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

Packages that use ObservableId

Package	Description
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.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.observable	Market data for quotes.

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

Methods in com.opengamma.strata.calc.marketdata that return types with arguments of type ObservableId

Modifier and Type	Method	Description
ImmutableSet<ObservableId>	MarketDataRequirements.getObservables()	Gets keys identifying the market data values required for the calculations.
ImmutableSet<ObservableId>	MarketDataRequirements.getTimeSeries()	Gets keys identifying the time series of market data values required for the calculations.
Set<ObservableId>	BuiltMarketData.getTimeSeriesIds()
Set<ObservableId>	BuiltScenarioMarketData.getTimeSeriesIds()
org.joda.beans.MetaProperty<ImmutableSet<ObservableId>>	MarketDataRequirements.Meta.observables()	The meta-property for the observables property.
Map<ObservableId,Result<Double>>	ObservableDataProvider.provideObservableData(Set<? extends ObservableId> identifiers)	Provides market data for the specified identifiers.
org.joda.beans.MetaProperty<ImmutableSet<ObservableId>>	MarketDataRequirements.Meta.timeSeries()	The meta-property for the timeSeries property.

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

Modifier and Type	Method	Description
MarketDataRequirementsBuilder	MarketDataRequirementsBuilder.addTimeSeries(ObservableId... ids)	Adds requirements for time series of observable market data.
LocalDateDoubleTimeSeries	BuiltMarketData.getTimeSeries(ObservableId id)
LocalDateDoubleTimeSeries	BuiltScenarioMarketData.getTimeSeries(ObservableId id)
Result<LocalDateDoubleTimeSeries>	TimeSeriesProvider.provideTimeSeries(ObservableId identifier)	Provides the time-series for the specified identifier.

Method parameters in com.opengamma.strata.calc.marketdata with type arguments of type ObservableId

Modifier and Type	Method	Description
MarketDataRequirementsBuilder	MarketDataRequirementsBuilder.addTimeSeries(Collection<? extends ObservableId> ids)	Adds requirements for time series of observable market data.
Map<ObservableId,Result<Double>>	ObservableDataProvider.provideObservableData(Set<? extends ObservableId> identifiers)	Provides market data for the specified identifiers.

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

Methods in com.opengamma.strata.calc.runner that return types with arguments of type ObservableId

Modifier and Type	Method	Description
ImmutableSet<ObservableId>	FunctionRequirements.getTimeSeriesRequirements()	Gets the market data identifiers of the time-series of required for the calculation.
org.joda.beans.MetaProperty<ImmutableSet<ObservableId>>	FunctionRequirements.Meta.timeSeriesRequirements()	The meta-property for the timeSeriesRequirements property.

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

Modifier and Type	Method	Description
FunctionRequirements.Builder	FunctionRequirements.Builder.timeSeriesRequirements(ObservableId... timeSeriesRequirements)	Sets the timeSeriesRequirements property in the builder from an array of objects.

Method parameters in com.opengamma.strata.calc.runner with type arguments of type ObservableId

Modifier and Type	Method	Description
FunctionRequirements.Builder	FunctionRequirements.Builder.timeSeriesRequirements(Set<ObservableId> timeSeriesRequirements)	Sets the market data identifiers of the time-series of required for the calculation.

Uses of ObservableId in com.opengamma.strata.data

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

Modifier and Type	Method	Description
ObservableId	ObservableId.withObservableSource(ObservableSource obsSource)	Returns an identifier equivalent to this with the specified source.

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

Modifier and Type	Method	Description
ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	ImmutableMarketData.getTimeSeries()	Gets the time-series.
Set<ObservableId>	ImmutableMarketData.getTimeSeriesIds()
Set<ObservableId>	MarketData.getTimeSeriesIds()	Gets the time-series identifiers.
org.joda.beans.MetaProperty<ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>>	ImmutableMarketData.Meta.timeSeries()	The meta-property for the timeSeries property.

