Uses of Class
com.opengamma.strata.data.MarketDataName

Packages that use MarketDataName

Package	Description
com.opengamma.strata.calc.marketdata	Provides the ability to obtain market data and perform calibrations and scenario perturbations.
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	Data structures for market data.
com.opengamma.strata.market.curve	Definitions of curves.
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.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.swaption	Calculators for swaptions.

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

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

Modifier and Type	Method	Description
<T> Set<MarketDataId<T>>	BuiltMarketData.findIds(MarketDataName<T> name)
<T> Set<MarketDataId<T>>	BuiltScenarioMarketData.findIds(MarketDataName<T> name)
static <T> MarketDataFilter<T,NamedMarketDataId<T>>	MarketDataFilter.ofName(MarketDataName<T> name)	Obtains a filter that matches the specified name.

Uses of MarketDataName in com.opengamma.strata.data

Methods in com.opengamma.strata.data that return MarketDataName

Modifier and Type	Method	Description
MarketDataName<T>	NamedMarketDataId.getMarketDataName()	Gets the market data name.

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

Modifier and Type	Method	Description
int	MarketDataName.compareTo(MarketDataName<?> other)	Compares this name to another.
<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.

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

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

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.

Uses of MarketDataName in com.opengamma.strata.market

Methods in com.opengamma.strata.market with parameters of type MarketDataName

Modifier and Type	Method	Description
<T> Optional<T>	MarketDataView.findData(MarketDataName<T> name)	Finds the market data with the specified name.

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

Subclasses of MarketDataName in com.opengamma.strata.market.curve

Modifier and Type	Class	Description
class	CurveName	The name of a curve.

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

Modifier and Type	Method	Description
MarketDataName<Curve>	CurveId.getMarketDataName()

Uses of MarketDataName in com.opengamma.strata.market.param

Methods in com.opengamma.strata.market.param that return MarketDataName

Modifier and Type	Method	Description
MarketDataName<?>	CrossGammaParameterSensitivity.getMarketDataName()	Gets the market data name.
MarketDataName<?>	CurrencyParameterSensitivity.getMarketDataName()	Gets the market data name.
MarketDataName<?>	UnitParameterSensitivity.getMarketDataName()	Gets the market data name.
MarketDataName<?>	ParameterSize.getName()	Gets the name of the market data.

Methods in com.opengamma.strata.market.param that return types with arguments of type MarketDataName

Modifier and Type	Method	Description
ImmutableList<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>>	CrossGammaParameterSensitivity.getOrder()	Gets the sensitivity order.
org.joda.beans.MetaProperty<MarketDataName<?>>	CrossGammaParameterSensitivity.Meta.marketDataName()	The meta-property for the marketDataName property.
org.joda.beans.MetaProperty<MarketDataName<?>>	CurrencyParameterSensitivity.Meta.marketDataName()	The meta-property for the marketDataName property.
org.joda.beans.MetaProperty<MarketDataName<?>>	UnitParameterSensitivity.Meta.marketDataName()	The meta-property for the marketDataName property.
org.joda.beans.MetaProperty<MarketDataName<?>>	ParameterSize.Meta.name()	The meta-property for the name property.
org.joda.beans.MetaProperty<ImmutableList<Pair<MarketDataName<?>,List<? extends ParameterMetadata>>>>	CrossGammaParameterSensitivity.Meta.order()	The meta-property for the order property.

Methods in com.opengamma.strata.market.param with parameters of type MarketDataName

