Uses of Interface
com.opengamma.strata.data.scenario.MarketDataBox

Packages that use MarketDataBox

Package	Description
com.opengamma.strata.calc.marketdata	Provides the ability to obtain market data and perform calibrations and scenario perturbations.
com.opengamma.strata.data.scenario	Basic types to model market data across scenarios.
com.opengamma.strata.market	Data structures for market data.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.market.observable	Market data for quotes.
com.opengamma.strata.market.param	Market data based on parameters.
com.opengamma.strata.measure	Provides the ability to calculate high-level measures on financial instruments.
com.opengamma.strata.measure.curve	Integration code that allows strata-calc to use and calibrate curves.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.measure.rate	Base package for calculation functions.

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

Methods in com.opengamma.strata.calc.marketdata that return MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<T>	PerturbationMapping.applyPerturbation(MarketDataBox<T> marketData, ReferenceData refData)	Applies the perturbations in this mapping to an item of market data and returns the results.
MarketDataBox<T>	MarketDataFunction.build(I id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)	Builds and returns the market data identified by the ID.
MarketDataBox<LocalDate>	BuiltScenarioMarketData.getValuationDate()
<T> MarketDataBox<T>	BuiltScenarioMarketData.getValue(MarketDataId<T> id)

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

Modifier and Type	Method	Description
<T> Optional<MarketDataBox<T>>	BuiltScenarioMarketData.findValue(MarketDataId<T> id)

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

Modifier and Type	Method	Description
MarketDataBox<T>	PerturbationMapping.applyPerturbation(MarketDataBox<T> marketData, ReferenceData refData)	Applies the perturbations in this mapping to an item of market data and returns the results.
boolean	MarketDataFilter.matches(I marketDataId, MarketDataBox<T> marketData, ReferenceData refData)	Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
boolean	PerturbationMapping.matches(MarketDataId<?> marketDataId, MarketDataBox<?> marketData, ReferenceData refData)	Returns true if the filter matches the market data ID and value.

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

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

Modifier and Type	Method	Description
MarketDataBox<T>	ScenarioPerturbation.applyTo(MarketDataBox<T> marketData, ReferenceData refData)	Applies this perturbation to the market data in a box, returning a box containing new, modified data.
<U,R> MarketDataBox<R>	MarketDataBox.combineWith(MarketDataBox<U> other, BiFunction<T,U,R> fn)	Applies a function to the market data in this box and another box and returns a box containing the result.
static <T> MarketDataBox<T>	MarketDataBox.empty()	Obtains an instance containing no market data.
MarketDataBox<LocalDate>	ImmutableScenarioMarketData.getValuationDate()	Gets the valuation date associated with each scenario.
MarketDataBox<LocalDate>	ScenarioMarketData.getValuationDate()	Gets a box that can provide the valuation date of each scenario.
<T> MarketDataBox<T>	ImmutableScenarioMarketData.getValue(MarketDataId<T> id)
default <T> MarketDataBox<T>	ScenarioMarketData.getValue(MarketDataId<T> id)	Gets the market data value associated with the specified identifier.
<R> MarketDataBox<R>	MarketDataBox.map(Function<T,R> fn)	Applies a function to the contents of the box and returns another box.
<R> MarketDataBox<R>	MarketDataBox.mapWithIndex(int scenarioCount, ObjIntFunction<T,R> fn)	Applies a function to the contents of the box once for each scenario and returns a box containing the values returned from the function.
static <T> MarketDataBox<T>	MarketDataBox.ofScenarioValue(ScenarioArray<T> scenarioValue)	Obtains an instance containing a scenario market data value with data for multiple scenarios.
static <T> MarketDataBox<T>	MarketDataBox.ofScenarioValues(List<T> scenarioValues)	Obtains an instance containing a scenario market data value with data for multiple scenarios.
static <T> MarketDataBox<T>	MarketDataBox.ofScenarioValues(T... scenarioValues)	Obtains an instance containing a scenario market data value with data for multiple scenarios.
static <T> MarketDataBox<T>	MarketDataBox.ofSingleValue(T singleValue)	Obtains an instance containing a single market data value that is used in all scenarios.

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

Modifier and Type	Method	Description
<T> Optional<MarketDataBox<T>>	ImmutableScenarioMarketData.findValue(MarketDataId<T> id)
<T> Optional<MarketDataBox<T>>	ScenarioMarketData.findValue(MarketDataId<T> id)	Finds the market data value associated with the specified identifier.
ImmutableMap<MarketDataId<?>,MarketDataBox<?>>	ImmutableScenarioMarketData.getValues()	Gets the individual items of market data.
org.joda.beans.MetaProperty<MarketDataBox<LocalDate>>	ImmutableScenarioMarketData.Meta.valuationDate()	The meta-property for the valuationDate property.
org.joda.beans.MetaProperty<ImmutableMap<MarketDataId<?>,MarketDataBox<?>>>	ImmutableScenarioMarketData.Meta.values()	The meta-property for the values property.

