Uses of Interface
com.opengamma.strata.data.MarketDataId

Packages that use MarketDataId

Package	Description
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.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.observable	Market data for quotes.
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.credit	Calculation functions for credit 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.rate	Base package for calculation functions.
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.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.swaption	Calculators for swaptions.

Uses of MarketDataId in com.opengamma.strata.calc.marketdata

Classes in com.opengamma.strata.calc.marketdata with type parameters of type MarketDataId

Modifier and Type	Interface	Description
interface	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.
interface	MarketDataFunction<T,I extends MarketDataId<? extends T>>	A market data function creates items of market data for a set of market data IDs.

Methods in com.opengamma.strata.calc.marketdata that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
<T> Set<MarketDataId<T>>	BuiltMarketData.findIds(MarketDataName<T> name)
<T> Set<MarketDataId<T>>	BuiltScenarioMarketData.findIds(MarketDataName<T> name)
Set<MarketDataId<?>>	BuiltMarketData.getIds()
Set<MarketDataId<?>>	BuiltScenarioMarketData.getIds()
ImmutableSet<MarketDataId<?>>	MarketDataRequirements.getNonObservables()	Gets keys identifying the market data values required for the calculations.
ImmutableMap<MarketDataId<?>,Failure>	BuiltMarketData.getTimeSeriesFailures()	Gets the failures that occurred when building time series of market data values.
ImmutableMap<MarketDataId<?>,Failure>	BuiltScenarioMarketData.getTimeSeriesFailures()	Gets the failures that occurred when building time series of market data values.
ImmutableMap<MarketDataId<?>,Failure>	BuiltMarketData.getValueFailures()	Gets the failures when building single market data values.
ImmutableMap<MarketDataId<?>,Failure>	BuiltScenarioMarketData.getValueFailures()	Gets the failures when building single market data values.
org.joda.beans.MetaProperty<ImmutableSet<MarketDataId<?>>>	MarketDataRequirements.Meta.nonObservables()	The meta-property for the nonObservables property.
static <T> MarketDataFilter<T,MarketDataId<T>>	MarketDataFilter.ofId(MarketDataId<T> id)	Obtains a filter that matches the specified identifier.
static <T> MarketDataFilter<T,MarketDataId<T>>	MarketDataFilter.ofIdType(Class<? extends MarketDataId<T>> type)	Obtains a filter that matches any value with the specified identifier type.
org.joda.beans.MetaProperty<ImmutableMap<MarketDataId<?>,Failure>>	BuiltScenarioMarketData.Meta.timeSeriesFailures()	The meta-property for the timeSeriesFailures property.
org.joda.beans.MetaProperty<ImmutableMap<MarketDataId<?>,Failure>>	BuiltScenarioMarketData.Meta.valueFailures()	The meta-property for the valueFailures property.

Methods in com.opengamma.strata.calc.marketdata with parameters of type MarketDataId

Modifier and Type	Method	Description
MarketDataRequirementsBuilder	MarketDataRequirementsBuilder.addValues(MarketDataId<?>... ids)	Adds requirements for single values of market data.
boolean	BuiltMarketData.containsValue(MarketDataId<?> id)
boolean	BuiltScenarioMarketData.containsValue(MarketDataId<?> id)
<T> Optional<T>	BuiltMarketData.findValue(MarketDataId<T> id)
<T> Optional<MarketDataBox<T>>	BuiltScenarioMarketData.findValue(MarketDataId<T> id)
<T> T	BuiltMarketData.getValue(MarketDataId<T> id)
<T> MarketDataBox<T>	BuiltScenarioMarketData.getValue(MarketDataId<T> id)
boolean	PerturbationMapping.matches(MarketDataId<?> marketDataId, MarketDataBox<?> marketData, ReferenceData refData)	Returns true if the filter matches the market data ID and value.
static MarketDataRequirements	MarketDataRequirements.of(MarketDataId<?> id)	Obtains an instance containing a single market data ID.
static <T> MarketDataFilter<T,MarketDataId<T>>	MarketDataFilter.ofId(MarketDataId<T> id)	Obtains a filter that matches the specified identifier.

