Uses of Interface
com.opengamma.strata.calc.marketdata.MarketDataFunction
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Packages that use MarketDataFunction Package Description com.opengamma.strata.calc.marketdata Provides the ability to obtain market data and perform calibrations and scenario perturbations.com.opengamma.strata.measure Provides the ability to calculate high-level measures on financial instruments.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. -
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Uses of MarketDataFunction in com.opengamma.strata.calc.marketdata
Methods in com.opengamma.strata.calc.marketdata with parameters of type MarketDataFunction Modifier and Type Method Description static MarketDataFactory
MarketDataFactory. of(ObservableDataProvider observableDataProvider, TimeSeriesProvider timeSeriesProvider, MarketDataFunction<?,?>... functions)
Obtains an instance of the factory based on providers of market data and time-series.Method parameters in com.opengamma.strata.calc.marketdata with type arguments of type MarketDataFunction Modifier and Type Method Description static com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
MarketDataFactory. of(ObservableDataProvider observableDataProvider, TimeSeriesProvider timeSeriesProvider, List<MarketDataFunction<?,?>> functions)
Obtains an instance of the factory based on providers of market data and time-series. -
Uses of MarketDataFunction in com.opengamma.strata.measure
Methods in com.opengamma.strata.measure that return types with arguments of type MarketDataFunction Modifier and Type Method Description static List<MarketDataFunction<?,?>>
StandardComponents. marketDataFunctions()
Returns the standard market data functions used to build market data values from other market data. -
Uses of MarketDataFunction in com.opengamma.strata.measure.curve
Classes in com.opengamma.strata.measure.curve that implement MarketDataFunction Modifier and Type Class Description class
CurveMarketDataFunction
Market data function that locates a curve by name. -
Uses of MarketDataFunction in com.opengamma.strata.measure.fx
Classes in com.opengamma.strata.measure.fx that implement MarketDataFunction Modifier and Type Class Description class
FxRateMarketDataFunction
Function which buildsFxRate
instances from observable market data. -
Uses of MarketDataFunction in com.opengamma.strata.measure.fxopt
Classes in com.opengamma.strata.measure.fxopt that implement MarketDataFunction Modifier and Type Class Description class
FxOptionVolatilitiesMarketDataFunction
Market data function that builds FX option volatilities. -
Uses of MarketDataFunction in com.opengamma.strata.measure.rate
Classes in com.opengamma.strata.measure.rate that implement MarketDataFunction Modifier and Type Class Description class
RatesCurveGroupMarketDataFunction
Market data function that builds a curve group.class
RatesCurveInputsMarketDataFunction
Market data function that builds the input data used when calibrating a curve.
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