com.opengamma.strata.product.cms Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.com.opengamma.strata.product.common Entity objects shared between other packages.com.opengamma.strata.product.credit Entity objects describing Credit Default Swap (CDS) and CDS index.com.opengamma.strata.product.credit.type Conventions and templates to aid the construction of credit instruments.com.opengamma.strata.product.deposit Entity objects describing financial instruments representing a simple deposit with interest.com.opengamma.strata.product.deposit.type Conventions and templates to aid the construction of deposits.com.opengamma.strata.product.dsf Entity objects describing Deliverable Swap Futures (DSFs).com.opengamma.strata.product.etd Entity objects describing Exchange Traded Derivatives (ETDs).com.opengamma.strata.product.fra Entity objects describing a forward rate agreement (FRA).com.opengamma.strata.product.fra.type Conventions and templates to aid the construction of FRAs.com.opengamma.strata.product.fx Entity objects describing financial instruments in the foreign exchange market.com.opengamma.strata.product.fxopt Entity objects describing options in the foreign exchange market.com.opengamma.strata.product.index Entity objects describing contracts based on rate indices.com.opengamma.strata.product.payment Entity objects describing simple payment financial instruments.com.opengamma.strata.product.rate Entity objects describing the rate-based financial instruments.com.opengamma.strata.product.swap Entity objects describing a swap.com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
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Uses of Currency in com.opengamma.strata.basics.currency
Fields in com.opengamma.strata.basics.currency declared as Currency Modifier and Type Field Description static Currency
Currency. AED
The currency 'AED' - UAE Dirham.static Currency
Currency. ARS
The currency 'ARS' - Argentine Peso.static Currency
Currency. AUD
The currency 'AUD' - Australian Dollar.static Currency
Currency. BGN
The currency 'BGN' - Bulgarian Lev.static Currency
Currency. BHD
The currency 'BHD' - Bahraini Dinar.static Currency
Currency. BRL
The currency 'BRL' - Brazilian Real.static Currency
Currency. CAD
The currency 'CAD' - Canadian Dollar.static Currency
Currency. CHF
The currency 'CHF' - Swiss Franc.static Currency
Currency. CLP
The currency 'CLP' - Chilean Peso.static Currency
Currency. CNH
The currency 'CNH' - Chinese Offshore Yuan.static Currency
Currency. CNY
The currency 'CNY' - Chinese Onshore Yuan.static Currency
Currency. COP
The currency 'COP' - Colombian Peso.static Currency
Currency. CZK
The currency 'CZK' - Czeck Krona.static Currency
Currency. DKK
The currency 'DKK' - Danish Krone.static Currency
Currency. EGP
The currency 'EGP' - Egyptian Pound.static Currency
Currency. EUR
The currency 'EUR' - Euro.static Currency
Currency. GBP
The currency 'GBP' - British pound.static Currency
Currency. HKD
The currency 'HKD' - Hong Kong Dollar.static Currency
Currency. HRK
The currency 'HRK' - Croatian Kuna.static Currency
Currency. HUF
The currency 'HUF' = Hugarian Forint.static Currency
Currency. IDR
The currency 'IDR' = Indonesian Rupiah.static Currency
Currency. ILS
The currency 'ILS' = Israeli Shekel.static Currency
Currency. INR
The currency 'INR' = Indian Rupee.static Currency
Currency. ISK
The currency 'ISK' = Icelandic Krone.static Currency
Currency. JPY
The currency 'JPY' - Japanese Yen.static Currency
Currency. KRW
The currency 'KRW' = South Korean Won.static Currency
Currency. KZT
The currency 'KZT' = Kazakhstani Tenge.static Currency
Currency. MAD
The currency 'MAD' - Moroccan Dirham.static Currency
Currency. MXN
The currency 'MXN' - Mexican Peso.static Currency
Currency. MYR
The currency 'MYR' - Malaysian Ringgit.static Currency
Currency. NOK
The currency 'NOK' - Norwegian Krone.static Currency
Currency. NZD
The currency 'NZD' - New Zealand Dollar.static Currency
Currency. OMR
The currency 'OMR' - Omani Rial.static Currency
Currency. PEN
The currency 'PEN' - Peruvian Nuevo Sol.static Currency
Currency. PHP
The currency 'PHP' - Philippine Peso.static Currency
Currency. PKR
The currency 'PKR' - Pakistani Rupee.static Currency
Currency. PLN
The currency 'PLN' - Polish Zloty.static Currency
Currency. QAR
The currency 'QAR' - Qatari Riyal.static Currency
Currency. RON
The currency 'RON' - Romanian New Leu.static Currency
Currency. RUB
The currency 'RUB' - Russian Ruble.static Currency
Currency. SAR
The currency 'SAR' - Saudi Riyal.static Currency
Currency. SEK
The currency 'SEK' - Swedish Krona.static Currency
Currency. SGD
The currency 'SGD' - Singapore Dollar.static Currency
Currency. THB
The currency 'THB' - Thai Baht.static Currency
Currency. TRY
The currency 'TRY' - Turkish Lira.static Currency
Currency. TWD
The currency 'TWD' - New Taiwan Dollar.static Currency
Currency. UAH
The currency 'UAH' - Ukrainian Hryvnia.static Currency
Currency. USD
The currency 'USD' - United States Dollar.static Currency
Currency. VND
The currency 'VND' - Vietnamese Dong.static Currency
Currency. XAG
The currency 'XAG' - Silver (troy ounce).static Currency
Currency. XAU
The currency 'XAU' - Gold (troy ounce).static Currency
Currency. XPD
The currency 'XPD' - Paladium (troy ounce).static Currency
Currency. XPT
The currency 'XPT' - Platinum (troy ounce).static Currency
Currency. XXX
The currency 'XXX' - No applicable currency.static Currency
Currency. ZAR
The currency 'ZAR' - South African Rand.Methods in com.opengamma.strata.basics.currency that return Currency Modifier and Type Method Description Currency
CurrencyPair. getBase()
Gets the base currency of the pair.Currency
CurrencyPair. getCounter()
Gets the counter currency of the pair.Currency
AdjustablePayment. getCurrency()
Gets the currency of the payment.Currency
BigMoney. getCurrency()
Gets the currency.Currency
CurrencyAmount. getCurrency()
Gets the currency.Currency
CurrencyAmountArray. getCurrency()
Gets the currency.Currency
Money. getCurrency()
Gets the currency.Currency
Payment. getCurrency()
Gets the currency of the payment.Currency
Currency. getTriangulationCurrency()
Gets the preferred triangulation currency.static Currency
Currency. of(String currencyCode)
Obtains an instance for the specified ISO-4217 three letter currency code.Currency
CurrencyPair. other(Currency currency)
Finds the other currency in the pair.static Currency
Currency. parse(String currencyCode)
Parses a string to obtain aCurrency
.Methods in com.opengamma.strata.basics.currency that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<ImmutableMap<Currency,Integer>>
FxMatrix.Meta. currencies()
The meta-property for thecurrencies
property.org.joda.beans.MetaProperty<Currency>
CurrencyAmountArray.Meta. currency()
The meta-property for thecurrency
property.static Set<Currency>
Currency. getAvailableCurrencies()
Obtains the set of configured currencies.ImmutableSet<Currency>
FxMatrix. getCurrencies()
Returns the set of currencies held within this matrix.ImmutableSet<Currency>
MultiCurrencyAmount. getCurrencies()
Gets the set of stored currencies.Set<Currency>
MultiCurrencyAmountArray. getCurrencies()
Gets the set of currencies for which this object contains values.ImmutableSortedMap<Currency,DoubleArray>
MultiCurrencyAmountArray. getValues()
Gets the currency values, keyed by currency.ImmutableSortedMap<Currency,Double>
MultiCurrencyAmount. toMap()
Converts thisMultiCurrencyAmount
to a map keyed by currency.ImmutableSet<Currency>
CurrencyPair. toSet()
Returns the set of currencies contains in the pair.org.joda.beans.MetaProperty<ImmutableSortedMap<Currency,DoubleArray>>
MultiCurrencyAmountArray.Meta. values()
The meta-property for thevalues
property.Methods in com.opengamma.strata.basics.currency with parameters of type Currency Modifier and Type Method Description FxMatrixBuilder
FxMatrixBuilder. addRate(Currency ccy1, Currency ccy2, double rate)
Add a new pair of currencies to the builder.int
Currency. compareTo(Currency other)
Compares this currency to another.boolean
CurrencyPair. contains(Currency currency)
Checks if the currency pair contains the supplied currency as either its base or counter.boolean
MultiCurrencyAmount. contains(Currency currency)
Checks if this multi-amount contains an amount for the specified currency.CurrencyAmount
FxMatrix. convert(CurrencyAmount amount, Currency targetCurrency)
Converts aCurrencyAmount
into an amount in the specified currency using the rates in this matrix.CurrencyAmount
FxMatrix. convert(MultiCurrencyAmount amount, Currency targetCurrency)
Converts aMultipleCurrencyAmount
into an amount in the specified currency using the rates in this matrix.default double
FxRateProvider. convert(double amount, Currency fromCurrency, Currency toCurrency)
Converts an amount in a currency to an amount in a different currency using this rate.default Decimal
FxRateProvider. convert(Decimal amount, Currency fromCurrency, Currency toCurrency)
Converts an amount in a currency to an amount in a different currency using this rate.BigMoney
BigMoney. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this amount to an equivalent amount in the specified currency.BigMoney
BigMoney. convertedTo(Currency resultCurrency, Decimal fxRate)
Converts this amount to an equivalent amount the specified currency.BigMoney
BigMoney. convertedTo(Currency resultCurrency, BigDecimal fxRate)
Converts this amount to an equivalent amount the specified currency.CurrencyAmount
CurrencyAmount. convertedTo(Currency resultCurrency, double fxRate)
Converts this amount to an equivalent amount the specified currency.CurrencyAmount
CurrencyAmount. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this amount to an equivalent amount in the specified currency.CurrencyAmountArray
CurrencyAmountArray. convertedTo(Currency resultCurrency, FxRateProvider fxRateProvider)
R
FxConvertible. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this instance to an equivalent amount in the specified currency.Money
Money. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this amount to an equivalent amount in the specified currency.Money
Money. convertedTo(Currency resultCurrency, Decimal fxRate)
Converts this amount to an equivalent amount the specified currency.Money
Money. convertedTo(Currency resultCurrency, BigDecimal fxRate)
Converts this amount to an equivalent amount the specified currency.CurrencyAmount
MultiCurrencyAmount. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this amount to an equivalent amount the specified currency.CurrencyAmountArray
MultiCurrencyAmountArray. convertedTo(Currency resultCurrency, FxRateProvider fxRateProvider)
Payment
Payment. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this payment to an equivalent payment in the specified currency.double
FxMatrix. fxRate(Currency baseCurrency, Currency counterCurrency)
Gets the FX rate for the specified currency pair.double
FxRate. fxRate(Currency baseCurrency, Currency counterCurrency)
Gets the FX rate for the specified currency pair.double
FxRateProvider. fxRate(Currency baseCurrency, Currency counterCurrency)
Gets the FX rate for the specified currency pair.CurrencyAmount
MultiCurrencyAmount. getAmount(Currency currency)
Gets theCurrencyAmount
for the specified currency, throwing an exception if not found.CurrencyAmount
MultiCurrencyAmount. getAmountOrZero(Currency currency)
Gets theCurrencyAmount
for the specified currency, returning zero if not found.DoubleArray
MultiCurrencyAmountArray. getValues(Currency currency)
Gets the values for the specified currency, throws an exception if there are no values for the currency.MultiCurrencyAmount
MultiCurrencyAmount. minus(Currency currency, double amountToAdd)
Returns a copy of thisMultiCurrencyAmount
with the specified amount subtracted.static AdjustablePayment
AdjustablePayment. of(Currency currency, double amount, AdjustableDate date)
Obtains an instance representing an amount where the date is adjustable.static AdjustablePayment
AdjustablePayment. of(Currency currency, double amount, LocalDate date)
Obtains an instance representing an amount where the date is fixed.static BigMoney
BigMoney. of(Currency currency, double amount)
Obtains an instance ofBigMoney
for the specified currency and amount.static BigMoney
BigMoney. of(Currency currency, Decimal amount)
Obtains an instance ofBigMoney
for the specified currency and amount.static BigMoney
BigMoney. of(Currency currency, BigDecimal amount)
Obtains an instance ofBigMoney
for the specified currency and amount.static CurrencyAmount
CurrencyAmount. of(Currency currency, double amount)
Obtains an instance ofCurrencyAmount
for the specified currency and amount.static CurrencyAmountArray
CurrencyAmountArray. of(Currency currency, DoubleArray values)
Obtains an instance from the specified currency and array of values.static CurrencyPair
CurrencyPair. of(Currency base, Currency counter)
Obtains an instance from two currencies.static FxMatrix
FxMatrix. of(Currency ccy1, Currency ccy2, double rate)
Obtains an instance containing a single FX rate.static FxRate
FxRate. of(Currency base, Currency counter, double rate)
Obtains an instance from two currencies.static Money
Money. of(Currency currency, double amount)
Obtains an instance ofMoney
for the specified currency and amount.static Money
Money. of(Currency currency, Decimal amount)
Obtains an instance ofMoney
for the specified currency and amount.static Money
Money. of(Currency currency, BigDecimal amount)
Obtains an instance ofMoney
for the specified currency and amount.static MultiCurrencyAmount
MultiCurrencyAmount. of(Currency currency, double amount)
Obtains an instance from a currency and amount.static Payment
Payment. of(Currency currency, double amount, LocalDate date)
Obtains an instance representing an amount.Currency