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

Modifier and Type	Method	Description
ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.addTimeSeries(ObservableId id, LocalDateDoubleTimeSeries timeSeries)	Adds a time-series of observable market data values.
LocalDateDoubleTimeSeries	ImmutableMarketData.getTimeSeries(ObservableId id)
LocalDateDoubleTimeSeries	MarketData.getTimeSeries(ObservableId id)	Gets the time-series identified by the specified identifier, empty if not found.

Method parameters in com.opengamma.strata.data with type arguments of type ObservableId

Modifier and Type	Method	Description
ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.addTimeSeriesMap(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeriesMap)	Adds multiple time-series of observable market data values to the builder.
ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.removeTimeSeriesIf(Predicate<ObservableId> predicate)	Removes values where the time series ID matches the specified predicate.
ImmutableMarketDataBuilder	ImmutableMarketDataBuilder.timeSeries(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Sets the time-series in the builder, replacing any existing values.

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

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

Modifier and Type	Method	Description
ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	ImmutableScenarioMarketData.getTimeSeries()	Gets the time-series of market data values.
Set<ObservableId>	ImmutableScenarioMarketData.getTimeSeriesIds()
Set<ObservableId>	ScenarioMarketData.getTimeSeriesIds()	Gets the time-series identifiers.
org.joda.beans.MetaProperty<ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>>	ImmutableScenarioMarketData.Meta.timeSeries()	The meta-property for the timeSeries property.

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

Modifier and Type	Method	Description
ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addTimeSeries(ObservableId id, LocalDateDoubleTimeSeries timeSeries)	Adds a time-series of observable market data values.
LocalDateDoubleTimeSeries	ImmutableScenarioMarketData.getTimeSeries(ObservableId id)
LocalDateDoubleTimeSeries	ScenarioMarketData.getTimeSeries(ObservableId id)	Gets the time-series associated with the specified identifier, empty if not found.

Method parameters in com.opengamma.strata.data.scenario with type arguments of type ObservableId

Modifier and Type	Method	Description
ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addTimeSeriesMap(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeriesMap)	Adds multiple time-series of observable market data values to the builder.
ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.timeSeries(Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Sets the time-series in the builder, replacing any existing values.

Uses of ObservableId in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return types with arguments of type ObservableId

Modifier and Type	Method	Description
static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	FixingSeriesCsvLoader.load(ResourceLocator... resources)	Loads one or more CSV format fixing series files.
static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	FixingSeriesCsvLoader.load(Collection<ResourceLocator> resources)	Loads one or more CSV format fixing series files.
static ImmutableMap<ObservableId,LocalDateDoubleTimeSeries>	FixingSeriesCsvLoader.parse(Collection<CharSource> charSources)	Parses one or more CSV format fixing series files.

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

Methods in com.opengamma.strata.market.curve that return ObservableId

Modifier and Type	Method	Description
ObservableId	DepositIsdaCreditCurveNode.getObservableId()	Gets the identifier of the market data value that provides the rate.
ObservableId	IsdaCreditCurveNode.getObservableId()	Get the observable ID.
ObservableId	SwapIsdaCreditCurveNode.getObservableId()	Gets the identifier of the market data value that provides the rate.

Methods in com.opengamma.strata.market.curve that return types with arguments of type ObservableId

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ObservableId>	DepositIsdaCreditCurveNode.Meta.observableId()	The meta-property for the observableId property.
org.joda.beans.MetaProperty<ObservableId>	SwapIsdaCreditCurveNode.Meta.observableId()	The meta-property for the observableId property.

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

Modifier and Type	Method	Description
DepositIsdaCreditCurveNode.Builder	DepositIsdaCreditCurveNode.Builder.observableId(ObservableId observableId)	Sets the identifier of the market data value that provides the rate.
SwapIsdaCreditCurveNode.Builder	SwapIsdaCreditCurveNode.Builder.observableId(ObservableId observableId)	Sets the identifier of the market data value that provides the rate.
static DepositIsdaCreditCurveNode	DepositIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount)	Returns a curve node for a term deposit.
static SwapIsdaCreditCurveNode	SwapIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)	Returns a curve node for a standard fixed-Ibor swap.

