Uses of Class
com.opengamma.strata.data.ObservableSource
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Packages that use ObservableSource Package Description 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.observable Market data for quotes.com.opengamma.strata.measure.bond Base package for calculation functions.com.opengamma.strata.measure.credit Calculation functions for credit products.com.opengamma.strata.measure.rate Base package for calculation functions. -
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Uses of ObservableSource in com.opengamma.strata.calc.runner
Methods in com.opengamma.strata.calc.runner that return ObservableSource Modifier and Type Method Description ObservableSourceFunctionRequirements. getObservableSource()Gets the source of market data for FX, quotes and other observable market data.Methods in com.opengamma.strata.calc.runner that return types with arguments of type ObservableSource Modifier and Type Method Description org.joda.beans.MetaProperty<ObservableSource>FunctionRequirements.Meta. observableSource()The meta-property for theobservableSourceproperty.Methods in com.opengamma.strata.calc.runner with parameters of type ObservableSource Modifier and Type Method Description FunctionRequirements.BuilderFunctionRequirements.Builder. observableSource(ObservableSource observableSource)Sets the source of market data for FX, quotes and other observable market data.static FxRateLookupFxRateLookup. ofRates(Currency triangulationCurrency, ObservableSource observableSource)Obtains an instance that uses triangulation on the specified currency.static FxRateLookupFxRateLookup. ofRates(ObservableSource observableSource)Obtains the standard instance. -
Uses of ObservableSource in com.opengamma.strata.data
Fields in com.opengamma.strata.data declared as ObservableSource Modifier and Type Field Description static ObservableSourceObservableSource. NONEA market data source used when the application does not care about the source.Methods in com.opengamma.strata.data that return ObservableSource Modifier and Type Method Description ObservableSourceMarketDataFxRateProvider. getFxRatesSource()Gets the source of market data for FX rates.ObservableSourceFxMatrixId. getObservableSource()Gets the source of observable market data.ObservableSourceFxRateId. getObservableSource()Gets the source of observable market data.ObservableSourceObservableId. getObservableSource()Gets the source of market data from which the market data should be retrieved.static ObservableSourceObservableSource. of(String name)Obtains an instance from the specified name.Methods in com.opengamma.strata.data with parameters of type ObservableSource Modifier and Type Method Description static FxMatrixIdFxMatrixId. of(ObservableSource observableSource)Obtains an instance representing an FX matrix, specifying the source.static FxRateIdFxRateId. of(CurrencyPair currencyPair, ObservableSource observableSource)Obtains an instance representing the FX rate for a currency pair, specifying the source.static FxRateIdFxRateId. of(Currency base, Currency counter, ObservableSource observableSource)Obtains an instance representing the FX rate for a currency pair, specifying the source.static MarketDataFxRateProviderMarketDataFxRateProvider. of(MarketData marketData, ObservableSource fxRatesSource)Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.static MarketDataFxRateProviderMarketDataFxRateProvider. of(MarketData marketData, ObservableSource fxRatesSource, Currency triangulationCurrency)Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.ObservableIdObservableId. withObservableSource(ObservableSource obsSource)Returns an identifier equivalent to this with the specified source. -
Uses of ObservableSource in com.opengamma.strata.data.scenario
Methods in com.opengamma.strata.data.scenario with parameters of type ObservableSource Modifier and Type Method Description static ScenarioFxRateProviderScenarioFxRateProvider. of(ScenarioMarketData marketData, ObservableSource source)Returns a scenario FX rate provider which takes its data from the provided market data. -
Uses of ObservableSource in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return ObservableSource Modifier and Type Method Description ObservableSourceCurveId. getObservableSource()Gets the source of observable market data.ObservableSourceIssuerCurveInputsId. getObservableSource()Gets the source of observable market data.ObservableSourceLegalEntityCurveGroupId. getObservableSource()Gets the source of observable market data.ObservableSourceRatesCurveGroupId. getObservableSource()Gets the source of observable market data.ObservableSourceRatesCurveInputsId. getObservableSource()Gets the source of observable market data.ObservableSourceRepoCurveInputsId. getObservableSource()Gets the source of observable market data.Methods in com.opengamma.strata.market.curve with