CurrencyPair. other(Currency currency)
Finds the other currency in the pair.MultiCurrencyAmount
MultiCurrencyAmount. plus(Currency currency, double amountToAdd)
Returns a copy of thisMultiCurrencyAmount
with the specified amount added.static BigMoney
BigMoney. zero(Currency currency)
Obtains a zero amount instance ofBigMoney
for the specified currency.static CurrencyAmount
CurrencyAmount. zero(Currency currency)
Obtains a zero amount instance ofCurrencyAmount
for the specified currency.static Money
Money. zero(Currency currency)
Obtains a zero amount instance ofMoney
for the specified currency.Method parameters in com.opengamma.strata.basics.currency with type arguments of type Currency Modifier and Type Method Description static MultiCurrencyAmount
MultiCurrencyAmount. of(Map<Currency,Double> map)
Obtains an instance from a map of currency to amount.static MultiCurrencyAmountArray
MultiCurrencyAmountArray. of(Map<Currency,DoubleArray> values)
Obtains an instance from a map of amounts. -
Uses of Currency in com.opengamma.strata.basics.date
Methods in com.opengamma.strata.basics.date with parameters of type Currency Modifier and Type Method Description static HolidayCalendarId
HolidayCalendarId. defaultByCurrency(Currency currency)
Gets the default calendar for a currency.static Optional<HolidayCalendarId>
HolidayCalendarId. findDefaultByCurrency(Currency currency)
Tries to find a default calendar for a currency. -
Uses of Currency in com.opengamma.strata.basics.index
Methods in com.opengamma.strata.basics.index that return Currency Modifier and Type Method Description Currency
FloatingRate. getCurrency()
Gets the associated currency.Currency
FloatingRateIndex. getCurrency()
Gets the currency of the index.default Currency
FloatingRateName. getCurrency()
Gets the currency of the floating rate.Currency
IborIndexObservation. getCurrency()
Gets the currency of the Ibor index.Currency
ImmutableIborIndex. getCurrency()
Gets the currency of the index.Currency
ImmutableOvernightIndex. getCurrency()
Gets the currency of the index.Currency
ImmutablePriceIndex. getCurrency()
Gets the currency of the index.Currency
OvernightIndexObservation. getCurrency()
Gets the currency of the Overnight index.Currency
PriceIndexObservation. getCurrency()
Gets the currency of the Ibor index.Methods in com.opengamma.strata.basics.index that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
ImmutableIborIndex.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ImmutableOvernightIndex.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ImmutablePriceIndex.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.basics.index with parameters of type Currency Modifier and Type Method Description ImmutableIborIndex.Builder
ImmutableIborIndex.Builder. currency(Currency currency)
Sets the currency of the index.ImmutableOvernightIndex.Builder
ImmutableOvernightIndex.Builder. currency(Currency currency)
Sets the currency of the index.ImmutablePriceIndex.Builder
ImmutablePriceIndex.Builder. currency(Currency currency)
Sets the currency of the index.static FloatingRateName
FloatingRateName. defaultIborIndex(Currency currency)
Gets the default Ibor index for a currency.static FloatingRateName
FloatingRateName. defaultOvernightIndex(Currency currency)
Gets the default Overnight index for a currency. -
Uses of Currency in com.opengamma.strata.basics.value
Methods in com.opengamma.strata.basics.value with parameters of type Currency Modifier and Type Method Description static Rounding
Rounding. of(Currency currency)
Obtains an instance that rounds to the number of minor units in the currency. -
Uses of Currency in com.opengamma.strata.calc
Methods in com.opengamma.strata.calc that return Currency Modifier and Type Method Description Currency
ReportingCurrency. getCurrency()
Gets the currency if the type is 'Specific'.Methods in com.opengamma.strata.calc that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
ColumnHeader.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ReportingCurrency.Meta. currency()
The meta-property for thecurrency
property.Optional<Currency>
ColumnHeader. getCurrency()
Gets the currency of the result.Methods in com.opengamma.strata.calc with parameters of type Currency Modifier and Type Method Description static CalculationRules
CalculationRules. of(CalculationFunctions functions, Currency reportingCurrency, CalculationParameter... parameters)
Obtains an instance specifying the functions, reporting currency and additional parameters.static Column
Column. of(Measure measure, Currency currency)
Obtains an instance that will calculate the specified measure, converting to the specified currency.static Column
Column. of(Measure measure, Currency currency, CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, converting to the specified currency, defining additional parameters.static Column
Column. of(Measure measure, String columnName, Currency currency)
Obtains an instance that will calculate the specified measure, converting to the specified currency.static Column
Column. of(Measure measure, String columnName, Currency currency, CalculationParameter... parameters)
Obtains an instance that will calculate the specified measure, converting to the specified currency, defining the column name and parameters.static ColumnHeader
ColumnHeader. of(ColumnName name, Measure measure, Currency currency)
Obtains an instance from the name, measure and currency.static ReportingCurrency
ReportingCurrency. of(Currency currency)
Obtains an instance requesting the specified currency. -
Uses of Currency in com.opengamma.strata.calc.marketdata
Methods in com.opengamma.strata.calc.marketdata that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
MarketDataRequirements. getOutputCurrencies()
Gets the currencies in the calculation results.org.joda.beans.MetaProperty<ImmutableSet<Currency>>
MarketDataRequirements.Meta. outputCurrencies()
The meta-property for theoutputCurrencies
property.Methods in com.opengamma.strata.calc.marketdata with parameters of type Currency Modifier and Type Method Description MarketDataRequirementsBuilder
MarketDataRequirementsBuilder. addOutputCurrencies(Currency... currencies)
Adds the output currencies. -
Uses of Currency in com.opengamma.strata.calc.runner
Methods in com.opengamma.strata.calc.runner that return Currency Modifier and Type Method Description Currency
CalculationFunction. naturalCurrency(T target, ReferenceData refData)
Returns the "natural" currency for the specified target.Currency
CalculationTask. naturalCurrency(ReferenceData refData)
Determines the natural currency of the target.Methods in com.opengamma.strata.calc.runner that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
FunctionRequirements. getOutputCurrencies()
Gets the currencies used in the calculation results.org.joda.beans.MetaProperty<ImmutableSet<Currency>>
FunctionRequirements.Meta. outputCurrencies()
The meta-property for theoutputCurrencies
property.Methods in com.opengamma.strata.calc.runner with parameters of type Currency Modifier and Type Method Description static FxRateLookup
FxRateLookup. ofRates(Currency triangulationCurrency)
Obtains an instance that uses triangulation on the specified currency.static FxRateLookup
FxRateLookup. ofRates(Currency triangulationCurrency, ObservableSource observableSource)
Obtains an instance that uses triangulation on the specified currency.FunctionRequirements.Builder
FunctionRequirements.Builder. outputCurrencies(Currency... outputCurrencies)
Sets theoutputCurrencies
property in the builder from an array of objects.Method parameters in com.opengamma.strata.calc.runner with type arguments of type Currency Modifier and Type Method Description FunctionRequirements.Builder
FunctionRequirements.Builder. outputCurrencies(Set<Currency> outputCurrencies)
Sets the currencies used in the calculation results. -
Uses of Currency in com.opengamma.strata.data
Methods in com.opengamma.strata.data that return types with arguments of type Currency Modifier and Type Method Description Optional<Currency>
MarketDataFxRateProvider. getTriangulationCurrency()
Gets the triangulation currency to use.Methods in com.opengamma.strata.data with parameters of type Currency Modifier and Type Method Description double
MarketDataFxRateProvider. fxRate(Currency baseCurrency, Currency counterCurrency)
static FxRateId
FxRateId. of(Currency base, Currency counter)
Obtains an instance representing the FX rate for a currency pair.static FxRateId
FxRateId. of(Currency base, Currency counter, ObservableSource observableSource)
Obtains an instance representing the FX rate for a currency pair, specifying the source.static MarketDataFxRateProvider
MarketDataFxRateProvider. of(MarketData marketData, ObservableSource fxRatesSource, Currency triangulationCurrency)
Obtains an instance which takes FX rates from the market data, specifying the source of FX rates. -
Uses of Currency in com.opengamma.strata.data.scenario
Methods in com.opengamma.strata.data.scenario that return Currency Modifier and Type Method Description Currency
CurrencyScenarioArray. getCurrency()
Gets the currency.Methods in com.opengamma.strata.data.scenario that return types with arguments of type Currency Modifier and Type Method Description Set<Currency>
MultiCurrencyScenarioArray. getCurrencies()
Returns the set of currencies for which this object contains values.Methods in com.opengamma.strata.data.scenario with parameters of type Currency Modifier and Type Method Description DoubleArray
FxRateScenarioArray. convert(DoubleArray amounts, Currency fromCurrency, Currency toCurrency)
Converts an amount in a currency to an amount in a different currency using this rate.default double
ScenarioFxRateProvider. convert(double amount, Currency fromCurrency, Currency toCurrency, int scenarioIndex)
Converts an amount in a currency to an amount in a different currency using a rate from this provider.CurrencyScenarioArray
CurrencyScenarioArray. convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider)
CurrencyScenarioArray
MultiCurrencyScenarioArray. convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider)
R
ScenarioFxConvertible. convertedTo(Currency resultCurrency, ScenarioFxRateProvider rateProvider)
Converts this instance to an equivalent amount in the specified currency.double
FxRateScenarioArray. fxRate(Currency baseCurrency, Currency counterCurrency, int scenarioIndex)
Returns the FX rate for the specified currency pair and scenario index.default double
ScenarioFxRateProvider. fxRate(Currency baseCurrency, Currency counterCurrency, int scenarioIndex)
Gets the FX rate for the specified currency pair and scenario index.DoubleArray
MultiCurrencyScenarioArray. getValues(Currency currency)
Returns the values for the specified currency, throws an exception if there are no values for the currency.static CurrencyScenarioArray
CurrencyScenarioArray. of(Currency currency, DoubleArray values)
Obtains an instance from the specified currency and array of values.static FxRateScenarioArray
FxRateScenarioArray. of(Currency base, Currency counter, DoubleArray rates)
Returns an array of FX rates for a currency pair.Method parameters in com.opengamma.strata.data.scenario with type arguments of type Currency Modifier and Type Method Description static MultiCurrencyScenarioArray
MultiCurrencyScenarioArray. of(Map<Currency,DoubleArray> values)
Returns an instance containing the values from a map of amounts with the same number of elements in each array. -
Uses of Currency in com.opengamma.strata.loader
Methods in com.opengamma.strata.loader that return Currency Modifier and Type Method Description static Currency
LoaderUtils. parseCurrency(String str)
Parses currency from the input string.Methods in com.opengamma.strata.loader that return types with arguments of type Currency Modifier and Type Method Description static Optional<Currency>
LoaderUtils. tryParseCurrency(String str)
Tries to parse a currency from the input string. -
Uses of Currency in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv with parameters of type Currency Modifier and Type Method Description static AdjustableDate
CsvLoaderUtils. parseAdjustableDate(CsvRow row, String dateField, String conventionField, String calendarField, BusinessDayConvention defaultConvention, Currency currency)
Parses a business day adjustment, defaulting the adjustment using the currency. -
Uses of Currency in com.opengamma.strata.loader.fpml
Methods in com.opengamma.strata.loader.fpml that return Currency Modifier and Type Method Description Currency
FpmlDocument. parseCurrency(XmlElement baseEl)
Converts an FpML 'Currency' to aCurrency
. -
Uses of Currency in com.opengamma.strata.market.amount
Methods in com.opengamma.strata.market.amount that return Currency Modifier and Type Method Description Currency
SwapLegAmount. getCurrency()
Gets the currency of the leg.Methods in com.opengamma.strata.market.amount that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
SwapLegAmount.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.market.amount with parameters of type Currency Modifier and Type Method Description CashFlow
CashFlow. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this cash flow to an equivalent amount in the specified currency.CashFlows
CashFlows. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this collection of cash flows to an equivalent amount in the specified currency.LegAmounts
LegAmounts. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwapLegAmount
SwapLegAmount. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwapLegAmount.Builder
SwapLegAmount.Builder. currency(Currency currency)
Sets the currency of the leg.static CashFlow
CashFlow. ofForecastValue(LocalDate paymentDate, Currency currency, double forecastValue, double discountFactor)
