Uses of Interface
com.opengamma.strata.data.MarketData

Packages that use MarketData

Package	Description
com.opengamma.strata.calc	Calculates risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.calc.marketdata	Provides the ability to obtain market data and perform calibrations and scenario perturbations.
com.opengamma.strata.calc.runner	The calculation runner.
com.opengamma.strata.data	Basic types to model market data.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.measure.bond	Base package for calculation functions.
com.opengamma.strata.measure.capfloor	Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.credit	Calculation functions for credit products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.index	Calculation functions for index products.
com.opengamma.strata.measure.rate	Base package for calculation functions.
com.opengamma.strata.measure.swaption	Calculation functions for swaption products.
com.opengamma.strata.pricer.credit	Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.curve	Provides the ability to calibrate curves.

Uses of MarketData in com.opengamma.strata.calc

Methods in com.opengamma.strata.calc with parameters of type MarketData

Modifier and Type	Method	Description
Results	CalculationRunner.calculate(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, MarketData marketData, ReferenceData refData)	Performs calculations for a single set of market data.
void	CalculationRunner.calculateAsync(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, MarketData marketData, ReferenceData refData, CalculationListener listener)	Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.

Uses of MarketData in com.opengamma.strata.calc.marketdata

Classes in com.opengamma.strata.calc.marketdata that implement MarketData

Modifier and Type	Class	Description
class	BuiltMarketData	Market data that has been built.

Methods in com.opengamma.strata.calc.marketdata with parameters of type MarketData

Modifier and Type	Method	Description
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.

Uses of MarketData in com.opengamma.strata.calc.runner

Methods in com.opengamma.strata.calc.runner with parameters of type MarketData

Modifier and Type	Method	Description
Results	CalculationTaskRunner.calculate(CalculationTasks tasks, MarketData marketData, ReferenceData refData)	Performs calculations for a single set of market data.
void	CalculationTaskRunner.calculateAsync(CalculationTasks tasks, MarketData marketData, ReferenceData refData, CalculationListener listener)	Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
FxRateProvider	FxRateLookup.fxRateProvider(MarketData marketData)	Obtains an FX rate provider based on the specified market data.

Uses of MarketData in com.opengamma.strata.data

Classes in com.opengamma.strata.data that implement MarketData

Modifier and Type	Class	Description
class	ImmutableMarketData	An immutable set of market data

Methods in com.opengamma.strata.data that return MarketData

Modifier and Type	Method	Description
MarketData	ImmutableMarketData.combinedWith(MarketData other)
default MarketData	MarketData.combinedWith(MarketData other)	Combines this market data with another.
static MarketData	MarketData.empty(LocalDate valuationDate)	Obtains an instance containing no market data.
MarketData	MarketDataFxRateProvider.getMarketData()	Gets the market data that provides the FX rates.
static MarketData	MarketData.of(LocalDate valuationDate, Map<? extends MarketDataId<?>,?> values)	Obtains an instance from a valuation date and map of values.
static MarketData	MarketData.of(LocalDate valuationDate, Map<? extends MarketDataId<?>,?> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
default <T> MarketData	MarketData.withValue(MarketDataId<T> id, T value)	Returns a copy of this market data with the specified value.

Methods in com.opengamma.strata.data with parameters of type MarketData

Modifier and Type	Method	Description
ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.add(MarketData other)	Adds all time series and values from another market data instance.
MarketData	ImmutableMarketData.combinedWith(MarketData other)
default MarketData	MarketData.combinedWith(MarketData other)	Combines this market data with another.
static MarketDataFxRateProvider	MarketDataFxRateProvider.of(MarketData marketData)	Obtains an instance which takes FX rates from the market data.
static MarketDataFxRateProvider	MarketDataFxRateProvider.of(MarketData marketData, ObservableSource fxRatesSource)	Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.
static MarketDataFxRateProvider	MarketDataFxRateProvider.of(MarketData marketData, ObservableSource fxRatesSource, Currency triangulationCurrency)	Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.

Uses of MarketData in com.opengamma.strata.data.scenario

Methods in com.opengamma.strata.data.scenario that return MarketData

Modifier and Type	Method	Description
default MarketData	ScenarioMarketData.scenario(int scenarioIndex)	Returns market data for a single scenario.

Methods in com.opengamma.strata.data.scenario that return types with arguments of type MarketData

Modifier and Type	Method	Description
default Stream<MarketData>	ScenarioMarketData.scenarios()	Returns a stream of market data, one for each scenario.

Methods in com.opengamma.strata.data.scenario with parameters of type MarketData

Modifier and Type	Method	Description
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, MarketData marketData)	Obtains an instance by wrapping a single set of market data.

