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 ObservableSource
FunctionRequirements. 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 theobservableSource
property.Methods in com.opengamma.strata.calc.runner with parameters of type ObservableSource Modifier and Type Method Description FunctionRequirements.Builder
FunctionRequirements.Builder. observableSource(ObservableSource observableSource)
Sets the source of market data for FX, quotes and other observable market data.static FxRateLookup
FxRateLookup. ofRates(Currency triangulationCurrency, ObservableSource observableSource)
Obtains an instance that uses triangulation on the specified currency.static FxRateLookup
FxRateLookup. 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 ObservableSource
ObservableSource. NONE
A 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 ObservableSource
MarketDataFxRateProvider. getFxRatesSource()
Gets the source of market data for FX rates.ObservableSource
FxMatrixId. getObservableSource()
Gets the source of observable market data.ObservableSource
FxRateId. getObservableSource()
Gets the source of observable market data.ObservableSource
ObservableId. getObservableSource()
Gets the source of market data from which the market data should be retrieved.static ObservableSource
ObservableSource. 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 FxMatrixId
FxMatrixId. of(ObservableSource observableSource)
Obtains an instance representing an FX matrix, specifying the source.static FxRateId
FxRateId. of(CurrencyPair currencyPair, ObservableSource observableSource)
Obtains an instance representing the FX rate for a currency pair, specifying the source.static FxRateId
FxRateId. of(Currency base, Currency counter, ObservableSource observableSource)
Obtains an instance representing the FX rate for a currency pair, specifying the source.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.ObservableId
ObservableId. 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 ScenarioFxRateProvider
ScenarioFxRateProvider. 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 ObservableSource
CurveId. getObservableSource()
Gets the source of observable market data.ObservableSource
IssuerCurveInputsId. getObservableSource()
Gets the source of observable market data.ObservableSource
LegalEntityCurveGroupId. getObservableSource()
Gets the source of observable market data.ObservableSource
RatesCurveGroupId. getObservableSource()
Gets the source of observable market data.ObservableSource
RatesCurveInputsId. getObservableSource()
Gets the source of observable market data.ObservableSource
RepoCurveInputsId. 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.RatesCurveGroupId
RatesCurveGroupDefinition. createGroupId(ObservableSource source)
static CurveId
CurveId. 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 IssuerCurveInputsId
IssuerCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)
Obtains an instance from the curve group name, curve name and source of observable market data.static LegalEntityCurveGroupId
LegalEntityCurveGroupId. of(CurveGroupName groupName, ObservableSource obsSource)
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.static RatesCurveGroupId
RatesCurveGroupId. of(CurveGroupName groupName, ObservableSource obsSource)
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.static RatesCurveInputsId
RatesCurveInputsId. of(CurveGroupName groupName, CurveName curveName, ObservableSource obsSource)
Obtains an instance from the curve group, curve name and source of observable market data.static RepoCurveInputsId
RepoCurveInputsId. 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 ObservableSource
IndexQuoteId. getObservableSource()
Gets the source of observable market data.ObservableSource
QuoteId. 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 IndexQuoteId
IndexQuoteId. 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 QuoteId
QuoteId. of(StandardId standardId, FieldName fieldName, ObservableSource obsSource)
Obtains an instance used to obtain an observable value, specifying the source of observable market data.IndexQuoteId
IndexQuoteId. withObservableSource(ObservableSource obsSource)
QuoteId
QuoteId. withObservableSource(ObservableSource obsSource)
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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 LegalEntityDiscountingMarketDataLookup
LegalEntityDiscountingMarketDataLookup. of(Map<LegalEntityId,RepoGroup> repoCurveGroups, Map<Pair<RepoGroup,Currency>,CurveId> repoCurveIds, ObservableSource obsSource)
Obtains an instance based on maps for repo curves.static LegalEntityDiscountingMarketDataLookup
LegalEntityDiscountingMarketDataLookup. 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 LegalEntityDiscountingMarketDataLookup
LegalEntityDiscountingMarketDataLookup. 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 CreditRatesMarketDataLookup
CreditRatesMarketDataLookup. 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 ObservableSource
RatesMarketDataLookup. getObservableSource()
Gets the observable source.Methods in com.opengamma.strata.measure.rate with parameters of type ObservableSource Modifier and Type Method Description static RatesMarketDataLookup
RatesMarketDataLookup. of(RatesCurveGroupDefinition curveGroupDefinition, ObservableSource observableSource, FxRateLookup fxLookup)
Obtains an instance based on a curve group definition.static RatesMarketDataLookup
RatesMarketDataLookup. 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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