Creates aCashFlow
representing a single cash flow from payment date, forecast value amount, discount factor and currency.static CashFlow
CashFlow. ofPresentValue(LocalDate paymentDate, Currency currency, double presentValue, double discountFactor)
Creates aCashFlow
representing a single cash flow from payment date, present value amount, discount factor and currency. -
Uses of Currency in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return Currency Modifier and Type Method Description Currency
IsdaCreditCurveDefinition. getCurrency()
Gets the curve currency.Methods in com.opengamma.strata.market.curve that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
IsdaCreditCurveDefinition.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<ImmutableSet<Currency>>
RatesCurveGroupEntry.Meta. discountCurrencies()
The meta-property for thediscountCurrencies
property.org.joda.beans.MetaProperty<ImmutableMap<Currency,Curve>>
RatesCurveGroup.Meta. discountCurves()
The meta-property for thediscountCurves
property.ImmutableSet<Currency>
RatesCurveGroupEntry. getDiscountCurrencies()
Gets the currencies for which the curve provides discount rates.ImmutableMap<Currency,Curve>
RatesCurveGroup. getDiscountCurves()
Gets the discount curves in the group, keyed by currency.ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>
LegalEntityCurveGroup. getIssuerCurves()
Gets the issuer curves in the curve group, keyed by legal entity group and currency.ImmutableMap<Pair<RepoGroup,Currency>,Curve>
LegalEntityCurveGroup. getRepoCurves()
Gets the repo curves in the curve group, keyed by repo group and currency.org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,Curve>>
LegalEntityCurveGroup.Meta. issuerCurves()
The meta-property for theissuerCurves
property.org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,Curve>>
LegalEntityCurveGroup.Meta. repoCurves()
The meta-property for therepoCurves
property.Methods in com.opengamma.strata.market.curve with parameters of type Currency Modifier and Type Method Description RatesCurveGroupDefinitionBuilder
RatesCurveGroupDefinitionBuilder. addCurve(CurveDefinition curveDefinition, Currency currency, RateIndex index, RateIndex... otherIndices)
Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.RatesCurveGroupDefinitionBuilder
RatesCurveGroupDefinitionBuilder. addCurve(CurveName curveName, Currency currency, RateIndex index, RateIndex... otherIndices)
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.RatesCurveGroupDefinitionBuilder
RatesCurveGroupDefinitionBuilder. addDiscountCurve(CurveDefinition curveDefinition, Currency currency, Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.RatesCurveGroupDefinitionBuilder
RatesCurveGroupDefinitionBuilder. addDiscountCurve(CurveName curveName, Currency currency, Currency... otherCurrencies)
Adds the definition of a discount curve to the curve group definition.CurrencyParameterSensitivity
CombinedCurve. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity
ConstantNodalCurve. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
default CurrencyParameterSensitivity
Curve. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
Creates a parameter sensitivity instance for this curve when the sensitivity values are known.CurrencyParameterSensitivity
HybridNodalCurve. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity
InterpolatedNodalCurve. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivity
ParameterizedFunctionalCurve. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
RatesCurveGroupEntry.Builder
RatesCurveGroupEntry.Builder. discountCurrencies(Currency... discountCurrencies)
Sets thediscountCurrencies
property in the builder from an array of objects.Optional<Curve>
RatesCurveGroup. findDiscountCurve(Currency currency)
Finds the discount curve for the currency if there is one in the group.Optional<CurveName>
RatesCurveGroupDefinition. findDiscountCurveName(Currency discountCurrency)
Finds the discount curve name for the specified currency.Optional<Curve>
LegalEntityCurveGroup. findIssuerCurve(LegalEntityGroup legalEntityGroup, Currency currency)
Finds the issuer curve for the legal entity group and currency if there is one in the group.Optional<Curve>
LegalEntityCurveGroup. findRepoCurve(RepoGroup repoGroup, Currency currency)
Finds the repo curve for the repo group and currency if there is one in the group.static IsdaCreditCurveDefinition
IsdaCreditCurveDefinition. of(CurveName name, Currency currency, LocalDate curveValuationDate, DayCount dayCount, List<? extends IsdaCreditCurveNode> curveNodes, boolean computeJacobian, boolean storeNodeTrade)
Obtains an instance.Method parameters in com.opengamma.strata.market.curve with type arguments of type Currency Modifier and Type Method Description RatesCurveGroupEntry.Builder
RatesCurveGroupEntry.Builder. discountCurrencies(Set<Currency> discountCurrencies)
Sets the currencies for which the curve provides discount rates.RatesCurveGroup.Builder
RatesCurveGroup.Builder. discountCurves(Map<Currency,Curve> discountCurves)
Sets the discount curves in the group, keyed by currency.LegalEntityCurveGroup.Builder
LegalEntityCurveGroup.Builder. issuerCurves(Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)
Sets the issuer curves in the curve group, keyed by legal entity group and currency.static LegalEntityCurveGroup
LegalEntityCurveGroup. of(CurveGroupName name, Map<Pair<RepoGroup,Currency>,Curve> repoCurves, Map<Pair<LegalEntityGroup,Currency>,Curve> issuerCurves)
Returns a curve group containing the specified curves.static RatesCurveGroup
RatesCurveGroup. of(CurveGroupName name, Map<Currency,Curve> discountCurves, Map<Index,Curve> forwardCurves)
Returns a curve group containing the specified curves.LegalEntityCurveGroup.Builder
LegalEntityCurveGroup.Builder. repoCurves(Map<Pair<RepoGroup,Currency>,Curve> repoCurves)
Sets the repo curves in the curve group, keyed by repo group and currency. -
Uses of Currency in com.opengamma.strata.market.explain
Fields in com.opengamma.strata.market.explain with type parameters of type Currency Modifier and Type Field Description static ExplainKey<Currency>
ExplainKey. PAYMENT_CURRENCY
The currency of the payment.Methods in com.opengamma.strata.market.explain with parameters of type Currency Modifier and Type Method Description ExplainMap
ExplainMap. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
-
Uses of Currency in com.opengamma.strata.market.param
Methods in com.opengamma.strata.market.param that return Currency Modifier and Type Method Description Currency
CrossGammaParameterSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
CurrencyParameterSensitivity. getCurrency()
Gets the currency of the sensitivity.Methods in com.opengamma.strata.market.param that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
CrossGammaParameterSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
CurrencyParameterSensitivity.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.market.param with parameters of type Currency Modifier and Type Method Description CurrencyParameterSensitivitiesBuilder
CurrencyParameterSensitivitiesBuilder. add(MarketDataName<?> marketDataName, Currency currency, ParameterMetadata metadata, double sensitivityValue)
Adds a single sensitivity to the builder.CrossGammaParameterSensitivities
CrossGammaParameterSensitivities. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts the sensitivities in this instance to an equivalent in the specified currency.CrossGammaParameterSensitivity
CrossGammaParameterSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this sensitivity to an equivalent in the specified currency.CurrencyParameterSensitivities
CurrencyParameterSensitivities. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts the sensitivities in this instance to an equivalent in the specified currency.CurrencyParameterSensitivity
CurrencyParameterSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this sensitivity to an equivalent in the specified currency.CurrencyParameterSensitivity.Builder
CurrencyParameterSensitivity.Builder. currency(Currency currency)
Sets the currency of the sensitivity.Optional<CrossGammaParameterSensitivity>
CrossGammaParameterSensitivities. findSensitivity(MarketDataName<?> name, Currency currency)
Finds a single sensitivity instance by name and currency.Optional<CurrencyParameterSensitivity>
CurrencyParameterSensitivities. findSensitivity(MarketDataName<?> name, Currency currency)
Finds a single sensitivity instance by name and currency.CrossGammaParameterSensitivity
CrossGammaParameterSensitivities. getSensitivity(MarketDataName<?> name, Currency currency)
Gets a single sensitivity instance by name and currency.CrossGammaParameterSensitivity
CrossGammaParameterSensitivities. getSensitivity(MarketDataName<?> nameFirst, MarketDataName<?> nameSecond, Currency currency)
Gets a single sensitivity instance by names and currency.CurrencyParameterSensitivity
CurrencyParameterSensitivities. getSensitivity(MarketDataName<?> name, Currency currency)
Gets a single sensitivity instance by name and currency.CurrencyParameterSensitivities
UnitParameterSensitivities. multipliedBy(Currency currency, double amount)
Converts this sensitivity to a monetary value, multiplying by the specified factor.CurrencyParameterSensitivity
UnitParameterSensitivity. multipliedBy(Currency currency, double amount)
Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.static CrossGammaParameterSensitivity
CrossGammaParameterSensitivity. of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleMatrix sensitivity)
Obtains an instance from the market data name, metadata, currency and sensitivity.static CrossGammaParameterSensitivity
CrossGammaParameterSensitivity. of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, MarketDataName<?> marketDataNameOther, List<? extends ParameterMetadata> parameterMetadataOther, Currency currency, DoubleMatrix sensitivity)
Obtains an instance from the market data names, metadatas, currency and sensitivity.static CrossGammaParameterSensitivity
CrossGammaParameterSensitivity. of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, List<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>> order, Currency currency, DoubleMatrix sensitivity)
Obtains an instance from the market data names, metadatas, currency and sensitivity.static CurrencyParameterSensitivity
CurrencyParameterSensitivity. of(MarketDataName<?> marketDataName, Currency currency, DoubleArray sensitivity)
Obtains an instance from the market data name, currency and sensitivity.static CurrencyParameterSensitivity
CurrencyParameterSensitivity. of(MarketDataName<?> marketDataName, Currency currency, Map<? extends ParameterMetadata,Double> sensitivityMetadataMap)
Obtains an instance from the market data name, currency and a map of metadata to sensitivity.static CurrencyParameterSensitivity
CurrencyParameterSensitivity. of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity)
Obtains an instance from the market data name, metadata, currency and sensitivity.static CurrencyParameterSensitivity
CurrencyParameterSensitivity. of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, Currency currency, DoubleArray sensitivity, List<ParameterSize> parameterSplit)
Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.CurrencyAmount
CrossGammaParameterSensitivities. total(Currency resultCurrency, FxRateProvider rateProvider)
Returns the total of the sensitivity values.CurrencyAmount
CurrencyParameterSensitivities. total(Currency resultCurrency, FxRateProvider rateProvider)
Returns the total of the sensitivity values. -
Uses of Currency in com.opengamma.strata.market.sensitivity
Methods in com.opengamma.strata.market.sensitivity that return Currency Modifier and Type Method Description Currency
PointSensitivity. getCurrency()
Gets the currency of the point sensitivity.Methods in com.opengamma.strata.market.sensitivity with parameters of type Currency Modifier and Type Method Description CurveSensitivitiesBuilder
CurveSensitivitiesBuilder. add(CurveSensitivitiesType type, CurveName curveName, Currency currency, ParameterMetadata metadata, double sensitivityValue)
Adds a single sensitivity to the builder.CurveSensitivities
CurveSensitivities. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts the sensitivities in this instance to an equivalent in the specified currency.PointSensitivities
PointSensitivities. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
default PointSensitivity
PointSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
Converts this instance to an equivalent amount in the specified currency.MutablePointSensitivities
MutablePointSensitivities. withCurrency(Currency currency)
PointSensitivity
PointSensitivity. withCurrency(Currency currency)
Returns an instance with the specified sensitivity currency set.PointSensitivityBuilder
PointSensitivityBuilder. withCurrency(Currency currency)
Returns an instance with the specified currency applied to the sensitivities in this builder. -
Uses of Currency in com.opengamma.strata.market.surface
Methods in com.opengamma.strata.market.surface with parameters of type Currency Modifier and Type Method Description CurrencyParameterSensitivity
InterpolatedNodalSurface. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
default CurrencyParameterSensitivity
Surface. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
Creates a parameter sensitivity instance for this surface when the sensitivity values are known. -
Uses of Currency in com.opengamma.strata.measure.bond
Methods in com.opengamma.strata.measure.bond that return Currency Modifier and Type Method Description Currency
BillTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
Currency
BondFutureOptionTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