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

Methods in com.opengamma.strata.market.curve.node that return ObservableId

Modifier and Type	Method	Description
ObservableId	FxSwapCurveNode.getFarForwardPointsId()	Gets the identifier of the market data value which provides the FX forward points.
ObservableId	CdsIndexIsdaCreditCurveNode.getObservableId()	Gets the identifier of the market data value that provides the quoted value.
ObservableId	CdsIsdaCreditCurveNode.getObservableId()	Gets the identifier of the market data value that provides the quoted value.
ObservableId	FixedIborSwapCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	FixedInflationSwapCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	FixedOvernightSwapCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	FraCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	IborFixingDepositCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	IborIborSwapCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	OvernightIborSwapCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	TermDepositCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	ThreeLegBasisSwapCurveNode.getRateId()	Gets the identifier of the market data value that provides the rate.
ObservableId	XCcyIborIborSwapCurveNode.getSpreadId()	Gets the identifier of the market data value which provides the spread.

Methods in com.opengamma.strata.market.curve.node that return types with arguments of type ObservableId

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<ObservableId>	FxSwapCurveNode.Meta.farForwardPointsId()	The meta-property for the farForwardPointsId property.
org.joda.beans.MetaProperty<ObservableId>	CdsIndexIsdaCreditCurveNode.Meta.observableId()	The meta-property for the observableId property.
org.joda.beans.MetaProperty<ObservableId>	CdsIsdaCreditCurveNode.Meta.observableId()	The meta-property for the observableId property.
org.joda.beans.MetaProperty<ObservableId>	FixedIborSwapCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<ObservableId>	FixedInflationSwapCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<ObservableId>	FixedOvernightSwapCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<ObservableId>	FraCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<ObservableId>	IborFixingDepositCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<ObservableId>	IborIborSwapCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<ObservableId>	OvernightIborSwapCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<ObservableId>	TermDepositCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<ObservableId>	ThreeLegBasisSwapCurveNode.Meta.rateId()	The meta-property for the rateId property.
Set<ObservableId>	FixedIborSwapCurveNode.requirements()
Set<ObservableId>	FixedInflationSwapCurveNode.requirements()
Set<ObservableId>	FixedOvernightSwapCurveNode.requirements()
Set<ObservableId>	FraCurveNode.requirements()
Set<ObservableId>	IborFixingDepositCurveNode.requirements()
Set<ObservableId>	IborFutureCurveNode.requirements()
Set<ObservableId>	IborIborSwapCurveNode.requirements()
Set<ObservableId>	OvernightFutureCurveNode.requirements()
Set<ObservableId>	OvernightIborSwapCurveNode.requirements()
Set<ObservableId>	TermDepositCurveNode.requirements()
Set<ObservableId>	ThreeLegBasisSwapCurveNode.requirements()
org.joda.beans.MetaProperty<ObservableId>	XCcyIborIborSwapCurveNode.Meta.spreadId()	The meta-property for the spreadId property.