Method parameters in com.opengamma.strata.calc.marketdata with type arguments of type MarketDataId

Modifier and Type	Method	Description
MarketDataRequirementsBuilder	MarketDataRequirementsBuilder.addValues(Collection<? extends MarketDataId<?>> ids)	Adds requirements for single values of market data.
static <T> MarketDataFilter<T,MarketDataId<T>>	MarketDataFilter.ofIdType(Class<? extends MarketDataId<T>> type)	Obtains a filter that matches any value with the specified identifier type.

Uses of MarketDataId in com.opengamma.strata.calc.runner

Classes in com.opengamma.strata.calc.runner that implement MarketDataId

Modifier and Type	Class	Description
class	CalculationParametersId	An identifier used to access calculation parameters by name.

Methods in com.opengamma.strata.calc.runner that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableSet<? extends MarketDataId<?>>	FunctionRequirements.getValueRequirements()	Gets the market data identifiers of the values required for the calculation.
org.joda.beans.MetaProperty<ImmutableSet<? extends MarketDataId<?>>>	FunctionRequirements.Meta.valueRequirements()	The meta-property for the valueRequirements property.

Methods in com.opengamma.strata.calc.runner with parameters of type MarketDataId

Modifier and Type	Method	Description
FunctionRequirements.Builder	FunctionRequirements.Builder.valueRequirements(MarketDataId<?>... valueRequirements)	Sets the valueRequirements property in the builder from an array of objects.

Method parameters in com.opengamma.strata.calc.runner with type arguments of type MarketDataId

Modifier and Type	Method	Description
FunctionRequirements.Builder	FunctionRequirements.Builder.valueRequirements(Set<? extends MarketDataId<?>> valueRequirements)	Sets the market data identifiers of the values required for the calculation.

Uses of MarketDataId in com.opengamma.strata.data

Subinterfaces of MarketDataId in com.opengamma.strata.data

Modifier and Type	Interface	Description
interface	NamedMarketDataId<T>	An identifier for a unique item of market data that can has a non-unique name.
interface	ObservableId	A market data identifier that identifies observable data.

Classes in com.opengamma.strata.data that implement MarketDataId

Modifier and Type	Class	Description
class	FxMatrixId	Identifies the market data for an FX matrix.
class	FxRateId	Identifies the market data for an FX rate.

Methods in com.opengamma.strata.data that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
<T> Set<MarketDataId<T>>	ImmutableMarketData.findIds(MarketDataName<T> name)
<T> Set<MarketDataId<T>>	MarketData.findIds(MarketDataName<T> name)	Finds the market data identifiers associated with the specified name.
Set<MarketDataId<?>>	ImmutableMarketData.getIds()
Set<MarketDataId<?>>	MarketData.getIds()	Gets the market data identifiers.
ImmutableMap<MarketDataId<?>,Object>	ImmutableMarketData.getValues()	Gets the market data values.
org.joda.beans.MetaProperty<ImmutableMap<MarketDataId<?>,Object>>	ImmutableMarketData.Meta.values()	The meta-property for the values property.

Methods in com.opengamma.strata.data with parameters of type MarketDataId

Modifier and Type	Method	Description
<T> ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.addValue(MarketDataId<T> id, T value)	Adds a value to the builder.
<T> ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.addValueUnsafe(MarketDataId<?> id, Object value)	Adds a value to the builder when the types are not known at compile time.
boolean	ImmutableMarketData.containsValue(MarketDataId<?> id)
default boolean	MarketData.containsValue(MarketDataId<?> id)	Checks if this market data contains a value for the specified identifier.
<T> Optional<T>	ImmutableMarketData.findValue(MarketDataId<T> id)
<T> Optional<T>	MarketData.findValue(MarketDataId<T> id)	Finds the market data value associated with the specified identifier.
<T> T	ImmutableMarketData.getValue(MarketDataId<T> id)
default <T> T	MarketData.getValue(MarketDataId<T> id)	Gets the market data value associated with the specified identifier.
default <T> MarketData	MarketData.withValue(MarketDataId<T> id, T value)	Returns a copy of this market data with the specified value.