Currency
BondFutureTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
Currency
CapitalIndexedBondTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
Currency
FixedCouponBondTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
Methods in com.opengamma.strata.measure.bond with parameters of type Currency Modifier and Type Method Description FunctionRequirements
LegalEntityDiscountingMarketDataLookup. requirements(LegalEntityId issuerId, Currency currency)
Creates market data requirements for the specified issuer.FunctionRequirements
LegalEntityDiscountingMarketDataLookup. requirements(SecurityId securityId, LegalEntityId issuerId, Currency currency)
Creates market data requirements for the specified security and issuer. -
Uses of Currency in com.opengamma.strata.measure.capfloor
Methods in com.opengamma.strata.measure.capfloor that return Currency Modifier and Type Method Description Currency
IborCapFloorTradeCalculationFunction. naturalCurrency(IborCapFloorTrade trade, ReferenceData refData)
-
Uses of Currency in com.opengamma.strata.measure.cms
Methods in com.opengamma.strata.measure.cms that return Currency Modifier and Type Method Description Currency
CmsTradeCalculationFunction. naturalCurrency(CmsTrade trade, ReferenceData refData)
-
Uses of Currency in com.opengamma.strata.measure.credit
Methods in com.opengamma.strata.measure.credit that return Currency Modifier and Type Method Description Currency
CdsIndexTradeCalculationFunction. naturalCurrency(CdsIndexTrade trade, ReferenceData refData)
Currency
CdsTradeCalculationFunction. naturalCurrency(CdsTrade trade, ReferenceData refData)
Methods in com.opengamma.strata.measure.credit that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Pair<StandardId,Currency>>
CreditRatesMarketDataLookup. getCreditLegalEntities()
Gets the set of pairs of legal entity ID and currency that credit curves are provided for.ImmutableSet<Currency>
CreditRatesMarketDataLookup. getDiscountCurrencies()
Gets the set of currencies that discount factors are provided for.Methods in com.opengamma.strata.measure.credit with parameters of type Currency Modifier and Type Method Description ImmutableSet<MarketDataId<?>>
CreditRatesMarketDataLookup. getCreditMarketDataIds(StandardId standardId, Currency currency)
Gets the identifiers used to obtain the credit curve for the pair of legal entity ID and currency.ImmutableSet<MarketDataId<?>>
CreditRatesMarketDataLookup. getDiscountMarketDataIds(Currency currency)
Gets the identifiers used to obtain the discount factors for the specified currency.FunctionRequirements
CreditRatesMarketDataLookup. requirements(StandardId legalEntityId, Currency currency)
Creates market data requirements for the specified standard ID and currency.Method parameters in com.opengamma.strata.measure.credit with type arguments of type Currency Modifier and Type Method Description static CreditRatesMarketDataLookup
CreditRatesMarketDataLookup. of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds)
Obtains an instance based on a maps for credit, discount and recovery rate curves.static CreditRatesMarketDataLookup
CreditRatesMarketDataLookup. of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds, ObservableSource observableSource)
Obtains an instance based on a maps for credit, discount and recovery rate curves. -
Uses of Currency in com.opengamma.strata.measure.deposit
Methods in com.opengamma.strata.measure.deposit that return Currency Modifier and Type Method Description Currency
TermDepositTradeCalculationFunction. naturalCurrency(TermDepositTrade trade, ReferenceData refData)
-
Uses of Currency in com.opengamma.strata.measure.dsf
Methods in com.opengamma.strata.measure.dsf that return Currency Modifier and Type Method Description Currency
DsfTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
-
Uses of Currency in com.opengamma.strata.measure.fra
Methods in com.opengamma.strata.measure.fra that return Currency Modifier and Type Method Description Currency
FraTradeCalculationFunction. naturalCurrency(FraTrade trade, ReferenceData refData)
-
Uses of Currency in com.opengamma.strata.measure.fx
Methods in com.opengamma.strata.measure.fx that return Currency Modifier and Type Method Description Currency
FxNdfTradeCalculationFunction. naturalCurrency(FxNdfTrade trade, ReferenceData refData)
Currency
FxSingleTradeCalculationFunction. naturalCurrency(FxSingleTrade trade, ReferenceData refData)
Currency
FxSwapTradeCalculationFunction. naturalCurrency(FxSwapTrade trade, ReferenceData refData)
-
Uses of Currency in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return Currency Modifier and Type Method Description Currency
FxSingleBarrierOptionTradeCalculationFunction. naturalCurrency(FxSingleBarrierOptionTrade trade, ReferenceData refData)
Currency
FxVanillaOptionTradeCalculationFunction. naturalCurrency(FxVanillaOptionTrade trade, ReferenceData refData)
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Uses of Currency in com.opengamma.strata.measure.index
Methods in com.opengamma.strata.measure.index that return Currency Modifier and Type Method Description Currency
IborFutureOptionTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
Currency
IborFutureTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
Currency
OvernightFutureTradeCalculationFunction. naturalCurrency(T target, ReferenceData refData)
-
Uses of Currency in com.opengamma.strata.measure.payment
Methods in com.opengamma.strata.measure.payment that return Currency Modifier and Type Method Description Currency
BulletPaymentTradeCalculationFunction. naturalCurrency(BulletPaymentTrade trade, ReferenceData refData)
-
Uses of Currency in com.opengamma.strata.measure.rate
Methods in com.opengamma.strata.measure.rate that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
RatesMarketDataLookup. getDiscountCurrencies()
Gets the set of currencies that discount factors are provided for.Methods in com.opengamma.strata.measure.rate with parameters of type Currency Modifier and Type Method Description ImmutableSet<MarketDataId<?>>
RatesMarketDataLookup. getDiscountMarketDataIds(Currency currency)
Gets the identifiers used to obtain the discount factors for the specified currency.default FunctionRequirements
RatesMarketDataLookup. requirements(Currency currency, Index... indices)
Creates market data requirements for the specified currency and indices.Method parameters in com.opengamma.strata.measure.rate with type arguments of type Currency Modifier and Type Method Description static RatesMarketDataLookup
RatesMarketDataLookup. of(CurveGroupName groupName, Map<Currency,CurveName> discountCurves, Map<? extends Index,CurveName> forwardCurves)
Obtains an instance based on a group of discount and forward curves.static RatesMarketDataLookup
RatesMarketDataLookup. of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds)
Obtains an instance based on a map of discount and forward curve identifiers.static RatesMarketDataLookup
RatesMarketDataLookup. of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds, ObservableSource obsSource, FxRateLookup fxLookup)
Obtains an instance based on a map of discount and forward curve identifiers, specifying the source of FX rates.default FunctionRequirements
RatesMarketDataLookup. requirements(Set<Currency> currencies)
Creates market data requirements for the specified currencies.FunctionRequirements
RatesMarketDataLookup. requirements(Set<Currency> currencies, Set<? extends Index> indices)
Creates market data requirements for the specified currencies and indices. -
Uses of Currency in com.opengamma.strata.measure.security
Methods in com.opengamma.strata.measure.security that return Currency Modifier and Type Method Description Currency
GenericSecurityPositionCalculationFunction. naturalCurrency(GenericSecurityPosition position, ReferenceData refData)
Currency
GenericSecurityTradeCalculationFunction. naturalCurrency(GenericSecurityTrade trade, ReferenceData refData)
Currency
SecurityPositionCalculationFunction. naturalCurrency(SecurityPosition position, ReferenceData refData)
Currency
SecurityTradeCalculationFunction. naturalCurrency(SecurityTrade trade, ReferenceData refData)
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Uses of Currency in com.opengamma.strata.measure.swap
Methods in com.opengamma.strata.measure.swap that return Currency Modifier and Type Method Description Currency
SwapTradeCalculationFunction. naturalCurrency(SwapTrade trade, ReferenceData refData)
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Uses of Currency in com.opengamma.strata.measure.swaption
Methods in com.opengamma.strata.measure.swaption that return Currency Modifier and Type Method Description Currency
SwaptionTradeCalculationFunction. naturalCurrency(SwaptionTrade trade, ReferenceData refData)
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Uses of Currency in com.opengamma.strata.pricer
Methods in com.opengamma.strata.pricer that return Currency Modifier and Type Method Description Currency
DiscountFactors. getCurrency()
Gets the currency.Currency
SimpleDiscountFactors. getCurrency()
Gets the currency that the discount factors are for.Currency
ZeroRateDiscountFactors. getCurrency()
Gets the currency that the discount factors are for.Currency
ZeroRatePeriodicDiscountFactors. getCurrency()
Gets the currency that the discount factors are for.Currency
ZeroRateSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
ZeroRateSensitivity. getCurveCurrency()
Gets the currency of the curve for which the sensitivity is computed.Methods in com.opengamma.strata.pricer that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
SimpleDiscountFactors.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ZeroRateDiscountFactors.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ZeroRatePeriodicDiscountFactors.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ZeroRateSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ZeroRateSensitivity.Meta. curveCurrency()
The meta-property for thecurveCurrency
property.Set<Currency>
BaseProvider. getDiscountCurrencies()
Gets the set of currencies that discount factors are provided for.Methods in com.opengamma.strata.pricer with parameters of type Currency Modifier and Type Method Description ZeroRateSensitivity
ZeroRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
CurrencyParameterSensitivities
DiscountFactors. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
Creates the parameter sensitivity when the sensitivity values are known.CurrencyParameterSensitivities
SimpleDiscountFactors. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities
ZeroRateDiscountFactors. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities
ZeroRatePeriodicDiscountFactors. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
default double
BaseProvider. discountFactor(Currency currency, LocalDate date)
Gets the discount factor applicable for a currency.DiscountFactors
BaseProvider. discountFactors(Currency currency)
Gets the discount factors for a currency.double
BaseProvider. fxRate(Currency baseCurrency, Currency counterCurrency)
Gets the FX rate for the specified currency pair on the valuation date.static DiscountFactors
DiscountFactors. of(Currency currency, LocalDate valuationDate, Curve curve)
Obtains an instance from a curve.static SimpleDiscountFactors
SimpleDiscountFactors. of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)
Obtains an instance based on a discount factor curve.static ZeroRateDiscountFactors
ZeroRateDiscountFactors. of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)
Obtains an instance based on a zero-rates curve.static ZeroRatePeriodicDiscountFactors
ZeroRatePeriodicDiscountFactors. of(Currency currency, LocalDate valuationDate, Curve underlyingCurve)
Obtains an instance based on a zero-rates curve.static ZeroRateSensitivity
ZeroRateSensitivity. of(Currency currency, double yearFraction, double sensitivity)
Obtains an instance from the curve currency, date and value.static ZeroRateSensitivity
ZeroRateSensitivity. of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the curve currency, date, sensitivity currency and value.ZeroRateSensitivity
ZeroRateSensitivity. withCurrency(Currency currency)
ZeroRateSensitivity
DiscountFactors. zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.default ZeroRateSensitivity
DiscountFactors. zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.ZeroRateSensitivity
SimpleDiscountFactors. zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
ZeroRateSensitivity
ZeroRateDiscountFactors. zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
ZeroRateSensitivity
ZeroRatePeriodicDiscountFactors. zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
default ZeroRateSensitivity
DiscountFactors. zeroRatePointSensitivityWithSpread(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the zero rate point sensitivity with z-spread at the specified year fraction specifying the currency of the sensitivity.default ZeroRateSensitivity
DiscountFactors. zeroRatePointSensitivityWithSpread(LocalDate date, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.ZeroRateSensitivity
ZeroRatePeriodicDiscountFactors. zeroRatePointSensitivityWithSpread(double yearFraction, Currency sensitivityCurrency, double zSpread, CompoundedRateType compoundedRateType, int periodPerYear)
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Uses of Currency in com.opengamma.strata.pricer.bond
Methods in com.opengamma.strata.pricer.bond that return Currency Modifier and Type Method Description Currency
BondFutureOptionSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
BondYieldSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
BondYieldVolatilities. getCurrency()
Gets the currency for which the data is valid.Currency
