Interface MarketDataFunction<T,​I extends MarketDataId<? extends T>>

    • Method Detail

      • requirements

        MarketDataRequirements requirements​(I id,
                                            MarketDataConfig marketDataConfig)
        Returns requirements representing the data needed to build the item of market data identified by the ID.
        Parameters:
        id - an ID identifying an item of market data
        marketDataConfig - configuration specifying how market data values should be built
        Returns:
        requirements representing the data needed to build the item of market data identified by the ID
      • build

        MarketDataBox<T> build​(I id,
                               MarketDataConfig marketDataConfig,
                               ScenarioMarketData marketData,
                               ReferenceData refData)
        Builds and returns the market data identified by the ID.

        If the data cannot be built the result contains details of the problem.

        Parameters:
        id - ID of the market data that should be built
        marketDataConfig - configuration specifying how the market data should be built
        marketData - a set of market data including any data required to build the requested data
        refData - the reference data
        Returns:
        built market data, or details of the problems that prevented building
      • getMarketDataIdType

        java.lang.Class<I> getMarketDataIdType()
        Returns the type of market data ID this function can handle.
        Returns:
        the type of market data ID this function can handle