Method parameters in com.opengamma.strata.data with type arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.addValueMap(Map<? extends MarketDataId<?>,?> values)	Adds multiple values to the builder.
static ImmutableMarketData	ImmutableMarketData.of(LocalDate valuationDate, Map<? extends MarketDataId<?>,?> values)	Obtains an instance from a valuation date and map of values.
static MarketData	MarketData.of(LocalDate valuationDate, Map<? extends MarketDataId<?>,?> values)	Obtains an instance from a valuation date and map of values.
static MarketData	MarketData.of(LocalDate valuationDate, Map<? extends MarketDataId<?>,?> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.removeValueIf(Predicate<MarketDataId<?>> predicate)	Removes values where the value ID matches the specified predicate.
ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.values(Map<? extends MarketDataId<?>,?> values)	Sets the values in the builder, replacing any existing values.

Uses of MarketDataId in com.opengamma.strata.data.scenario

Methods in com.opengamma.strata.data.scenario that return MarketDataId

Modifier and Type	Method	Description
MarketDataId<T>	ScenarioMarketDataId.getMarketDataId()	Gets the market data identifier of the market data value.

Methods in com.opengamma.strata.data.scenario that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
<T> Set<MarketDataId<T>>	ImmutableScenarioMarketData.findIds(MarketDataName<T> name)
<T> Set<MarketDataId<T>>	ScenarioMarketData.findIds(MarketDataName<T> name)	Finds the market data identifiers associated with the specified name.
Set<MarketDataId<?>>	ImmutableScenarioMarketData.getIds()
Set<MarketDataId<?>>	ScenarioMarketData.getIds()	Gets the market data identifiers.
ImmutableMap<MarketDataId<?>,MarketDataBox<?>>	ImmutableScenarioMarketData.getValues()	Gets the individual items of market data.
org.joda.beans.MetaProperty<ImmutableMap<MarketDataId<?>,MarketDataBox<?>>>	ImmutableScenarioMarketData.Meta.values()	The meta-property for the values property.

Methods in com.opengamma.strata.data.scenario with parameters of type MarketDataId

Modifier and Type	Method	Description
<T> ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addBox(MarketDataId<T> id, MarketDataBox<? extends T> value)	Adds market data wrapped in a box.
<T> ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addScenarioValue(MarketDataId<T> id, ScenarioArray<? extends T> value)	Adds market data for each scenario.
<T> ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addScenarioValue(MarketDataId<T> id, List<? extends T> values)	Adds market data for each scenario.
<T> ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addValue(MarketDataId<T> id, T value)	Adds market data that is valid for all scenarios.
boolean	ImmutableScenarioMarketData.containsValue(MarketDataId<?> id)
default boolean	ScenarioMarketData.containsValue(MarketDataId<?> id)	Checks if this market data contains a value for the specified identifier.
<T> Optional<MarketDataBox<T>>	ImmutableScenarioMarketData.findValue(MarketDataId<T> id)
<T> Optional<MarketDataBox<T>>	ScenarioMarketData.findValue(MarketDataId<T> id)	Finds the market data value associated with the specified identifier.
<T> MarketDataBox<T>	ImmutableScenarioMarketData.getValue(MarketDataId<T> id)
default <T> MarketDataBox<T>	ScenarioMarketData.getValue(MarketDataId<T> id)	Gets the market data value associated with the specified identifier.
default <T> ScenarioMarketData	ScenarioMarketData.withPerturbation(MarketDataId<T> id, ScenarioPerturbation<T> perturbation, ReferenceData refData)	Returns a copy of this market data with the specified value perturbed.
default <T> ScenarioMarketData	ScenarioMarketData.withValue(MarketDataId<T> id, MarketDataBox<T> value)	Returns a copy of this market data with the specified value.