IssuerCurveDiscountFactors. getCurrency()
Gets the currency.Currency
IssuerCurveZeroRateSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
NormalBondYieldExpiryDurationVolatilities. getCurrency()
Gets the currency.Currency
RepoCurveDiscountFactors. getCurrency()
Gets the currency.Currency
RepoCurveZeroRateSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
IssuerCurveZeroRateSensitivity. getCurveCurrency()
Gets the currency of the curve for which the sensitivity is computed.Currency
RepoCurveZeroRateSensitivity. getCurveCurrency()
Gets the currency of the curve for which the sensitivity is computed.Methods in com.opengamma.strata.pricer.bond that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
BondFutureOptionSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
BondYieldSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
IssuerCurveZeroRateSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
NormalBondYieldExpiryDurationVolatilities.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
RepoCurveZeroRateSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
IssuerCurveZeroRateSensitivity.Meta. curveCurrency()
The meta-property for thecurveCurrency
property.org.joda.beans.MetaProperty<Currency>
RepoCurveZeroRateSensitivity.Meta. curveCurrency()
The meta-property for thecurveCurrency
property.ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>
ImmutableLegalEntityDiscountingProvider. getIssuerCurves()
Gets the issuer curves, keyed by group and currency.ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>
ImmutableLegalEntityDiscountingProvider. getRepoCurves()
Gets the repo curves, keyed by group and currency.org.joda.beans.MetaProperty<ImmutableMap<Pair<LegalEntityGroup,Currency>,DiscountFactors>>
ImmutableLegalEntityDiscountingProvider.Meta. issuerCurves()
The meta-property for theissuerCurves
property.org.joda.beans.MetaProperty<ImmutableMap<Pair<RepoGroup,Currency>,DiscountFactors>>
ImmutableLegalEntityDiscountingProvider.Meta. repoCurves()
The meta-property for therepoCurves
property.Methods in com.opengamma.strata.pricer.bond with parameters of type Currency Modifier and Type Method Description BondFutureOptionSensitivity
BondFutureOptionSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
BondYieldSensitivity
BondYieldSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IssuerCurveZeroRateSensitivity
IssuerCurveZeroRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
RepoCurveZeroRateSensitivity
RepoCurveZeroRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IssuerCurveDiscountFactors
ImmutableLegalEntityDiscountingProvider. issuerCurveDiscountFactors(LegalEntityId issuerId, Currency currency)
IssuerCurveDiscountFactors
LegalEntityDiscountingProvider. issuerCurveDiscountFactors(LegalEntityId issuerId, Currency currency)
Gets the discount factors from an issuer based on the issuer ID and currency.static BondFutureOptionSensitivity
BondFutureOptionSensitivity. of(BondFutureVolatilitiesName volatilitiesName, double expiry, LocalDate futureExpiryDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)
Obtains an instance based on the security ID.static BondYieldSensitivity
BondYieldSensitivity. of(BondVolatilitiesName volatilitiesName, double expiry, double duration, double strike, double forward, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the specified elements.static IssuerCurveZeroRateSensitivity
IssuerCurveZeroRateSensitivity. of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, LegalEntityGroup legalEntityGroup, double sensitivity)
Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.static IssuerCurveZeroRateSensitivity
IssuerCurveZeroRateSensitivity. of(Currency currency, double yearFraction, LegalEntityGroup legalEntityGroup, double sensitivity)
Obtains an instance from the curve currency, date, legal entity group and value.static NormalBondYieldExpiryDurationVolatilities
NormalBondYieldExpiryDurationVolatilities. of(Currency currency, ZonedDateTime valuationDateTime, Surface surface)
Obtains an instance from the implied volatility surface and the date-time for which it is valid.static RepoCurveZeroRateSensitivity
RepoCurveZeroRateSensitivity. of(Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, RepoGroup repoGroup, double sensitivity)
Obtains an instance from the curve currency, date, sensitivity currency, group and value.static RepoCurveZeroRateSensitivity
RepoCurveZeroRateSensitivity. of(Currency currency, double yearFraction, RepoGroup repoGroup, double sensitivity)
Obtains an instance from the curve currency, date, group and value.RepoCurveDiscountFactors
ImmutableLegalEntityDiscountingProvider. repoCurveDiscountFactors(LegalEntityId issuerId, Currency currency)
RepoCurveDiscountFactors
ImmutableLegalEntityDiscountingProvider. repoCurveDiscountFactors(SecurityId securityId, LegalEntityId issuerId, Currency currency)
RepoCurveDiscountFactors
LegalEntityDiscountingProvider. repoCurveDiscountFactors(LegalEntityId issuerId, Currency currency)
Gets the discount factors from a repo curve based on the issuer ID and currency.RepoCurveDiscountFactors
LegalEntityDiscountingProvider. repoCurveDiscountFactors(SecurityId securityId, LegalEntityId issuerId, Currency currency)
Gets the discount factors from a repo curve based on the security ID, issuer ID and currency.BondFutureOptionSensitivity
BondFutureOptionSensitivity. withCurrency(Currency currency)
BondYieldSensitivity
BondYieldSensitivity. withCurrency(Currency currency)
IssuerCurveZeroRateSensitivity
IssuerCurveZeroRateSensitivity. withCurrency(Currency currency)
RepoCurveZeroRateSensitivity
RepoCurveZeroRateSensitivity. withCurrency(Currency currency)
IssuerCurveZeroRateSensitivity
IssuerCurveDiscountFactors. zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.RepoCurveZeroRateSensitivity
RepoCurveDiscountFactors. zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.Method parameters in com.opengamma.strata.pricer.bond with type arguments of type Currency Modifier and Type Method Description ImmutableLegalEntityDiscountingProvider.Builder
ImmutableLegalEntityDiscountingProvider.Builder. issuerCurves(Map<Pair<LegalEntityGroup,Currency>,DiscountFactors> issuerCurves)
Sets the issuer curves, keyed by group and currency.ImmutableLegalEntityDiscountingProvider.Builder
ImmutableLegalEntityDiscountingProvider.Builder. repoCurves(Map<Pair<RepoGroup,Currency>,DiscountFactors> repoCurves)
Sets the repo curves, keyed by group and currency. -
Uses of Currency in com.opengamma.strata.pricer.capfloor
Methods in com.opengamma.strata.pricer.capfloor that return Currency Modifier and Type Method Description Currency
IborCapletFloorletSabrSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
IborCapletFloorletSensitivity. getCurrency()
Gets the currency of the sensitivity.Methods in com.opengamma.strata.pricer.capfloor that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
IborCapletFloorletSabrSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
IborCapletFloorletSensitivity.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.pricer.capfloor with parameters of type Currency Modifier and Type Method Description IborCapletFloorletSabrSensitivity
IborCapletFloorletSabrSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
IborCapletFloorletSensitivity
IborCapletFloorletSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static IborCapletFloorletSabrSensitivity
IborCapletFloorletSabrSensitivity. of(IborCapletFloorletVolatilitiesName volatilitiesName, double expiry, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the specified elements.static IborCapletFloorletSensitivity
IborCapletFloorletSensitivity. of(IborCapletFloorletVolatilitiesName volatilitiesName, double expiry, double strike, double forward, Currency sensitivityCurrency, double sensitivity)
Obtains an instance.IborCapletFloorletSabrSensitivity
IborCapletFloorletSabrSensitivity. withCurrency(Currency currency)
IborCapletFloorletSensitivity
IborCapletFloorletSensitivity. withCurrency(Currency currency)
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Uses of Currency in com.opengamma.strata.pricer.credit
Methods in com.opengamma.strata.pricer.credit that return Currency Modifier and Type Method Description Currency
CreditCurveZeroRateSensitivity. getCurrency()
Currency
CreditDiscountFactors. getCurrency()
Gets the currency.Currency
IsdaCreditDiscountFactors. getCurrency()
Gets the currency that the discount factors are for.Currency
JumpToDefault. getCurrency()
Gets the currency of the amounts.Currency
LegalEntitySurvivalProbabilities. getCurrency()
Gets the currency.Currency
CreditCurveZeroRateSensitivity. getCurveCurrency()
Gets the currency of the curve for which the sensitivity is computed.Methods in com.opengamma.strata.pricer.credit that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<ImmutableMap<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities>>
ImmutableCreditRatesProvider.Meta. creditCurves()
The meta-property for thecreditCurves
property.org.joda.beans.MetaProperty<Currency>
IsdaCreditDiscountFactors.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
JumpToDefault.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<ImmutableMap<Currency,CreditDiscountFactors>>
ImmutableCreditRatesProvider.Meta. discountCurves()
The meta-property for thediscountCurves
property.Methods in com.opengamma.strata.pricer.credit with parameters of type Currency Modifier and Type Method Description CreditCurveZeroRateSensitivity
CreditCurveZeroRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
JumpToDefault
JumpToDefault. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
CurrencyParameterSensitivities
CreditDiscountFactors. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
Creates the parameter sensitivity when the sensitivity values are known.CurrencyParameterSensitivities
IsdaCreditDiscountFactors. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CreditDiscountFactors
CreditRatesProvider. discountFactors(Currency currency)
Gets the discount factors for a currency.CreditDiscountFactors
ImmutableCreditRatesProvider. discountFactors(Currency currency)
static CreditCurveZeroRateSensitivity
CreditCurveZeroRateSensitivity. of(StandardId legalEntityId, Currency currency, double yearFraction, double sensitivity)
Obtains an instance.static CreditCurveZeroRateSensitivity
CreditCurveZeroRateSensitivity. of(StandardId legalEntityId, Currency curveCurrency, double yearFraction, Currency sensitivityCurrency, double sensitivity)
Obtains an instance with sensitivity currency specified.static CreditDiscountFactors
CreditDiscountFactors. of(Currency currency, LocalDate valuationDate, Curve curve)
Obtains an instance from a curve.static IsdaCreditDiscountFactors
IsdaCreditDiscountFactors. of(Currency currency, LocalDate valuationDate, CurveName curveName, DoubleArray yearFractions, DoubleArray zeroRates, DayCount dayCount)
Creates an instance from year fraction and zero rate values.static IsdaCreditDiscountFactors
IsdaCreditDiscountFactors. of(Currency currency, LocalDate valuationDate, NodalCurve curve)
Creates an instance from the underlying curve.static JumpToDefault
JumpToDefault. of(Currency currency, Map<StandardId,Double> splitValues)
Obtains an instance from currency and map.CurrencyParameterSensitivity
CreditRatesProvider. singleCreditCurveParameterSensitivity(PointSensitivities pointSensitivities, StandardId legalEntityId, Currency currency)
Computes the parameter sensitivity for a specific credit curve.CurrencyParameterSensitivity
ImmutableCreditRatesProvider. singleCreditCurveParameterSensitivity(PointSensitivities pointSensitivities, StandardId legalEntityId, Currency currency)
CurrencyParameterSensitivity
CreditRatesProvider. singleDiscountCurveParameterSensitivity(PointSensitivities pointSensitivities, Currency currency)
Computes the parameter sensitivity for a specific discount curve.CurrencyParameterSensitivity
ImmutableCreditRatesProvider. singleDiscountCurveParameterSensitivity(PointSensitivities pointSensitivities, Currency currency)
LegalEntitySurvivalProbabilities
CreditRatesProvider. survivalProbabilities(StandardId legalEntityId, Currency currency)
Gets the survival probabilities for a standard ID and a currency.LegalEntitySurvivalProbabilities
ImmutableCreditRatesProvider. survivalProbabilities(StandardId legalEntityId, Currency currency)
CreditCurveZeroRateSensitivity
CreditCurveZeroRateSensitivity. withCurrency(Currency currency)
ZeroRateSensitivity
CreditDiscountFactors. zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.default ZeroRateSensitivity
CreditDiscountFactors. zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.ZeroRateSensitivity
IsdaCreditDiscountFactors. zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
CreditCurveZeroRateSensitivity
LegalEntitySurvivalProbabilities. zeroRatePointSensitivity(double yearFraction, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.CreditCurveZeroRateSensitivity
LegalEntitySurvivalProbabilities. zeroRatePointSensitivity(LocalDate date, Currency sensitivityCurrency)
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.Method parameters in com.opengamma.strata.pricer.credit with type arguments of type Currency Modifier and Type Method Description ImmutableCreditRatesProvider.Builder
ImmutableCreditRatesProvider.Builder. creditCurves(Map<Pair<StandardId,Currency>,LegalEntitySurvivalProbabilities> creditCurves)
Sets the credit curves.ImmutableCreditRatesProvider.Builder
ImmutableCreditRatesProvider.Builder. discountCurves(Map<Currency,CreditDiscountFactors> discountCurves)
Sets the discounting curves. -
Uses of Currency in com.opengamma.strata.pricer.fx
Methods in com.opengamma.strata.pricer.fx that return Currency Modifier and Type Method Description Currency
FxForwardSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
FxIndexSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
FxForwardSensitivity. getReferenceCounterCurrency()
Gets the currency counter to the reference currency.Currency
FxForwardSensitivity. getReferenceCurrency()
Gets the reference currency.Currency
FxIndexSensitivity. getReferenceCurrency()
Gets the reference currency.Methods in com.opengamma.strata.pricer.fx that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
FxForwardSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
FxIndexSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
FxForwardSensitivity.Meta. referenceCurrency()
The meta-property for thereferenceCurrency
property.org.joda.beans.MetaProperty<Currency>
FxIndexSensitivity.Meta. referenceCurrency()
The meta-property for thereferenceCurrency
property.Methods in com.opengamma.strata.pricer.fx with parameters of type Currency Modifier and Type Method Description FxForwardSensitivity
FxForwardSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
FxIndexSensitivity
FxIndexSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static FxForwardSensitivity
FxForwardSensitivity. of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, double sensitivity)
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.static FxForwardSensitivity
FxForwardSensitivity. of(CurrencyPair currencyPair, Currency referenceCurrency, LocalDate referenceDate, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.static FxIndexSensitivity
FxIndexSensitivity. of(FxIndexObservation observation, Currency referenceCurrency, double sensitivity)
Obtains an instance from the observation, reference currency and sensitivity value.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.double
DiscountFxForwardRates. rate(Currency baseCurrency, LocalDate referenceDate)
double
ForwardFxIndexRates. rate(FxIndexObservation observation, Currency baseCurrency)
double
FxForwardRates. rate(Currency baseCurrency, LocalDate referenceDate)
Gets the forward rate at the specified payment date.double
FxIndexRates. rate(FxIndexObservation observation, Currency baseCurrency)
Gets the historic or forward rate at the specified fixing date.double
DiscountFxForwardRates. rateFxSpotSensitivity(Currency baseCurrency, LocalDate referenceDate)
double
FxForwardRates. rateFxSpotSensitivity(Currency baseCurrency, LocalDate referenceDate)
Calculates the sensitivity of the forward rate to the current FX rate.PointSensitivityBuilder
DiscountFxForwardRates. ratePointSensitivity(Currency baseCurrency, LocalDate referenceDate)
PointSensitivityBuilder
ForwardFxIndexRates. ratePointSensitivity(FxIndexObservation observation, Currency baseCurrency)
PointSensitivityBuilder
FxForwardRates. ratePointSensitivity(Currency baseCurrency, LocalDate referenceDate)
Calculates the point sensitivity of the forward rate at the specified payment date.PointSensitivityBuilder
FxIndexRates. ratePointSensitivity(FxIndexObservation observation, Currency baseCurrency)
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.FxForwardSensitivity
FxForwardSensitivity. withCurrency(Currency currency)
FxIndexSensitivity
FxIndexSensitivity. withCurrency(Currency currency)
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Uses of Currency in com.opengamma.strata.pricer.fxopt
Methods in com.opengamma.strata.pricer.fxopt that return Currency Modifier and Type Method Description Currency
FxOptionSensitivity. getCurrency()
Gets the currency of the sensitivity.Methods in com.opengamma.strata.pricer.fxopt that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
FxOptionSensitivity.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.pricer.fxopt with parameters of type Currency Modifier and Type Method Description FxOptionSensitivity
FxOptionSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
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)
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Uses of Currency in com.opengamma.strata.pricer.index
Methods in com.opengamma.strata.pricer.index that return Currency Modifier and Type Method Description Currency
IborFutureOptionSensitivity. getCurrency()
Gets the currency of the sensitivity.Methods in com.opengamma.strata.pricer.index that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
IborFutureOptionSensitivity.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.pricer.index with parameters of type Currency Modifier and Type Method Description IborFutureOptionSensitivity
IborFutureOptionSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static IborFutureOptionSensitivity
IborFutureOptionSensitivity. of(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)
Obtains an instance.IborFutureOptionSensitivity
IborFutureOptionSensitivity. withCurrency(Currency currency)
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Uses of Currency in com.opengamma.strata.pricer.rate
Methods in com.opengamma.strata.pricer.rate that return Currency Modifier and Type Method Description Currency
IborRateSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
InflationRateSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
OvernightRateSensitivity. getCurrency()
Gets the currency of the sensitivity.Methods in com.opengamma.strata.pricer.rate that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
IborRateSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
InflationRateSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
OvernightRateSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<ImmutableMap<Currency,Curve>>
ImmutableRatesProvider.Meta. discountCurves()
The meta-property for thediscountCurves
property.ImmutableSet<Currency>
ImmutableRatesProvider. getDiscountCurrencies()
ImmutableMap<Currency,Curve>
ImmutableRatesProvider. getDiscountCurves()
Gets the discount curves, defaulted to an empty map.Methods in com.opengamma.strata.pricer.rate with parameters of type Currency Modifier and Type Method Description IborRateSensitivity
IborRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
InflationRateSensitivity
InflationRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
OvernightRateSensitivity
OvernightRateSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
CurrencyParameterSensitivities
DiscountIborIndexRates. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities
DiscountOvernightIndexRates. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities
HistoricIborIndexRates. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities
HistoricOvernightIndexRates. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities
HistoricPriceIndexValues. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities
IborIndexRates. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
Creates the parameter sensitivity when the sensitivity values are known.CurrencyParameterSensitivities
OvernightIndexRates. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
Creates the parameter sensitivity when the sensitivity values are known.CurrencyParameterSensitivities
PriceIndexValues. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
Creates the parameter sensitivity when the sensitivity values are known.CurrencyParameterSensitivities
SimpleIborIndexRates. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
CurrencyParameterSensitivities
SimplePriceIndexValues. createParameterSensitivity(Currency currency, DoubleArray sensitivities)
ImmutableRatesProviderBuilder
ImmutableRatesProviderBuilder. discountCurve(Currency currency, Curve discountCurve)
Adds a discount curve to the provider.DiscountFactors
ImmutableRatesProvider. discountFactors(Currency currency)
double
ImmutableRatesProvider. fxRate(Currency baseCurrency, Currency counterCurrency)
static IborRateSensitivity
IborRateSensitivity. of(IborIndexObservation observation, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.static InflationRateSensitivity
InflationRateSensitivity. of(PriceIndexObservation observation, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.static OvernightRateSensitivity
OvernightRateSensitivity. of(OvernightIndexObservation observation, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.static OvernightRateSensitivity
OvernightRateSensitivity. ofPeriod(OvernightIndexObservation observation, LocalDate endDate, Currency sensitivityCurrency, double sensitivity)
Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.IborRateSensitivity
IborRateSensitivity. withCurrency(Currency currency)
InflationRateSensitivity
InflationRateSensitivity. withCurrency(Currency currency)
OvernightRateSensitivity
OvernightRateSensitivity. withCurrency(Currency currency)
Method parameters in com.opengamma.strata.pricer.rate with type arguments of type Currency Modifier and Type Method Description ImmutableRatesProviderBuilder
ImmutableRatesProviderBuilder. discountCurves(Map<Currency,? extends Curve> discountCurves)
Adds discount curves to the provider. -
Uses of Currency in com.opengamma.strata.pricer.sensitivity
Methods in com.opengamma.strata.pricer.sensitivity with parameters of type Currency Modifier and Type Method Description CurrencyParameterSensitivity
CurveGammaCalculator. calculateSemiParallelGamma(Curve curve, Currency curveCurrency, Function<Curve,CurrencyParameterSensitivity> sensitivitiesFn)
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function. -
Uses of Currency in com.opengamma.strata.pricer.swap
Methods in com.opengamma.strata.pricer.swap with parameters of type Currency Modifier and Type Method Description CurrencyAmount
DiscountingSwapLegPricer. presentValue(ResolvedSwapLeg leg, Currency currency, RatesProvider provider)
Calculates the present value of the swap leg, converted to the specified currency.CurrencyAmount
DiscountingSwapProductPricer. presentValue(ResolvedSwap swap, Currency currency, RatesProvider provider)
Calculates the present value of the swap product, converted to the specified currency.CurrencyAmount
DiscountingSwapTradePricer. presentValue(ResolvedSwapTrade trade, Currency currency, RatesProvider provider)
Calculates the present value of the swap trade, converted to the specified currency.PointSensitivityBuilder
DiscountingSwapProductPricer. presentValueSensitivity(ResolvedSwap swap, Currency currency, RatesProvider provider)
Calculates the present value sensitivity of the swap product converted in a given currency. -
Uses of Currency in com.opengamma.strata.pricer.swaption
Methods in com.opengamma.strata.pricer.swaption that return Currency Modifier and Type Method Description Currency
SwaptionSabrSensitivity. getCurrency()
Gets the currency of the sensitivity.Currency
SwaptionSensitivity. getCurrency()
Gets the currency of the sensitivity.Methods in com.opengamma.strata.pricer.swaption that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
SwaptionSabrSensitivity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
SwaptionSensitivity.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.pricer.swaption with parameters of type Currency Modifier and Type Method Description SwaptionSabrSensitivity
SwaptionSabrSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
SwaptionSensitivity
SwaptionSensitivity. convertedTo(Currency resultCurrency, FxRateProvider rateProvider)
static SwaptionSabrSensitivity
SwaptionSabrSensitivity. of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, SabrParameterType sensitivityType, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the specified elements.static SwaptionSensitivity
SwaptionSensitivity. of(SwaptionVolatilitiesName volatilitiesName, double expiry, double tenor, double strike, double forward, Currency sensitivityCurrency, double sensitivity)
Obtains an instance from the specified elements.SwaptionSabrSensitivity
SwaptionSabrSensitivity. withCurrency(Currency currency)
SwaptionSensitivity
SwaptionSensitivity. withCurrency(Currency currency)
-
Uses of Currency in com.opengamma.strata.product
Methods in com.opengamma.strata.product that return Currency Modifier and Type Method Description Currency
GenericSecurity. getCurrency()
Currency
GenericSecurityPosition. getCurrency()
Currency
GenericSecurityTrade. getCurrency()
Gets the currency of the trade.Currency
SecuritizedProduct. getCurrency()
Gets the currency that the security is traded in.default Currency
SecuritizedProductPortfolioItem. getCurrency()
Gets the currency of the position.default Currency
Security. getCurrency()
Gets the currency that the security is traded in.Currency
SecurityPriceInfo. getCurrency()
Gets the currency that the security is traded in.Methods in com.opengamma.strata.product that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
Product. allCurrencies()
Returns the set of currencies the product refers to.default ImmutableSet<Currency>
SecuritizedProduct. allCurrencies()
default ImmutableSet<Currency>
Product. allPaymentCurrencies()
Returns the set of currencies that the product pays in.org.joda.beans.MetaProperty<Currency>
SecurityPriceInfo.Meta. currency()
The meta-property for thecurrency
property.ImmutableSet<Currency>
PortfolioItemSummary. getCurrencies()
Gets the currencies of the item.Methods in com.opengamma.strata.product with parameters of type Currency Modifier and Type Method Description PortfolioItemSummary.Builder
PortfolioItemSummary.Builder. currencies(Currency... currencies)
Sets thecurrencies
property in the builder from an array of objects.static SecurityPriceInfo
SecurityPriceInfo. of(Currency currency, double tradeUnitValue)
Obtains an instance from the currency and the value of a single tradeable unit.static SecurityPriceInfo
SecurityPriceInfo. ofCurrencyMinorUnit(Currency currency)
Obtains an instance from the currency.Method parameters in com.opengamma.strata.product with type arguments of type Currency Modifier and Type Method Description PortfolioItemSummary.Builder
PortfolioItemSummary.Builder. currencies(Set<Currency> currencies)
