Package com.opengamma.strata.data
Basic types to model market data.
Market data is used to capture the current market, such as quotes, FX rates,
discount curves, forward curves and volatilities.
The main market data interface is MarketData
which is keyed by MarketDataId
.
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Interface Summary Interface Description MarketData Provides access to market data, such as curves, surfaces and time-series.MarketDataId<T> An identifier for a unique item of market data.NamedMarketDataId<T> An identifier for a unique item of market data that can has a non-unique name.ObservableId A market data identifier that identifies observable data. -
Class Summary Class Description FieldName The name of a field in a market data record.FxMatrixId Identifies the market data for an FX matrix.FxRateId Identifies the market data for an FX rate.ImmutableMarketData An immutable set of market dataImmutableMarketData.Meta The meta-bean forImmutableMarketData
.ImmutableMarketDataBuilder A mutable builder for instances ofImmutableMarketData
.MarketDataFxRateProvider Provides FX rates from market data.MarketDataName<T> A name for an item of market data.ObservableSource Identifies the source of observable market data, for example Bloomberg or Reuters. -
Exception Summary Exception Description MarketDataNotFoundException Exception thrown if market data cannot be found.