Method parameters in com.opengamma.strata.data.scenario with type arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addBoxMap(Map<? extends MarketDataId<?>,? extends MarketDataBox<?>> values)	Adds market data values for each scenario.
ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addScenarioValueMap(Map<? extends MarketDataId<?>,? extends ScenarioArray<?>> values)	Adds market data values for each scenario.
ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addValueMap(Map<? extends MarketDataId<?>,?> values)	Adds market data values that are valid for all scenarios.
static ImmutableScenarioMarketData	ImmutableScenarioMarketData.of(int scenarioCount, MarketDataBox<LocalDate> valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ImmutableScenarioMarketData	ImmutableScenarioMarketData.of(int scenarioCount, LocalDate valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, MarketDataBox<LocalDate> valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, LocalDate valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.values(Map<? extends MarketDataId<?>,?> values)	Sets the values in the builder, replacing any existing values.

Uses of MarketDataId in com.opengamma.strata.market.curve

Classes in com.opengamma.strata.market.curve that implement MarketDataId

Modifier and Type	Class	Description
class	CurveId	An identifier used to access a curve by name.
class	IssuerCurveInputsId	An identifier used to access the inputs to curve calibration.
class	LegalEntityCurveGroupId	An identifier used to access a curve group by name.
class	RatesCurveGroupId	An identifier used to access a curve group by name.
class	RatesCurveInputsId	An identifier used to access the inputs to curve calibration.
class	RepoCurveInputsId	An identifier used to access the inputs to curve calibration.

Methods in com.opengamma.strata.market.curve that return MarketDataId

Modifier and Type	Method	Description
MarketDataId<? extends CurveGroup>	CurveGroupDefinition.createGroupId(ObservableSource source)	Creates an identifier that can be used to resolve this definition.

Methods in com.opengamma.strata.market.curve that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableMap<? extends MarketDataId<?>,?>	RatesCurveInputs.getMarketData()	Gets the market data.
org.joda.beans.MetaProperty<ImmutableMap<? extends MarketDataId<?>,?>>	RatesCurveInputs.Meta.marketData()	The meta-property for the marketData property.
Set<? extends MarketDataId<?>>	CurveNode.requirements()	Determines the market data that is required by the node.

Method parameters in com.opengamma.strata.market.curve with type arguments of type MarketDataId

Modifier and Type	Method	Description
RatesCurveInputs.Builder	RatesCurveInputs.Builder.marketData(Map<? extends MarketDataId<?>,?> marketData)	Sets the market data.
static RatesCurveInputs	RatesCurveInputs.of(Map<? extends MarketDataId<?>,?> marketData, CurveMetadata metadata)	Returns a CurveInputs instance containing the specified market data.

Uses of MarketDataId in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
Set<? extends MarketDataId<?>>	FxSwapCurveNode.requirements()
Set<? extends MarketDataId<?>>	XCcyIborIborSwapCurveNode.requirements()

Uses of MarketDataId in com.opengamma.strata.market.observable

Classes in com.opengamma.strata.market.observable that implement MarketDataId

Modifier and Type	Class	Description
class	IndexQuoteId	An identifier used to access the current value of an index.
class	LegalEntityInformationId	Identifies the market data for legal entity information.
class	QuoteId	An identifier used to access a market quote.

Uses of MarketDataId in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	BondFutureOptionMarketDataLookup.getVolatilityIds(SecurityId securityId)	Gets the identifiers used to obtain the volatilities for the specified security ID.