Sets the currencies of the item.static PortfolioItemSummary
PortfolioItemSummary. of(StandardId id, PortfolioItemType portfolioItemType, ProductType productType, Set<Currency> currencies, String description)
Obtains an instance. -
Uses of Currency in com.opengamma.strata.product.bond
Methods in com.opengamma.strata.product.bond that return Currency Modifier and Type Method Description Currency
Bill. getCurrency()
Currency
BillPosition. getCurrency()
Currency
BillSecurity. getCurrency()
Currency
BondFuture. getCurrency()
Obtains the currency of the underlying fixed coupon bonds.Currency
BondFutureOption. getCurrency()
Currency
BondFutureOptionPosition. getCurrency()
Currency
BondFutureOptionSecurity. getCurrency()
Gets the currency that the future is traded in.Currency
BondFuturePosition. getCurrency()
Currency
BondFutureSecurity. getCurrency()
Gets the currency that the future is traded in.Currency
BondPaymentPeriod. getCurrency()
Gets the currency of the payment resulting from the period.Currency
CapitalIndexedBond. getCurrency()
Gets the currency that the bond is traded in.Currency
CapitalIndexedBondPaymentPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
CapitalIndexedBondPosition. getCurrency()
Currency
CapitalIndexedBondSecurity. getCurrency()
Gets the currency that the bond is traded in.Currency
FixedCouponBond. getCurrency()
Gets the currency that the bond is traded in.Currency
FixedCouponBondOption. getCurrency()
The currency of the underlying bond.Currency
FixedCouponBondPaymentPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
FixedCouponBondPosition. getCurrency()
Currency
FixedCouponBondSecurity. getCurrency()
Gets the currency that the bond is traded in.Currency
KnownAmountBondPaymentPeriod. getCurrency()
Currency
ResolvedBill. getCurrency()
Returns the currency of the bill.Currency
ResolvedBondFuture. getCurrency()
Obtains the currency of the underlying fixed coupon bonds.Currency
ResolvedCapitalIndexedBond. getCurrency()
Gets the currency of the product.Currency
ResolvedFixedCouponBond. getCurrency()
Gets the currency of the product.Currency
ResolvedFixedCouponBondOption. getCurrency()
Returns the bond option currency.Methods in com.opengamma.strata.product.bond that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
FixedCouponBondOption. allCurrencies()
org.joda.beans.MetaProperty<Currency>
BondFutureOptionSecurity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
BondFutureSecurity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
CapitalIndexedBond.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
CapitalIndexedBondPaymentPeriod.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
CapitalIndexedBondSecurity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
FixedCouponBond.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
FixedCouponBondPaymentPeriod.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
FixedCouponBondSecurity.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.bond with parameters of type Currency Modifier and Type Method Description BondFutureOptionSecurity.Builder
BondFutureOptionSecurity.Builder. currency(Currency currency)
Sets the currency that the future is traded in.BondFutureSecurity.Builder
BondFutureSecurity.Builder. currency(Currency currency)
Sets the currency that the future is traded in.CapitalIndexedBond.Builder
CapitalIndexedBond.Builder. currency(Currency currency)
Sets the currency that the bond is traded in.CapitalIndexedBondPaymentPeriod.Builder
CapitalIndexedBondPaymentPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period.CapitalIndexedBondSecurity.Builder
CapitalIndexedBondSecurity.Builder. currency(Currency currency)
Sets the currency that the bond is traded in.FixedCouponBond.Builder
FixedCouponBond.Builder. currency(Currency currency)
Sets the currency that the bond is traded in.FixedCouponBondPaymentPeriod.Builder
FixedCouponBondPaymentPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period.FixedCouponBondSecurity.Builder
FixedCouponBondSecurity.Builder. currency(Currency currency)
Sets the currency that the bond is traded in. -
Uses of Currency in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return Currency Modifier and Type Method Description Currency
IborCapFloorLeg. getCurrency()
Gets the currency of the leg associated with the notional.Currency
IborCapletFloorletBinaryPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
IborCapletFloorletPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
OvernightInArrearsCapletFloorletBinaryPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
OvernightInArrearsCapletFloorletPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
ResolvedIborCapFloorLeg. getCurrency()
Gets the currency of the leg.Methods in com.opengamma.strata.product.capfloor that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
IborCapFloor. allCurrencies()
ImmutableSet<Currency>
IborCapFloor. allPaymentCurrencies()
ImmutableSet<Currency>
ResolvedIborCapFloor. allPaymentCurrencies()
Returns the set of payment currencies referred to by the cap/floor.org.joda.beans.MetaProperty<Currency>
IborCapFloorLeg.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
IborCapletFloorletBinaryPeriod.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
IborCapletFloorletPeriod.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
OvernightInArrearsCapletFloorletBinaryPeriod.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
OvernightInArrearsCapletFloorletPeriod.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.capfloor with parameters of type Currency Modifier and Type Method Description IborCapFloorLeg.Builder
IborCapFloorLeg.Builder. currency(Currency currency)
Sets the currency of the leg associated with the notional.IborCapletFloorletBinaryPeriod.Builder
IborCapletFloorletBinaryPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period.IborCapletFloorletPeriod.Builder
IborCapletFloorletPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period.OvernightInArrearsCapletFloorletBinaryPeriod.Builder
OvernightInArrearsCapletFloorletBinaryPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period.OvernightInArrearsCapletFloorletPeriod.Builder
OvernightInArrearsCapletFloorletPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period. -
Uses of Currency in com.opengamma.strata.product.cms
Methods in com.opengamma.strata.product.cms that return Currency Modifier and Type Method Description Currency
CmsLeg. getCurrency()
Gets the currency of the leg associated with the notional.Currency
CmsPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
ResolvedCmsLeg. getCurrency()
Gets the currency of the leg.Methods in com.opengamma.strata.product.cms that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
Cms. allCurrencies()
ImmutableSet<Currency>
Cms. allPaymentCurrencies()
ImmutableSet<Currency>
ResolvedCms. allPaymentCurrencies()
Returns the set of currencies referred to by the CMS.org.joda.beans.MetaProperty<Currency>
CmsLeg.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
CmsPeriod.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.cms with parameters of type Currency Modifier and Type Method Description CmsLeg.Builder
CmsLeg.Builder. currency(Currency currency)
Sets the currency of the leg associated with the notional.CmsPeriod.Builder
CmsPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period. -
Uses of Currency in com.opengamma.strata.product.common
Methods in com.opengamma.strata.product.common with parameters of type Currency Modifier and Type Method Description static String
SummarizerUtils. amount(Currency currency, double value)
Converts an amount to a string.static PortfolioItemSummary
SummarizerUtils. summary(Position position, ProductType type, String description, Currency... currencies)
Creates a summary instance for a position.static PortfolioItemSummary
SummarizerUtils. summary(Trade trade, ProductType type, String description, Currency... currencies)
Creates a summary instance for a trade. -
Uses of Currency in com.opengamma.strata.product.credit
Methods in com.opengamma.strata.product.credit that return Currency Modifier and Type Method Description Currency
Cds. getCurrency()
Gets the currency of the CDS.Currency
CdsIndex. getCurrency()
Gets the currency of the CDS index.Currency
CreditCouponPaymentPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
ResolvedCds. getCurrency()
Obtains the currency.Currency
ResolvedCdsIndex. getCurrency()
Obtains the currency.Methods in com.opengamma.strata.product.credit that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
Cds. allCurrencies()
ImmutableSet<Currency>
CdsIndex. allCurrencies()
org.joda.beans.MetaProperty<Currency>
Cds.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
CdsIndex.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
CreditCouponPaymentPeriod.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.credit with parameters of type Currency Modifier and Type Method Description Cds.Builder
Cds.Builder. currency(Currency currency)
Sets the currency of the CDS.CdsIndex.Builder
CdsIndex.Builder. currency(Currency currency)
Sets the currency of the CDS index.CreditCouponPaymentPeriod.Builder
CreditCouponPaymentPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period.static Cds
Cds. of(BuySell buySell, StandardId legalEntityId, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS.static CdsIndex
CdsIndex. of(BuySell buySell, StandardId cdsIndexId, List<StandardId> legalEntityIds, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)
Creates an instance of a standardized CDS index. -
Uses of Currency in com.opengamma.strata.product.credit.type
Methods in com.opengamma.strata.product.credit.type that return Currency Modifier and Type Method Description Currency
CdsConvention. getCurrency()
Get the currency of the CDS.Currency
ImmutableCdsConvention. getCurrency()
Gets the currency of the CDS.Methods in com.opengamma.strata.product.credit.type that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
ImmutableCdsConvention.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.credit.type with parameters of type Currency Modifier and Type Method Description ImmutableCdsConvention.Builder
ImmutableCdsConvention.Builder. currency(Currency currency)
Sets the currency of the CDS.static ImmutableCdsConvention
ImmutableCdsConvention. of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)
Obtains a convention based on the specified parameters. -
Uses of Currency in com.opengamma.strata.product.deposit
Methods in com.opengamma.strata.product.deposit that return Currency Modifier and Type Method Description Currency
IborFixingDeposit. getCurrency()
Gets the primary currency, defaulted to the currency of the index.Currency
ResolvedIborFixingDeposit. getCurrency()
Gets the primary currency.Currency
ResolvedTermDeposit. getCurrency()
Gets the primary currency.Currency
TermDeposit. getCurrency()
Gets the primary currency.Methods in com.opengamma.strata.product.deposit that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
IborFixingDeposit. allCurrencies()
ImmutableSet<Currency>
TermDeposit. allCurrencies()
org.joda.beans.MetaProperty<Currency>
IborFixingDeposit.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ResolvedIborFixingDeposit.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ResolvedTermDeposit.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
TermDeposit.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.deposit with parameters of type Currency Modifier and Type Method Description IborFixingDeposit.Builder
IborFixingDeposit.Builder. currency(Currency currency)
Sets the primary currency, defaulted to the currency of the index.ResolvedIborFixingDeposit.Builder
ResolvedIborFixingDeposit.Builder. currency(Currency currency)
Sets the primary currency.ResolvedTermDeposit.Builder
ResolvedTermDeposit.Builder. currency(Currency currency)
Sets the primary currency.TermDeposit.Builder
TermDeposit.Builder. currency(Currency currency)
Sets the primary currency. -
Uses of Currency in com.opengamma.strata.product.deposit.type
Methods in com.opengamma.strata.product.deposit.type that return Currency Modifier and Type Method Description Currency
ImmutableIborFixingDepositConvention. getCurrency()
Gets the primary currency, providing a default result if no override specified.Currency
ImmutableTermDepositConvention. getCurrency()
Gets the primary currency.Currency
TermDepositConvention. getCurrency()
Gets the primary currency.Methods in com.opengamma.strata.product.deposit.type that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
ImmutableIborFixingDepositConvention.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ImmutableTermDepositConvention.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.deposit.type with parameters of type Currency Modifier and Type Method Description ImmutableIborFixingDepositConvention.Builder
ImmutableIborFixingDepositConvention.Builder. currency(Currency currency)
Sets the primary currency, optional with defaulting getter.ImmutableTermDepositConvention.Builder
ImmutableTermDepositConvention.Builder. currency(Currency currency)
Sets the primary currency.static ImmutableTermDepositConvention
ImmutableTermDepositConvention. of(String name, Currency currency, BusinessDayAdjustment businessDayAdjustment, DayCount dayCount, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset. -
Uses of Currency in com.opengamma.strata.product.dsf
Methods in com.opengamma.strata.product.dsf that return Currency Modifier and Type Method Description Currency
Dsf. getCurrency()
Gets the currency of the underlying swap.Currency
DsfPosition. getCurrency()
Currency
DsfSecurity. getCurrency()
Currency
ResolvedDsf. getCurrency()
Gets the currency of the underlying swap.Methods in com.opengamma.strata.product.dsf that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