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

Modifier and Type	Method	Description
<T> ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addBox(MarketDataId<T> id, MarketDataBox<? extends T> value)	Adds market data wrapped in a box.
MarketDataBox<T>	ScenarioPerturbation.applyTo(MarketDataBox<T> marketData, ReferenceData refData)	Applies this perturbation to the market data in a box, returning a box containing new, modified data.
static ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketData.builder(MarketDataBox<LocalDate> valuationDate)	Creates a mutable builder that can be used to create an instance of the market data.
<U,R> MarketDataBox<R>	MarketDataBox.combineWith(MarketDataBox<U> other, BiFunction<T,U,R> fn)	Applies a function to the market data in this box and another box and returns a box containing the result.
U	ScenarioMarketDataId.createScenarioValue(MarketDataBox<T> marketDataBox, int scenarioCount)	Creates an instance of the scenario market data object from a box containing data of the same underlying type.
static ImmutableScenarioMarketData	ImmutableScenarioMarketData.of(int scenarioCount, MarketDataBox<LocalDate> valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, MarketDataBox<LocalDate> valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
default <T> ScenarioMarketData	ScenarioMarketData.withValue(MarketDataId<T> id, MarketDataBox<T> value)	Returns a copy of this market data with the specified value.

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

Modifier and Type	Method	Description
ImmutableScenarioMarketDataBuilder	ImmutableScenarioMarketDataBuilder.addBoxMap(Map<? extends MarketDataId<?>,? extends MarketDataBox<?>> values)	Adds market data values for each scenario.
static ImmutableScenarioMarketData	ImmutableScenarioMarketData.of(int scenarioCount, MarketDataBox<LocalDate> valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ImmutableScenarioMarketData	ImmutableScenarioMarketData.of(int scenarioCount, LocalDate valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, MarketDataBox<LocalDate> valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.
static ScenarioMarketData	ScenarioMarketData.of(int scenarioCount, LocalDate valuationDate, Map<? extends MarketDataId<?>,MarketDataBox<?>> values, Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)	Obtains an instance from a valuation date, map of values and time-series.

Uses of MarketDataBox in com.opengamma.strata.market

Methods in com.opengamma.strata.market that return MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateShifts.applyTo(MarketDataBox<FxRate> marketData, ReferenceData refData)
MarketDataBox<Double>	GenericDoubleShifts.applyTo(MarketDataBox<Double> marketData, ReferenceData refData)

Methods in com.opengamma.strata.market with parameters of type MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateShifts.applyTo(MarketDataBox<FxRate> marketData, ReferenceData refData)
MarketDataBox<Double>	GenericDoubleShifts.applyTo(MarketDataBox<Double> marketData, ReferenceData refData)

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

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

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveParallelShifts.applyTo(MarketDataBox<Curve> curve, ReferenceData refData)

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

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveParallelShifts.applyTo(MarketDataBox<Curve> curve, ReferenceData refData)

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

Methods in com.opengamma.strata.market.observable with parameters of type MarketDataBox

Modifier and Type	Method	Description
QuoteScenarioArray	QuoteScenarioArrayId.createScenarioValue(MarketDataBox<Double> marketDataBox, int scenarioCount)

Uses of MarketDataBox in com.opengamma.strata.market.param

Methods in com.opengamma.strata.market.param that return MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<ParameterizedData>	PointShifts.applyTo(MarketDataBox<ParameterizedData> marketData, ReferenceData refData)

Methods in com.opengamma.strata.market.param with parameters of type MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<ParameterizedData>	PointShifts.applyTo(MarketDataBox<ParameterizedData> marketData, ReferenceData refData)

Uses of MarketDataBox in com.opengamma.strata.measure

Methods in com.opengamma.strata.measure that return MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<ZonedDateTime>	ValuationZoneTimeDefinition.toZonedDateTime(MarketDataBox<LocalDate> dates)	Creates zoned date time.

Methods in com.opengamma.strata.measure with parameters of type MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<ZonedDateTime>	ValuationZoneTimeDefinition.toZonedDateTime(MarketDataBox<LocalDate> dates)	Creates zoned date time.

Uses of MarketDataBox in com.opengamma.strata.measure.curve

Methods in com.opengamma.strata.measure.curve that return MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<Curve>	CurveMarketDataFunction.build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)

Uses of MarketDataBox in com.opengamma.strata.measure.fx

Methods in com.opengamma.strata.measure.fx that return MarketDataBox

Modifier and Type	Method	Description
MarketDataBox<FxRate>	FxRateMarketDataFunction.build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)

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

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

Modifier and Type	Method	Description
MarketDataBox<FxOptionVolatilities>	FxOptionVolatilitiesMarketDataFunction.build(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)

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

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

Modifier and Type	Method	Description
MarketDataBox<RatesCurveGroup>	RatesCurveGroupMarketDataFunction.build(RatesCurveGroupId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
MarketDataBox<RatesCurveInputs>	RatesCurveInputsMarketDataFunction.build(RatesCurveInputsId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)