Class FieldName
- java.lang.Object
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- com.opengamma.strata.collect.TypedString<FieldName>
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- com.opengamma.strata.data.FieldName
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- 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
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Field Summary
Fields Modifier and Type Field Description static FieldName
CLEAN_PRICE
The field name for the clean price of a coupon bond.static FieldName
DIRTY_PRICE
The field name for the dirty price of a coupon bond.static FieldName
MARKET_VALUE
The field name for the market value - 'MarketValue'.static FieldName
SETTLEMENT_PRICE
The field name for the settlement price - 'SettlementPrice'.static FieldName
VOLATILITY
The field name for the volatility of an asset.
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static FieldName
of(String name)
Obtains an instance from the specified name.
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Field Detail
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MARKET_VALUE
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.
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SETTLEMENT_PRICE
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.
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CLEAN_PRICE
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.
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DIRTY_PRICE
public static final FieldName DIRTY_PRICE
The field name for the dirty price of a coupon bond.The dirty price includes the accrued interest.
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VOLATILITY
public static final FieldName VOLATILITY
The field name for the volatility of an asset.
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