DsfSecurity.Meta. currency()
The meta-property for thecurrency
property. -
Uses of Currency in com.opengamma.strata.product.etd
Methods in com.opengamma.strata.product.etd that return Currency Modifier and Type Method Description Currency
EtdFuturePosition. getCurrency()
Currency
EtdOptionPosition. getCurrency()
default Currency
EtdPosition. getCurrency()
Gets the currency of the position.default Currency
EtdSecurity. getCurrency()
default Currency
EtdTrade. getCurrency()
Gets the currency of the trade.Methods in com.opengamma.strata.product.etd that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
EtdFuturePosition.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
EtdOptionPosition.Meta. currency()
The meta-property for thecurrency
property. -
Uses of Currency in com.opengamma.strata.product.fra
Methods in com.opengamma.strata.product.fra that return Currency Modifier and Type Method Description Currency
Fra. getCurrency()
Gets the primary currency, defaulted to the currency of the index.Currency
ResolvedFra. getCurrency()
Gets the primary currency.Methods in com.opengamma.strata.product.fra that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
Fra. allCurrencies()
org.joda.beans.MetaProperty<Currency>
Fra.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ResolvedFra.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.fra with parameters of type Currency Modifier and Type Method Description Fra.Builder
Fra.Builder. currency(Currency currency)
Sets the primary currency, defaulted to the currency of the index.ResolvedFra.Builder
ResolvedFra.Builder. currency(Currency currency)
Sets the primary currency. -
Uses of Currency in com.opengamma.strata.product.fra.type
Methods in com.opengamma.strata.product.fra.type that return Currency Modifier and Type Method Description Currency
ImmutableFraConvention. getCurrency()
Gets the primary currency, providing a default result if no override specified.Methods in com.opengamma.strata.product.fra.type that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
ImmutableFraConvention.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.fra.type with parameters of type Currency Modifier and Type Method Description ImmutableFraConvention.Builder
ImmutableFraConvention.Builder. currency(Currency currency)
Sets the primary currency, optional with defaulting getter. -
Uses of Currency in com.opengamma.strata.product.fx
Methods in com.opengamma.strata.product.fx that return Currency Modifier and Type Method Description Currency
FxNdf. getNonDeliverableCurrency()
Gets the non-deliverable currency.Currency
ResolvedFxNdf. getNonDeliverableCurrency()
Gets the non-deliverable currency.Currency
FxNdf. getSettlementCurrency()
Gets the settlement currency.Currency
ResolvedFxNdf. getSettlementCurrency()
Gets the settlement currency.Methods in com.opengamma.strata.product.fx that return types with arguments of type Currency Modifier and Type Method Description default ImmutableSet<Currency>
FxProduct. allCurrencies()
ImmutableSet<Currency>
FxNdf. allPaymentCurrencies()
Methods in com.opengamma.strata.product.fx with parameters of type Currency Modifier and Type Method Description static ResolvedFxSwap
ResolvedFxSwap. ofForwardPoints(CurrencyAmount amountCurrency1, Currency currency2, double nearFxRate, double forwardPoints, LocalDate nearDate, LocalDate farDate)
Creates aResolvedFxSwap
using forward points. -
Uses of Currency in com.opengamma.strata.product.fxopt
Methods in com.opengamma.strata.product.fxopt that return Currency Modifier and Type Method Description Currency
ResolvedFxVanillaOption. getCounterCurrency()
Get the counter currency of the underlying FX transaction. -
Uses of Currency in com.opengamma.strata.product.index
Methods in com.opengamma.strata.product.index that return Currency Modifier and Type Method Description Currency
IborFuture. getCurrency()
Gets the currency that the future is traded in, defaulted from the index if not set.Currency
IborFutureOption. getCurrency()
Currency
IborFutureOptionPosition. getCurrency()
Currency
IborFutureOptionSecurity. getCurrency()
Gets the currency that the option is traded in.Currency
IborFuturePosition. getCurrency()
Currency
IborFutureSecurity. getCurrency()
Currency
OvernightFuture. getCurrency()
Gets the currency that the future is traded in, defaulted from the index if not set.Currency
OvernightFuturePosition. getCurrency()
Currency
OvernightFutureSecurity. getCurrency()
Currency
ResolvedIborFuture. getCurrency()
Gets the currency that the future is traded in.Currency
ResolvedOvernightFuture. getCurrency()
Gets the currency that the future is traded in.Methods in com.opengamma.strata.product.index that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
IborFuture.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
IborFutureOptionSecurity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
IborFutureSecurity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
OvernightFuture.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
OvernightFutureSecurity.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ResolvedIborFuture.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
ResolvedOvernightFuture.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.index with parameters of type Currency Modifier and Type Method Description IborFuture.Builder
IborFuture.Builder. currency(Currency currency)
Sets the currency that the future is traded in, defaulted from the index if not set.IborFutureOptionSecurity.Builder
IborFutureOptionSecurity.Builder. currency(Currency currency)
Sets the currency that the option is traded in.OvernightFuture.Builder
OvernightFuture.Builder. currency(Currency currency)
Sets the currency that the future is traded in, defaulted from the index if not set.ResolvedIborFuture.Builder
ResolvedIborFuture.Builder. currency(Currency currency)
Sets the currency that the future is traded in.ResolvedOvernightFuture.Builder
ResolvedOvernightFuture.Builder. currency(Currency currency)
Sets the currency that the future is traded in. -
Uses of Currency in com.opengamma.strata.product.payment
Methods in com.opengamma.strata.product.payment that return Currency Modifier and Type Method Description Currency
BulletPayment. getCurrency()
Gets the currency of this payment.Currency
ResolvedBulletPayment. getCurrency()
Gets the currency of this payment.Methods in com.opengamma.strata.product.payment that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
BulletPayment. allCurrencies()
-
Uses of Currency in com.opengamma.strata.product.rate
Methods in com.opengamma.strata.product.rate that return Currency Modifier and Type Method Description Currency
IborRateComputation. getCurrency()
Gets the currency of the Ibor index. -
Uses of Currency in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return Currency Modifier and Type Method Description Currency
FxResetNotionalExchange. getCurrency()
Gets the payment currency.Currency
KnownAmountNotionalSwapPaymentPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
KnownAmountSwapLeg. getCurrency()
Gets the currency of the swap leg.Currency
KnownAmountSwapPaymentPeriod. getCurrency()
Currency
NotionalExchange. getCurrency()
Gets the currency of the event.Currency
NotionalSchedule. getCurrency()
Gets the currency of the swap leg associated with the notional.Currency
RateCalculationSwapLeg. getCurrency()
Currency
RatePaymentPeriod. getCurrency()
Gets the primary currency of the payment period.Currency
RatePeriodSwapLeg. getCurrency()
Currency
ResolvedSwapLeg. getCurrency()
Gets the primary currency of the swap leg.Currency
SwapLeg. getCurrency()
Gets the payment currency of the leg.Currency
SwapPaymentEvent. getCurrency()
Gets the currency of the payment resulting from the event.Currency
SwapPaymentPeriod. getCurrency()
Gets the currency of the payment resulting from the period.Currency
FxReset. getReferenceCurrency()
Gets the currency of the notional amount defined in the contract.Currency
FxResetCalculation. getReferenceCurrency()
Gets the currency of the notional amount defined in the contract.Currency
FxResetNotionalExchange. getReferenceCurrency()
Gets the reference currency, as defined in the contract.Methods in com.opengamma.strata.product.swap that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
Swap. allCurrencies()
Returns the set of currencies referred to by the swap.default ImmutableSet<Currency>
SwapLeg. allCurrencies()
Returns the set of currencies referred to by the leg.ImmutableSet<Currency>
ResolvedSwap. allPaymentCurrencies()
Returns the set of payment currencies referred to by the swap.ImmutableSet<Currency>
Swap. allPaymentCurrencies()
Returns the set of payment currencies referred to by the swap.org.joda.beans.MetaProperty<Currency>
KnownAmountSwapLeg.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
NotionalSchedule.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
RateCalculationSwapLeg.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
RatePaymentPeriod.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
FxReset.Meta. referenceCurrency()
The meta-property for thereferenceCurrency
property.org.joda.beans.MetaProperty<Currency>
FxResetCalculation.Meta. referenceCurrency()
The meta-property for thereferenceCurrency
property.Methods in com.opengamma.strata.product.swap with parameters of type Currency Modifier and Type Method Description KnownAmountSwapLeg.Builder
KnownAmountSwapLeg.Builder. currency(Currency currency)
Sets the currency of the swap leg.NotionalSchedule.Builder
NotionalSchedule.Builder. currency(Currency currency)
Sets the currency of the swap leg associated with the notional.RatePaymentPeriod.Builder
RatePaymentPeriod.Builder. currency(Currency currency)
Sets the primary currency of the payment period.static FxReset
FxReset. of(FxIndexObservation observation, Currency referenceCurrency)
Obtains an instance from the observation and reference currency.static NotionalSchedule
NotionalSchedule. of(Currency currency, double amount)
Obtains an instance with a single amount that does not change over time.static NotionalSchedule
NotionalSchedule. of(Currency currency, ValueSchedule amountSchedule)
Obtains an instance with a notional amount that can change over time.FxResetCalculation.Builder
FxResetCalculation.Builder. referenceCurrency(Currency referenceCurrency)
Sets the currency of the notional amount defined in the contract.Method parameters in com.opengamma.strata.product.swap with type arguments of type Currency Modifier and Type Method Description void
FixedRateCalculation. collectCurrencies(ImmutableSet.Builder<Currency> builder)
void
IborRateCalculation. collectCurrencies(ImmutableSet.Builder<Currency> builder)
void
InflationRateCalculation. collectCurrencies(ImmutableSet.Builder<Currency> builder)
void
KnownAmountSwapLeg. collectCurrencies(ImmutableSet.Builder<Currency> builder)
void
OvernightRateCalculation. collectCurrencies(ImmutableSet.Builder<Currency> builder)
void
RateCalculation. collectCurrencies(ImmutableSet.Builder<Currency> builder)
Collects all the currencies referred to by this calculation.void
RateCalculationSwapLeg. collectCurrencies(ImmutableSet.Builder<Currency> builder)
void
RatePeriodSwapLeg. collectCurrencies(ImmutableSet.Builder<Currency> builder)
void
SwapLeg. collectCurrencies(ImmutableSet.Builder<Currency> builder)
Collects all the currencies referred to by this leg. -
Uses of Currency in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return Currency Modifier and Type Method Description Currency
FixedRateSwapLegConvention. getCurrency()
Gets the leg currency.Currency
FloatRateSwapLegConvention. getCurrency()
Gets the currency of the convention.Currency
IborRateSwapLegConvention. getCurrency()
Gets the leg currency, optional with defaulting getter.Currency
InflationRateSwapLegConvention. getCurrency()
Gets the currency of the leg from the index.Currency
OvernightRateSwapLegConvention. getCurrency()
Gets the leg currency, optional with defaulting getter.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type Currency Modifier and Type Method Description org.joda.beans.MetaProperty<Currency>
FixedRateSwapLegConvention.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
IborRateSwapLegConvention.Meta. currency()
The meta-property for thecurrency
property.org.joda.beans.MetaProperty<Currency>
OvernightRateSwapLegConvention.Meta. currency()
The meta-property for thecurrency
property.Methods in com.opengamma.strata.product.swap.type with parameters of type Currency Modifier and Type Method Description FixedRateSwapLegConvention.Builder
FixedRateSwapLegConvention.Builder. currency(Currency currency)
Sets the leg currency.IborRateSwapLegConvention.Builder
IborRateSwapLegConvention.Builder. currency(Currency currency)
Sets the leg currency, optional with defaulting getter.OvernightRateSwapLegConvention.Builder
OvernightRateSwapLegConvention.Builder. currency(Currency currency)
Sets the leg currency, optional with defaulting getter.static FixedRateSwapLegConvention
FixedRateSwapLegConvention. of(Currency currency, DayCount dayCount, Frequency accrualFrequency, BusinessDayAdjustment accrualBusinessDayAdjustment)
Obtains a convention based on the specified parameters. -
Uses of Currency in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption that return Currency Modifier and Type Method Description Currency
ResolvedSwaption. getCurrency()
Gets the currency of the swaption.Currency
Swaption. getCurrency()
Gets the currency of the swaption.Methods in com.opengamma.strata.product.swaption that return types with arguments of type Currency Modifier and Type Method Description ImmutableSet<Currency>
Swaption. allCurrencies()
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