Class FieldName

  • All Implemented Interfaces:
    Named, Serializable, Comparable<FieldName>

    public final class FieldName
    extends TypedString<FieldName>
    The name of a field in a market data record.

    Market data is typically provided as a record containing multiple fields. Each field contains an item of data. The record is identified by a unique ID and the fields are identified by name. Therefore an item of market data is uniquely identified by the combination its ID and field name.

    Different market data providers use different sets of field names. The names in this class are not specific to any provider, and are mapped to the provider field names by the market data system. This allows calculations to request an item of data using its field name, such as "closing price", without having to know which data provider it is coming from.

    See Also:
    Serialized Form
    • Field Detail


        public static final FieldName MARKET_VALUE
        The field name for the market value - 'MarketValue'.

        This is used to refer to the standard market quote for the identifier. It is typically used as the default when no field name is specified.


        public static final FieldName SETTLEMENT_PRICE
        The field name for the settlement price - 'SettlementPrice'.

        This is used to refer to the daily settlement price used in margining.


        public static final FieldName CLEAN_PRICE
        The field name for the clean price of a coupon bond.

        The clean price does not include the accrued interest.


        public static final FieldName DIRTY_PRICE
        The field name for the dirty price of a coupon bond.

        The dirty price includes the accrued interest.


        public static final FieldName VOLATILITY
        The field name for the volatility of an asset.
    • Method Detail

      • of

        public static FieldName of​(String name)
        Obtains an instance from the specified name.

        Field names may contain any character, but must not be empty.

        name - the name of the field
        a field with the specified name