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

Modifier and Type	Method	Description
FxSwapCurveNode.Builder	FxSwapCurveNode.Builder.farForwardPointsId(ObservableId farForwardPointsId)	Sets the identifier of the market data value which provides the FX forward points.
CdsIndexIsdaCreditCurveNode.Builder	CdsIndexIsdaCreditCurveNode.Builder.observableId(ObservableId observableId)	Sets the identifier of the market data value that provides the quoted value.
CdsIsdaCreditCurveNode.Builder	CdsIsdaCreditCurveNode.Builder.observableId(ObservableId observableId)	Sets the identifier of the market data value that provides the quoted value.
static FixedIborSwapCurveNode	FixedIborSwapCurveNode.of(FixedIborSwapTemplate template, ObservableId rateId)	Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.
static FixedIborSwapCurveNode	FixedIborSwapCurveNode.of(FixedIborSwapTemplate template, ObservableId rateId, double additionalSpread)	Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.
static FixedIborSwapCurveNode	FixedIborSwapCurveNode.of(FixedIborSwapTemplate template, ObservableId rateId, double additionalSpread, String label)	Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
static FixedInflationSwapCurveNode	FixedInflationSwapCurveNode.of(FixedInflationSwapTemplate template, ObservableId rateId)	Returns a curve node for a Fixed-Inflation swap using the specified instrument template and rate key.
static FixedInflationSwapCurveNode	FixedInflationSwapCurveNode.of(FixedInflationSwapTemplate template, ObservableId rateId, double additionalSpread)	Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key and spread.
static FixedInflationSwapCurveNode	FixedInflationSwapCurveNode.of(FixedInflationSwapTemplate template, ObservableId rateId, double additionalSpread, String label)	Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key, spread and label.
static FixedOvernightSwapCurveNode	FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template, ObservableId rateId)	Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.
static FixedOvernightSwapCurveNode	FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template, ObservableId rateId, double additionalSpread)	Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.
static FixedOvernightSwapCurveNode	FixedOvernightSwapCurveNode.of(FixedOvernightSwapTemplate template, ObservableId rateId, double additionalSpread, String label)	Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.
static FraCurveNode	FraCurveNode.of(FraTemplate template, ObservableId rateId)	Returns a curve node for a FRA using the specified instrument template and rate key.
static FraCurveNode	FraCurveNode.of(FraTemplate template, ObservableId rateId, double additionalSpread)	Returns a curve node for a FRA using the specified instrument template, rate key and spread.
static FraCurveNode	FraCurveNode.of(FraTemplate template, ObservableId rateId, double additionalSpread, String label)	Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.
static FxSwapCurveNode	FxSwapCurveNode.of(FxSwapTemplate template, ObservableId farForwardPointsId)	Returns a curve node for an FX Swap using the specified instrument template and keys.
static FxSwapCurveNode	FxSwapCurveNode.of(FxSwapTemplate template, ObservableId farForwardPointsId, String label)	Returns a curve node for an FX Swap using the specified instrument template and keys and label.
static IborFixingDepositCurveNode	IborFixingDepositCurveNode.of(IborFixingDepositTemplate template, ObservableId rateId)	Returns a curve node for an Ibor deposit using the specified template and rate key.
static IborFixingDepositCurveNode	IborFixingDepositCurveNode.of(IborFixingDepositTemplate template, ObservableId rateId, double additionalSpread)	Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
static IborFixingDepositCurveNode	IborFixingDepositCurveNode.of(IborFixingDepositTemplate template, ObservableId rateId, double additionalSpread, String label)	Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.
static IborIborSwapCurveNode	IborIborSwapCurveNode.of(IborIborSwapTemplate template, ObservableId rateId)	Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.
static IborIborSwapCurveNode	IborIborSwapCurveNode.of(IborIborSwapTemplate template, ObservableId rateId, double additionalSpread)	Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
static IborIborSwapCurveNode	IborIborSwapCurveNode.of(IborIborSwapTemplate template, ObservableId rateId, double additionalSpread, String label)	Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
static OvernightIborSwapCurveNode	OvernightIborSwapCurveNode.of(OvernightIborSwapTemplate template, ObservableId rateId)	Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template and rate.