Modifier and Type	Method	Description
CurrencyParameterSensitivitiesBuilder	CurrencyParameterSensitivitiesBuilder.add(MarketDataName<?> marketDataName, Currency currency, ParameterMetadata metadata, double sensitivityValue)	Adds a single sensitivity to the builder.
static CurrencyParameterSensitivity	CurrencyParameterSensitivity.combine(MarketDataName<?> marketDataName, CurrencyParameterSensitivity... sensitivities)	Combines two or more instances to form a single sensitivity instance.
static UnitParameterSensitivity	UnitParameterSensitivity.combine(MarketDataName<?> marketDataName, UnitParameterSensitivity... sensitivities)	Combines two or more instances to form a single sensitivity instance.
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.
Optional<UnitParameterSensitivity>	UnitParameterSensitivities.findSensitivity(MarketDataName<?> name)	Finds a single sensitivity instance by name.
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.
CrossGammaParameterSensitivity	CrossGammaParameterSensitivity.getSensitivity(MarketDataName<?> name)	Returns the sensitivity to the market data specified by name.
CurrencyParameterSensitivity	CurrencyParameterSensitivities.getSensitivity(MarketDataName<?> name, Currency currency)	Gets a single sensitivity instance by name and currency.
UnitParameterSensitivity	UnitParameterSensitivities.getSensitivity(MarketDataName<?> name)	Gets a single sensitivity instance by name.
CurrencyParameterSensitivity.Builder	CurrencyParameterSensitivity.Builder.marketDataName(MarketDataName<?> marketDataName)	Sets the market data name.
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.
static ParameterSize	ParameterSize.of(MarketDataName<?> name, int parameterCount)	Obtains an instance, specifying the name and parameter count.
static UnitParameterSensitivity	UnitParameterSensitivity.of(MarketDataName<?> marketDataName, DoubleArray sensitivity)	Obtains an instance from the market data name and sensitivity.
static UnitParameterSensitivity	UnitParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity)	Obtains an instance from the market data name, metadata and sensitivity.
static UnitParameterSensitivity	UnitParameterSensitivity.of(MarketDataName<?> marketDataName, List<? extends ParameterMetadata> parameterMetadata, DoubleArray sensitivity, List<ParameterSize> parameterSplit)	Obtains an instance from the market data name, metadata, sensitivity and parameter split.

Method parameters in com.opengamma.strata.market.param with type arguments of type MarketDataName

Modifier and Type	Method	Description
CurrencyParameterSensitivities	CurrencyParameterSensitivities.withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)	Checks and adjusts the market data names.
CurrencyParameterSensitivities	CurrencyParameterSensitivities.withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)	Checks and adjusts the market data names.

Uses of MarketDataName in com.opengamma.strata.market.sensitivity

Method parameters in com.opengamma.strata.market.sensitivity with type arguments of type MarketDataName

Modifier and Type	Method	Description
CurveSensitivities	CurveSensitivities.withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)	Checks and adjusts the market data names.
CurveSensitivities	CurveSensitivities.withMarketDataNames(Function<MarketDataName<?>,MarketDataName<?>> nameFn)	Checks and adjusts the market data names.

Uses of MarketDataName in com.opengamma.strata.market.surface

Subclasses of MarketDataName in com.opengamma.strata.market.surface

Modifier and Type	Class	Description
class	SurfaceName	The name of a surface.

Uses of MarketDataName in com.opengamma.strata.pricer

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

Modifier and Type	Method	Description
<T> Optional<T>	SimpleDiscountFactors.findData(MarketDataName<T> name)
<T> Optional<T>	ZeroRateDiscountFactors.findData(MarketDataName<T> name)
<T> Optional<T>	ZeroRatePeriodicDiscountFactors.findData(MarketDataName<T> name)

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

Subclasses of MarketDataName in com.opengamma.strata.pricer.bond

Modifier and Type	Class	Description
class	BondFutureVolatilitiesName	The name of a set of bond future volatilities.
class	BondVolatilitiesName	The name of a set of bond options volatilities.

Methods in com.opengamma.strata.pricer.bond that return MarketDataName

Modifier and Type	Method	Description
MarketDataName<BondFutureVolatilities>	BondFutureVolatilitiesId.getMarketDataName()

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

Modifier and Type	Method	Description
<T> Optional<T>	BlackBondFutureExpiryLogMoneynessVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	ImmutableLegalEntityDiscountingProvider.findData(MarketDataName<T> name)
<T> Optional<T>	LegalEntityDiscountingProvider.findData(MarketDataName<T> name)	Finds the market data with the specified name.
<T> Optional<T>	NormalBondYieldExpiryDurationVolatilities.findData(MarketDataName<T> name)

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

Subclasses of MarketDataName in com.opengamma.strata.pricer.capfloor

Modifier and Type	Class	Description
class	IborCapletFloorletVolatilitiesName	The name of a set of Ibor cap/floor volatilities.