Uses of MarketData in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve with parameters of type MarketData

Modifier and Type	Method	Description
ImmutableList<Double>	CurveDefinition.initialGuess(MarketData marketData)	Gets the list of all initial guesses.
double	CurveNode.initialGuess(MarketData marketData, ValueType valueType)	Gets the initial guess used for calibrating the node.
default ImmutableList<Double>	NodalCurveDefinition.initialGuess(MarketData marketData)
ImmutableList<Double>	ParameterizedFunctionalCurveDefinition.initialGuess(MarketData marketData)
ImmutableList<Double>	RatesCurveGroupDefinition.initialGuesses(MarketData marketData)	Gets the list of all initial guesses.
ResolvedTrade	CurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)	Creates a resolved trade representing the instrument at the node.
ImmutableList<ResolvedTrade>	RatesCurveGroupDefinition.resolvedTrades(MarketData marketData, ReferenceData refData)	Creates a list of trades representing the instrument at each node.
Trade	CurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)	Creates a trade representing the instrument at the node.

Uses of MarketData in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node with parameters of type MarketData

Modifier and Type	Method	Description
double	FixedIborSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FixedInflationSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FixedOvernightSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FraCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	FxSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	IborFixingDepositCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	IborFutureCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	IborIborSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	OvernightFutureCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	OvernightIborSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	TermDepositCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	ThreeLegBasisSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
double	XCcyIborIborSwapCurveNode.initialGuess(MarketData marketData, ValueType valueType)
ResolvedSwapTrade	FixedIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	FixedInflationSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	FixedOvernightSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedFraTrade	FraCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedFxSwapTrade	FxSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedIborFixingDepositTrade	IborFixingDepositCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedIborFutureTrade	IborFutureCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	IborIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedOvernightFutureTrade	OvernightFutureCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	OvernightIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedTermDepositTrade	TermDepositCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	ThreeLegBasisSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
ResolvedSwapTrade	XCcyIborIborSwapCurveNode.resolvedTrade(double quantity, MarketData marketData, ReferenceData refData)
CdsIndexCalibrationTrade	CdsIndexIsdaCreditCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)	Creates a trade representing the CDS index at the node.
CdsCalibrationTrade	CdsIsdaCreditCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)	Creates a trade representing the CDS at the node.
SwapTrade	FixedIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	FixedInflationSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	FixedOvernightSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
FraTrade	FraCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
FxSwapTrade	FxSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
IborFixingDepositTrade	IborFixingDepositCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
IborFutureTrade	IborFutureCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	IborIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
OvernightFutureTrade	OvernightFutureCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	OvernightIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
TermDepositTrade	TermDepositCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	ThreeLegBasisSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)
SwapTrade	XCcyIborIborSwapCurveNode.trade(double quantity, MarketData marketData, ReferenceData refData)

Uses of MarketData in com.opengamma.strata.measure.bond

Methods in com.opengamma.strata.measure.bond that return MarketData

Modifier and Type	Method	Description
MarketData	BondFutureOptionMarketData.getMarketData()	Gets the market data.
MarketData	LegalEntityDiscountingMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.bond with parameters of type MarketData

Modifier and Type	Method	Description
LegalEntityDiscountingProvider	LegalEntityDiscountingMarketDataLookup.discountingProvider(MarketData marketData)	Obtains a discounting provider based on the specified market data.
default BondFutureOptionMarketData	BondFutureOptionMarketDataLookup.marketDataView(MarketData marketData)	Obtains a filtered view of the complete set of market data.
default LegalEntityDiscountingMarketData	LegalEntityDiscountingMarketDataLookup.marketDataView(MarketData marketData)	Obtains a filtered view of the complete set of market data.
BondFutureVolatilities	BondFutureOptionMarketDataLookup.volatilities(SecurityId securityId, MarketData marketData)	Obtains bond future volatilities based on the specified market data.
BondFutureOptionMarketData	BondFutureOptionMarketData.withMarketData(MarketData marketData)	Returns a copy of this instance with the specified market data.
LegalEntityDiscountingMarketData	LegalEntityDiscountingMarketData.withMarketData(MarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of MarketData in com.opengamma.strata.measure.capfloor

Methods in com.opengamma.strata.measure.capfloor that return MarketData

Modifier and Type	Method	Description
MarketData	IborCapFloorMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.capfloor with parameters of type MarketData

Modifier and Type	Method	Description
default IborCapFloorMarketData	IborCapFloorMarketDataLookup.marketDataView(MarketData marketData)	Obtains a filtered view of the complete set of market data.
IborCapletFloorletVolatilities	IborCapFloorMarketDataLookup.volatilities(IborIndex index, MarketData marketData)	Obtains cap/floor volatilities based on the specified market data.
IborCapFloorMarketData	IborCapFloorMarketData.withMarketData(MarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of MarketData in com.opengamma.strata.measure.credit

