Uses of Class
com.opengamma.strata.calc.marketdata.MarketDataConfig
-
Packages that use MarketDataConfig Package Description com.opengamma.strata.calc.marketdata Provides the ability to obtain market data and perform calibrations and scenario perturbations.com.opengamma.strata.measure.curve Integration code that allows strata-calc to use and calibrate curves.com.opengamma.strata.measure.fx Calculation functions for FX products.com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.measure.rate Base package for calculation functions. -
-
Uses of MarketDataConfig in com.opengamma.strata.calc.marketdata
Methods in com.opengamma.strata.calc.marketdata that return MarketDataConfig Modifier and Type Method Description MarketDataConfig
MarketDataConfigBuilder. build()
Returns aMarketDataConfig
instance built from the data in this builder.static MarketDataConfig
MarketDataConfig. empty()
Returns an empty set of market data configuration.Methods in com.opengamma.strata.calc.marketdata that return types with arguments of type MarketDataConfig Modifier and Type Method Description Class<? extends MarketDataConfig>
MarketDataConfig.Meta. beanType()
org.joda.beans.BeanBuilder<? extends MarketDataConfig>
MarketDataConfig.Meta. builder()
Methods in com.opengamma.strata.calc.marketdata with parameters of type MarketDataConfig Modifier and Type Method Description MarketDataBox<T>
MarketDataFunction. build(I id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
Builds and returns the market data identified by the ID.BuiltMarketData
MarketDataFactory. create(MarketDataRequirements requirements, MarketDataConfig marketDataConfig, MarketData suppliedData, ReferenceData refData)
Builds a set of market data.BuiltScenarioMarketData
MarketDataFactory. createMultiScenario(MarketDataRequirements requirements, MarketDataConfig marketDataConfig, MarketData suppliedData, ReferenceData refData, ScenarioDefinition scenarioDefinition)
Builds the market data required for performing calculations for a set of scenarios.BuiltScenarioMarketData
MarketDataFactory. createMultiScenario(MarketDataRequirements requirements, MarketDataConfig marketDataConfig, ScenarioMarketData suppliedData, ReferenceData refData, ScenarioDefinition scenarioDefinition)
Builds the market data required for performing calculations for a set of scenarios.MarketDataRequirements
MarketDataFunction. requirements(I id, MarketDataConfig marketDataConfig)
Returns requirements representing the data needed to build the item of market data identified by the ID. -
Uses of MarketDataConfig in com.opengamma.strata.measure.curve
Methods in com.opengamma.strata.measure.curve with parameters of type MarketDataConfig Modifier and Type Method Description MarketDataBox<Curve>
CurveMarketDataFunction. build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)
MarketDataRequirements
CurveMarketDataFunction. requirements(CurveId id, MarketDataConfig config)
-
Uses of MarketDataConfig in com.opengamma.strata.measure.fx
Methods in com.opengamma.strata.measure.fx with parameters of type MarketDataConfig Modifier and Type Method Description MarketDataBox<FxRate>
FxRateMarketDataFunction. build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
MarketDataRequirements
FxRateMarketDataFunction. requirements(FxRateId id, MarketDataConfig marketDataConfig)
-
Uses of MarketDataConfig in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt with parameters of type MarketDataConfig Modifier and Type Method Description MarketDataBox<FxOptionVolatilities>
FxOptionVolatilitiesMarketDataFunction. build(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
MarketDataRequirements
FxOptionVolatilitiesMarketDataFunction. requirements(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig)
-
Uses of MarketDataConfig in com.opengamma.strata.measure.rate
Methods in com.opengamma.strata.measure.rate with parameters of type MarketDataConfig Modifier and Type Method Description MarketDataBox<RatesCurveGroup>
RatesCurveGroupMarketDataFunction. build(RatesCurveGroupId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
MarketDataBox<RatesCurveInputs>
RatesCurveInputsMarketDataFunction. build(RatesCurveInputsId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
MarketDataRequirements
RatesCurveGroupMarketDataFunction. requirements(RatesCurveGroupId id, MarketDataConfig marketDataConfig)
MarketDataRequirements
RatesCurveInputsMarketDataFunction. requirements(RatesCurveInputsId id, MarketDataConfig marketDataConfig)
-