Package com.opengamma.strata.calc.marketdata
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
The main entry point is MarketDataFactory.
It provides two "build" methods that process a set of requirements to produce market data.
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Interface Summary Interface Description MarketDataFactory Component that provides the ability to source and calibrate market data.MarketDataFilter<T,I extends MarketDataId<T>> Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.MarketDataFunction<T,I extends MarketDataId<? extends T>> A market data function creates items of market data for a set of market data IDs.ObservableDataProvider A provider of observable market data.TimeSeriesProvider A provider of time-series. -
Class Summary Class Description BuiltMarketData Market data that has been built.BuiltMarketData.Meta The meta-bean forBuiltMarketData.BuiltScenarioMarketData Market data that has been built.BuiltScenarioMarketData.Meta The meta-bean forBuiltScenarioMarketData.MarketDataConfig Configuration required for building non-observable market data, for example curves or surfaces.MarketDataConfig.Meta The meta-bean forMarketDataConfig.MarketDataConfigBuilder A mutable builder for building an instance ofMarketDataConfig.MarketDataRequirements Requirements for market data.MarketDataRequirements.Meta The meta-bean forMarketDataRequirements.MarketDataRequirementsBuilder Mutable builder for creating instances ofMarketDataRequirements.PerturbationMapping<T> Contains a market data perturbation and a filter that decides what market data it applies to.PerturbationMapping.Builder<T> The bean-builder forPerturbationMapping.PerturbationMapping.Meta<T> The meta-bean forPerturbationMapping.ScenarioDefinition A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.ScenarioDefinition.Builder The bean-builder forScenarioDefinition.ScenarioDefinition.Meta The meta-bean forScenarioDefinition.