Package com.opengamma.strata.calc.marketdata

Class BuiltScenarioMarketData

  • All Implemented Interfaces:
    ScenarioMarketData, org.joda.beans.Bean, org.joda.beans.ImmutableBean
    public final class BuiltScenarioMarketData
extends Object
implements ScenarioMarketData, org.joda.beans.ImmutableBean
    Market data that has been built.

    The MarketDataFactory can be used to build market data from external sources and by calibration. This implementation of ScenarioMarketData provides the result, and includes all the market data, such as quotes and curves.

    This implementation differs from ImmutableScenarioMarketData because it stores the failures that occurred during the build process. These errors are exposed to users when data is queried.

    • Method Detail

      • containsValue

        public boolean containsValue​(MarketDataId<?> id)
        Description copied from interface: ScenarioMarketData
        Checks if this market data contains a value for the specified identifier.
        Specified by:
        containsValue in interface ScenarioMarketData
        Parameters:
        id - the identifier to find
        Returns:
        true if the market data contains a value for the identifier

      • getValue

        public <T> MarketDataBox<T> getValue​(MarketDataId<T> id)
        Description copied from interface: ScenarioMarketData
        Gets the market data value associated with the specified identifier.

        The result is a box that provides data for all scenarios. If this market data instance contains the identifier, the value will be returned. Otherwise, an exception will be thrown.

        Specified by:
        getValue in interface ScenarioMarketData
        Type Parameters:
        T - the type of the market data value
        Parameters:
        id - the identifier to find
        Returns:
        the market data value box providing data for all scenarios

      • findValue

        public <T> Optional<MarketDataBox<T>> findValue​(MarketDataId<T> id)
        Description copied from interface: ScenarioMarketData
        Finds the market data value associated with the specified identifier.

        The result is a box that provides data for all scenarios. If this market data instance contains the identifier, the value will be returned. Otherwise, an empty optional will be returned.

        Specified by:
        findValue in interface ScenarioMarketData
        Type Parameters:
        T - the type of the market data value
        Parameters:
        id - the identifier to find
        Returns:
        the market data value box providing data for all scenarios, empty if not found

      • findIds

        public <T> Set<MarketDataId<T>> findIds​(MarketDataName<T> name)
        Description copied from interface: ScenarioMarketData
        Finds the market data identifiers associated with the specified name.

        This returns the unique identifiers that refer to the specified name. There may be more than one identifier associated with a name as the name is not unique.

        Specified by:
        findIds in interface ScenarioMarketData
        Type Parameters:
        T - the type of the market data value
        Parameters:
        name - the name to find
        Returns:
        the set of market data identifiers, empty if name not found

      • getTimeSeriesIds

        public Set<ObservableId> getTimeSeriesIds()
        Description copied from interface: ScenarioMarketData
        Gets the time-series identifiers.

        Time series are not affected by scenarios, therefore there is a single time-series for each identifier which is shared between all scenarios.

        Specified by:
        getTimeSeriesIds in interface ScenarioMarketData
        Returns:
        the set of observable identifiers

      • getTimeSeries

        public LocalDateDoubleTimeSeries getTimeSeries​(ObservableId id)
        Description copied from interface: ScenarioMarketData
        Gets the time-series associated with the specified identifier, empty if not found.

        Time series are not affected by scenarios, therefore there is a single time-series for each identifier which is shared between all scenarios.

        Specified by:
        getTimeSeries in interface ScenarioMarketData
        Parameters:
        id - the identifier to find
        Returns:
        the time-series, empty if no time-series found

      • getUnderlying

        public ImmutableScenarioMarketData getUnderlying()
        Gets the underlying market data.
        Returns:
        the value of the property, not null

      • getValueFailures

        public ImmutableMap<MarketDataId<?>,​Failure> getValueFailures()
        Gets the failures when building single market data values.
        Returns:
        the value of the property, not null

      • getTimeSeriesFailures

        public ImmutableMap<MarketDataId<?>,​Failure> getTimeSeriesFailures()
        Gets the failures that occurred when building time series of market data values.
        Returns:
        the value of the property, not null

      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object