static OvernightIborSwapCurveNode	OvernightIborSwapCurveNode.of(OvernightIborSwapTemplate template, ObservableId rateId, double additionalSpread)	Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key and spread.
static OvernightIborSwapCurveNode	OvernightIborSwapCurveNode.of(OvernightIborSwapTemplate template, ObservableId rateId, double additionalSpread, String label)	Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
static TermDepositCurveNode	TermDepositCurveNode.of(TermDepositTemplate template, ObservableId rateId)	Returns a curve node for a term deposit using the specified instrument template and rate key.
static TermDepositCurveNode	TermDepositCurveNode.of(TermDepositTemplate template, ObservableId rateId, double additionalSpread)	Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
static TermDepositCurveNode	TermDepositCurveNode.of(TermDepositTemplate template, ObservableId rateId, double additionalSpread, String label)	Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.
static ThreeLegBasisSwapCurveNode	ThreeLegBasisSwapCurveNode.of(ThreeLegBasisSwapTemplate template, ObservableId rateId)	Returns a curve node for a three leg basis swap using the specified instrument template and rate.
static ThreeLegBasisSwapCurveNode	ThreeLegBasisSwapCurveNode.of(ThreeLegBasisSwapTemplate template, ObservableId rateId, double additionalSpread)	Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
static ThreeLegBasisSwapCurveNode	ThreeLegBasisSwapCurveNode.of(ThreeLegBasisSwapTemplate template, ObservableId rateId, double additionalSpread, String label)	Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
static XCcyIborIborSwapCurveNode	XCcyIborIborSwapCurveNode.of(XCcyIborIborSwapTemplate template, ObservableId spreadId)	Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.
static XCcyIborIborSwapCurveNode	XCcyIborIborSwapCurveNode.of(XCcyIborIborSwapTemplate template, ObservableId spreadId, double additionalSpread)	Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
static XCcyIborIborSwapCurveNode	XCcyIborIborSwapCurveNode.of(XCcyIborIborSwapTemplate template, ObservableId spreadId, double additionalSpread, String label)	Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
static CdsIndexIsdaCreditCurveNode	CdsIndexIsdaCreditCurveNode.ofParSpread(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds)	Returns a curve node with par spread convention.
static CdsIsdaCreditCurveNode	CdsIsdaCreditCurveNode.ofParSpread(CdsTemplate template, ObservableId observableId, StandardId legalEntityId)	Returns a curve node with par spread convention.
static CdsIndexIsdaCreditCurveNode	CdsIndexIsdaCreditCurveNode.ofPointsUpfront(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds, Double fixedRate)	Returns a curve node with points upfront convention.
static CdsIsdaCreditCurveNode	CdsIsdaCreditCurveNode.ofPointsUpfront(CdsTemplate template, ObservableId observableId, StandardId legalEntityId, Double fixedRate)	Returns a curve node with points upfront convention.
static CdsIndexIsdaCreditCurveNode	CdsIndexIsdaCreditCurveNode.ofQuotedSpread(CdsTemplate template, ObservableId observableId, StandardId cdsIndexId, List<StandardId> legalEntityIds, Double fixedRate)	Returns a curve node with quoted spread convention.
static CdsIsdaCreditCurveNode	CdsIsdaCreditCurveNode.ofQuotedSpread(CdsTemplate template, ObservableId observableId, StandardId legalEntityId, Double fixedRate)	Returns a curve node with quoted spread convention.
FixedIborSwapCurveNode.Builder	FixedIborSwapCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
FixedInflationSwapCurveNode.Builder	FixedInflationSwapCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
FixedOvernightSwapCurveNode.Builder	FixedOvernightSwapCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
FraCurveNode.Builder	FraCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
IborFixingDepositCurveNode.Builder	IborFixingDepositCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
IborIborSwapCurveNode.Builder	IborIborSwapCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
OvernightIborSwapCurveNode.Builder	OvernightIborSwapCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
TermDepositCurveNode.Builder	TermDepositCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
ThreeLegBasisSwapCurveNode.Builder	ThreeLegBasisSwapCurveNode.Builder.rateId(ObservableId rateId)	Sets the identifier of the market data value that provides the rate.
XCcyIborIborSwapCurveNode.Builder	XCcyIborIborSwapCurveNode.Builder.spreadId(ObservableId spreadId)	Sets the identifier of the market data value which provides the spread.

Uses of ObservableId in com.opengamma.strata.market.observable

Classes in com.opengamma.strata.market.observable that implement ObservableId

Modifier and Type	Class	Description
class	IndexQuoteId	An identifier used to access the current value of an index.
class	QuoteId	An identifier used to access a market quote.