Package com.opengamma.strata.calc.marketdata

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

Type Parameters:

T - the type of the market data built by this class

I - the type of the market data ID handled by this class

All Known Implementing Classes:

CurveMarketDataFunction, FxOptionVolatilitiesMarketDataFunction, FxRateMarketDataFunction, RatesCurveGroupMarketDataFunction, RatesCurveInputsMarketDataFunction

public interface MarketDataFunction<T,I extends MarketDataId<? extends T>>

A market data function creates items of market data for a set of market data IDs.

A function implementation produces a single type of market data and consumes a single type of market data ID.

Method Summary

Modifier and Type	Method	Description
MarketDataBox<T>	build(I id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)	Builds and returns the market data identified by the ID.
Class<I>	getMarketDataIdType()	Returns the type of market data ID this function can handle.
MarketDataRequirements	requirements(I id, MarketDataConfig marketDataConfig)	Returns requirements representing the data needed to build the item of market data identified by the ID.

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

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