Methods in com.opengamma.strata.pricer.capfloor that return MarketDataName

Modifier and Type	Method	Description
MarketDataName<IborCapletFloorletVolatilities>	IborCapletFloorletVolatilitiesId.getMarketDataName()

Methods in com.opengamma.strata.pricer.capfloor with parameters of type MarketDataName

Modifier and Type	Method	Description
<T> Optional<T>	BlackIborCapletFloorletExpiryFlatVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	BlackIborCapletFloorletExpiryStrikeVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	NormalIborCapletFloorletExpiryFlatVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	NormalIborCapletFloorletExpiryStrikeVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	NormalSabrParametersIborCapletFloorletVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	SabrParametersIborCapletFloorletVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.findData(MarketDataName<T> name)

Uses of MarketDataName in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit with parameters of type MarketDataName

Modifier and Type	Method	Description
<T> Optional<T>	ConstantRecoveryRates.findData(MarketDataName<T> name)
<T> Optional<T>	CreditRatesProvider.findData(MarketDataName<T> name)	Finds the market data with the specified name.
<T> Optional<T>	ImmutableCreditRatesProvider.findData(MarketDataName<T> name)
<T> Optional<T>	IsdaCreditDiscountFactors.findData(MarketDataName<T> name)

Uses of MarketDataName in com.opengamma.strata.pricer.fx

Methods in com.opengamma.strata.pricer.fx with parameters of type MarketDataName

Modifier and Type	Method	Description
<T> Optional<T>	DiscountFxForwardRates.findData(MarketDataName<T> name)
<T> Optional<T>	ForwardFxIndexRates.findData(MarketDataName<T> name)

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

Subclasses of MarketDataName in com.opengamma.strata.pricer.fxopt

Modifier and Type	Class	Description
class	FxOptionVolatilitiesName	The name of a set of FX option volatilities.

Methods in com.opengamma.strata.pricer.fxopt that return MarketDataName

Modifier and Type	Method	Description
MarketDataName<FxOptionVolatilities>	FxOptionVolatilitiesId.getMarketDataName()

Methods in com.opengamma.strata.pricer.fxopt with parameters of type MarketDataName

Modifier and Type	Method	Description
<T> Optional<T>	BlackFxOptionFlatVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	BlackFxOptionSmileVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	BlackFxOptionSurfaceVolatilities.findData(MarketDataName<T> name)

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

Subclasses of MarketDataName in com.opengamma.strata.pricer.index

Modifier and Type	Class	Description
class	IborFutureOptionVolatilitiesName	The name of a set of Ibor future option volatilities.

Methods in com.opengamma.strata.pricer.index that return MarketDataName

Modifier and Type	Method	Description
MarketDataName<IborFutureOptionVolatilities>	IborFutureOptionVolatilitiesId.getMarketDataName()

Methods in com.opengamma.strata.pricer.index with parameters of type MarketDataName

Modifier and Type	Method	Description
<T> Optional<T>	NormalIborFutureOptionExpirySimpleMoneynessVolatilities.findData(MarketDataName<T> name)

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

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

Modifier and Type	Method	Description
<T> Optional<T>	DiscountIborIndexRates.findData(MarketDataName<T> name)
<T> Optional<T>	DiscountOvernightIndexRates.findData(MarketDataName<T> name)
<T> Optional<T>	HistoricIborIndexRates.findData(MarketDataName<T> name)
<T> Optional<T>	HistoricOvernightIndexRates.findData(MarketDataName<T> name)
<T> Optional<T>	HistoricPriceIndexValues.findData(MarketDataName<T> name)
<T> Optional<T>	ImmutableRatesProvider.findData(MarketDataName<T> name)
<T> Optional<T>	RatesProvider.findData(MarketDataName<T> name)	Finds the market data with the specified name.
<T> Optional<T>	SimpleIborIndexRates.findData(MarketDataName<T> name)
<T> Optional<T>	SimplePriceIndexValues.findData(MarketDataName<T> name)

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

Subclasses of MarketDataName in com.opengamma.strata.pricer.swaption

Modifier and Type	Class	Description
class	SwaptionVolatilitiesName	The name of a set of swaption volatilities.

Methods in com.opengamma.strata.pricer.swaption that return MarketDataName

Modifier and Type	Method	Description
MarketDataName<SwaptionVolatilities>	SwaptionVolatilitiesId.getMarketDataName()

Methods in com.opengamma.strata.pricer.swaption with parameters of type MarketDataName

Modifier and Type	Method	Description
<T> Optional<T>	BlackSwaptionExpiryTenorVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	NormalSwaptionExpirySimpleMoneynessVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	NormalSwaptionExpiryStrikeVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	NormalSwaptionExpiryTenorVolatilities.findData(MarketDataName<T> name)
<T> Optional<T>	SabrParametersSwaptionVolatilities.findData(MarketDataName<T> name)