Examples of ForexNonDeliverableForwardDefinition

com.opengamma.analytics.financial.forex.definition.ForexNonDeliverableForwardDefinition
Class describing a foreign exchange non-deliverable forward transaction. The transaction is XXX/YYY where YYY is the currency for the cash-settlement. A NDF KRW/USD with USD cash settlement is stored with KRW as currency1 and USD as currency2.

Examples of com.opengamma.analytics.financial.forex.definition.ForexNonDeliverableForwardDefinition

    final double payAmount = fxForwardSecurity.getPayAmount();
    final double receiveAmount = fxForwardSecurity.getReceiveAmount();
    final double exchangeRate = receiveAmount / payAmount;
    final ZonedDateTime fixingDate = fxForwardSecurity.getForwardDate();
    final ZonedDateTime paymentDate = fixingDate; //TODO get this right
    return new ForexNonDeliverableForwardDefinition(payCurrency, receiveCurrency, receiveAmount, exchangeRate, fixingDate, paymentDate);
  }

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Examples of com.opengamma.analytics.financial.forex.definition.ForexNonDeliverableForwardDefinition

    final double payAmount = fxForwardSecurity.getPayAmount();
    final double receiveAmount = fxForwardSecurity.getReceiveAmount();
    final double exchangeRate = receiveAmount / payAmount;
    final ZonedDateTime fixingDate = fxForwardSecurity.getForwardDate();
    final ZonedDateTime paymentDate = fixingDate; //TODO get this right
    return new ForexNonDeliverableForwardDefinition(payCurrency, receiveCurrency, receiveAmount, exchangeRate, fixingDate, paymentDate);
  }

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Examples of com.opengamma.analytics.financial.forex.definition.ForexNonDeliverableForwardDefinition

  /**
   * Creates a non-deliverable FX forward definition
   * @return A non-deliverable FX forward
   */
  public static ForexNonDeliverableForwardDefinition createForexNonDeliverableForwardDefinition() {
    return new ForexNonDeliverableForwardDefinition(KRW, USD, NOMINAL_1, FX_RATE_KRW_USD, NDF_FIXING_DATE, NDF_PAYMENT_DATE);
  }

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Examples of com.opengamma.analytics.financial.forex.definition.ForexNonDeliverableForwardDefinition

    final double payAmount = fxForwardSecurity.getPayAmount();
    final double receiveAmount = fxForwardSecurity.getReceiveAmount();
    final double exchangeRate = receiveAmount / payAmount;
    final ZonedDateTime fixingDate = fxForwardSecurity.getForwardDate();
    final ZonedDateTime paymentDate = fixingDate; //TODO get this right
    return new ForexNonDeliverableForwardDefinition(payCurrency, receiveCurrency, receiveAmount, exchangeRate, fixingDate, paymentDate);
  }

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