Uses of MarketDataId in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	IborCapFloorMarketDataLookup.getVolatilityIds(IborIndex index)	Gets the identifiers used to obtain the volatilities for the specified currency.

Uses of MarketDataId in com.opengamma.strata.measure.credit

Methods in com.opengamma.strata.measure.credit that return types with arguments of type MarketDataId

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.
ImmutableSet<MarketDataId<?>>	CreditRatesMarketDataLookup.getRecoveryRateMarketDataIds(StandardId standardId)	Gets the identifiers used to obtain the recovery rate curve for the legal entity ID.

Uses of MarketDataId in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	FxOptionMarketDataLookup.getVolatilityIds(CurrencyPair currencyPair)	Gets the identifiers used to obtain the volatilities for the specified currency pair.

Uses of MarketDataId in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	IborFutureOptionMarketDataLookup.getVolatilityIds(IborIndex index)	Gets the identifiers used to obtain the volatilities for the specified currency.

Uses of MarketDataId in com.opengamma.strata.measure.rate

Methods in com.opengamma.strata.measure.rate that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	RatesMarketDataLookup.getDiscountMarketDataIds(Currency currency)	Gets the identifiers used to obtain the discount factors for the specified currency.
ImmutableSet<MarketDataId<?>>	RatesMarketDataLookup.getForwardMarketDataIds(Index index)	Gets the identifiers used to obtain the forward rates for the specified index.

Uses of MarketDataId in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption that return types with arguments of type MarketDataId

Modifier and Type	Method	Description
ImmutableSet<MarketDataId<?>>	SwaptionMarketDataLookup.getVolatilityIds(RateIndex index)	Gets the identifiers used to obtain the volatilities for the specified currency.

Uses of MarketDataId in com.opengamma.strata.pricer

Methods in com.opengamma.strata.pricer with parameters of type MarketDataId

Modifier and Type	Method	Description
<T> T	BaseProvider.data(MarketDataId<T> id)	Gets market data of a specific type.

Uses of MarketDataId in com.opengamma.strata.pricer.bond

Classes in com.opengamma.strata.pricer.bond that implement MarketDataId

Modifier and Type	Class	Description
class	BondFutureVolatilitiesId	An identifier used to access bond future volatilities by name.

Methods in com.opengamma.strata.pricer.bond with parameters of type MarketDataId

Modifier and Type	Method	Description
<T> T	ImmutableLegalEntityDiscountingProvider.data(MarketDataId<T> id)
<T> T	LegalEntityDiscountingProvider.data(MarketDataId<T> id)	Gets market data of a specific type.

Uses of MarketDataId in com.opengamma.strata.pricer.capfloor

Classes in com.opengamma.strata.pricer.capfloor that implement MarketDataId

Modifier and Type	Class	Description
class	IborCapletFloorletVolatilitiesId	An identifier used to access Ibor cap/floor volatilities by name.

Uses of MarketDataId in com.opengamma.strata.pricer.fxopt

Classes in com.opengamma.strata.pricer.fxopt that implement MarketDataId

Modifier and Type	Class	Description
class	FxOptionVolatilitiesId	An identifier used to access FX option volatilities by name.

Uses of MarketDataId in com.opengamma.strata.pricer.index

Classes in com.opengamma.strata.pricer.index that implement MarketDataId

Modifier and Type	Class	Description
class	IborFutureOptionVolatilitiesId	An identifier used to access Ibor future option volatilities by name.

Uses of MarketDataId in com.opengamma.strata.pricer.rate

Methods in com.opengamma.strata.pricer.rate with parameters of type MarketDataId

Modifier and Type	Method	Description
<T> T	ImmutableRatesProvider.data(MarketDataId<T> id)

Uses of MarketDataId in com.opengamma.strata.pricer.swaption

Classes in com.opengamma.strata.pricer.swaption that implement MarketDataId

Modifier and Type	Class	Description
class	SwaptionVolatilitiesId	An identifier used to access swaption volatilities by name.