Methods in com.opengamma.strata.measure.credit that return MarketData

Modifier and Type	Method	Description
MarketData	CreditRatesMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.credit with parameters of type MarketData

Modifier and Type	Method	Description
CreditRatesProvider	CreditRatesMarketDataLookup.creditRatesProvider(MarketData marketData)	Obtains credit rates provider based on the specified market data.
default CreditRatesMarketData	CreditRatesMarketDataLookup.marketDataView(MarketData marketData)	Obtains a filtered view of the complete set of market data.
CreditRatesMarketData	CreditRatesMarketData.withMarketData(MarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of MarketData in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return MarketData

Modifier and Type	Method	Description
MarketData	FxOptionMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.fxopt with parameters of type MarketData

Modifier and Type	Method	Description
default FxOptionMarketData	FxOptionMarketDataLookup.marketDataView(MarketData marketData)	Obtains a filtered view of the complete set of market data.
FxOptionVolatilities	FxOptionMarketDataLookup.volatilities(CurrencyPair currencyPair, MarketData marketData)	Obtains FX options volatilities based on the specified market data.
FxOptionMarketData	FxOptionMarketData.withMarketData(MarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of MarketData in com.opengamma.strata.measure.index

Methods in com.opengamma.strata.measure.index that return MarketData

Modifier and Type	Method	Description
MarketData	IborFutureOptionMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.index with parameters of type MarketData

Modifier and Type	Method	Description
default IborFutureOptionMarketData	IborFutureOptionMarketDataLookup.marketDataView(MarketData marketData)	Obtains a filtered view of the complete set of market data.
IborFutureOptionVolatilities	IborFutureOptionMarketDataLookup.volatilities(IborIndex index, MarketData marketData)	Obtains Ibor future option volatilities based on the specified market data.
IborFutureOptionMarketData	IborFutureOptionMarketData.withMarketData(MarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of MarketData in com.opengamma.strata.measure.rate

Methods in com.opengamma.strata.measure.rate that return MarketData

Modifier and Type	Method	Description
MarketData	RatesMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.rate with parameters of type MarketData

Modifier and Type	Method	Description
FxRateProvider	RatesMarketDataLookup.fxRateProvider(MarketData marketData)	Obtains an FX rate provider based on the specified market data.
default RatesMarketData	RatesMarketDataLookup.marketDataView(MarketData marketData)	Obtains a filtered view of the complete set of market data.
RatesProvider	RatesMarketDataLookup.ratesProvider(MarketData marketData)	Obtains a rates provider based on the specified market data.
RatesMarketData	RatesMarketData.withMarketData(MarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of MarketData in com.opengamma.strata.measure.swaption

Methods in com.opengamma.strata.measure.swaption that return MarketData

Modifier and Type	Method	Description
MarketData	SwaptionMarketData.getMarketData()	Gets the market data.

Methods in com.opengamma.strata.measure.swaption with parameters of type MarketData

Modifier and Type	Method	Description
default SwaptionMarketData	SwaptionMarketDataLookup.marketDataView(MarketData marketData)	Obtains a filtered view of the complete set of market data.
SwaptionVolatilities	SwaptionMarketDataLookup.volatilities(RateIndex index, MarketData marketData)	Obtains swaption volatilities based on the specified market data.
SwaptionMarketData	SwaptionMarketData.withMarketData(MarketData marketData)	Returns a copy of this instance with the specified market data.

Uses of MarketData in com.opengamma.strata.pricer.credit

Methods in com.opengamma.strata.pricer.credit with parameters of type MarketData

Modifier and Type	Method	Description
LegalEntitySurvivalProbabilities	IsdaCompliantCreditCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)	Calibrates the ISDA compliant credit curve to the market data.
IsdaCreditDiscountFactors	IsdaCompliantDiscountCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ReferenceData refData)	Calibrates the ISDA compliant discount curve to the market data.
LegalEntitySurvivalProbabilities	IsdaCompliantIndexCurveCalibrator.calibrate(IsdaCreditCurveDefinition curveDefinition, MarketData marketData, ImmutableCreditRatesProvider ratesProvider, ReferenceData refData)	Calibrates the index curve to the market data.

Uses of MarketData in com.opengamma.strata.pricer.curve

Methods in com.opengamma.strata.pricer.curve with parameters of type MarketData

Modifier and Type	Method	Description
ImmutableRatesProvider	RatesCurveCalibrator.calibrate(RatesCurveGroupDefinition curveGroupDefn, MarketData marketData, ReferenceData refData)	Calibrates a single curve group, containing one or more curves.
ImmutableRatesProvider	RatesCurveCalibrator.calibrate(List<RatesCurveGroupDefinition> allGroupDefns, ImmutableRatesProvider knownData, MarketData marketData, ReferenceData refData)	Calibrates a list of curve groups, each containing one or more curves.