parameters of type ObservableSource Modifier and Type Method Description MarketDataId<? extends CurveGroup>CurveGroupDefinition. createGroupId(ObservableSource source)Creates an identifier that can be used to resolve this definition.RatesCurveGroupIdRatesCurveGroupDefinition. createGroupId(ObservableSource source)static CurveIdCurveId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)Obtains an instance used to obtain a curve by name, specifying the source of observable market data.static IssuerCurveInputsIdIssuerCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)Obtains an instance from the curve group name, curve name and source of observable market data.static LegalEntityCurveGroupIdLegalEntityCurveGroupId. of(CurveGroupName groupName, ObservableSource obsSource)Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.static RatesCurveGroupIdRatesCurveGroupId. of(CurveGroupName groupName, ObservableSource obsSource)Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.static RatesCurveInputsIdRatesCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)Obtains an instance from the curve group, curve name and source of observable market data.static RepoCurveInputsIdRepoCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)Obtains an instance from the curve group name, curve name and source of observable market data. -
Uses of ObservableSource in com.opengamma.strata.market.observable
Methods in com.opengamma.strata.market.observable that return ObservableSource Modifier and Type Method Description ObservableSourceIndexQuoteId. getObservableSource()Gets the source of observable market data.ObservableSourceQuoteId. getObservableSource()Gets the source of observable market data.Methods in com.opengamma.strata.market.observable with parameters of type ObservableSource Modifier and Type Method Description static IndexQuoteIdIndexQuoteId. of(Index index, FieldName fieldName, ObservableSource obsSource)Obtains an instance used to obtain an observable value of the index, specifying the source of observable market data.static QuoteIdQuoteId. of(StandardId standardId, FieldName fieldName, ObservableSource obsSource)Obtains an instance used to obtain an observable value, specifying the source of observable market data.IndexQuoteIdIndexQuoteId. withObservableSource(ObservableSource obsSource)QuoteIdQuoteId. withObservableSource(ObservableSource obsSource) -
Uses of ObservableSource in com.opengamma.strata.measure.bond
Methods in com.opengamma.strata.measure.bond with parameters of type ObservableSource Modifier and Type Method Description static LegalEntityDiscountingMarketDataLookupLegalEntityDiscountingMarketDataLookup. of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, ObservableSource obsSource)Obtains an instance based on maps for repo curves.static LegalEntityDiscountingMarketDataLookupLegalEntityDiscountingMarketDataLookup. of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds, ObservableSource obsSource)Obtains an instance based on a maps for repo and issuer curves.static LegalEntityDiscountingMarketDataLookupLegalEntityDiscountingMarketDataLookup. of(Map<SecurityId,RepoGroup> repoCurveSecurityGroups, Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, Map<LegalEntityId,LegalEntityGroup> issuerCurveGroups, Map<Pair<LegalEntityGroup,Currency>,CurveId> issuerCurveIds, ObservableSource obsSource)Obtains an instance based on a maps for repo and issuer curves. -
Uses of ObservableSource in com.opengamma.strata.measure.credit
Methods in com.opengamma.strata.measure.credit with parameters of type ObservableSource Modifier and Type Method Description static CreditRatesMarketDataLookupCreditRatesMarketDataLookup. of(Map<Pair<StandardId,Currency>,CurveId> creditCurveIds, Map<Currency,CurveId> discountCurveIds, Map<StandardId,CurveId> recoveryRateCurveIds, ObservableSource observableSource)Obtains an instance based on a maps for credit, discount and recovery rate curves. -
Uses of ObservableSource in com.opengamma.strata.measure.rate
Methods in com.opengamma.strata.measure.rate that return ObservableSource Modifier and Type Method Description default ObservableSourceRatesMarketDataLookup. getObservableSource()Gets the observable source.Methods in com.opengamma.strata.measure.rate with parameters of type ObservableSource Modifier and Type Method Description static RatesMarketDataLookupRatesMarketDataLookup. of(RatesCurveGroupDefinition curveGroupDefinition, ObservableSource observableSource, FxRateLookup fxLookup)Obtains an instance based on a curve group definition.static RatesMarketDataLookupRatesMarketDataLookup. of(Map<Currency,CurveId> discountCurveIds, Map<Index,CurveId> forwardCurveIds, ObservableSource obsSource, FxRateLookup fxLookup)Obtains an instance based on a map of discount and forward curve identifiers, specifying the source of FX rates.
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