Package com.opengamma.strata.market

Interface MarketDataView

All Known Subinterfaces:

BlackBondFutureVolatilities, BlackFxOptionVolatilities, BlackIborCapletFloorletVolatilities, BlackSabrIborCapletFloorletVolatilities, BlackSwaptionVolatilities, BondFutureVolatilities, BondYieldVolatilities, CreditDiscountFactors, DiscountFactors, FxForwardRates, FxIndexRates, FxOptionVolatilities, IborCapletFloorletVolatilities, IborFutureOptionVolatilities, IborIndexRates, NormalIborCapletFloorletVolatilities, NormalIborFutureOptionVolatilities, NormalSabrIborCapletFloorletVolatilities, NormalSwaptionVolatilities, OvernightIndexRates, PriceIndexValues, RecoveryRates, SabrIborCapletFloorletVolatilities, SabrSwaptionVolatilities, SwaptionVolatilities

All Known Implementing Classes:

BlackBondFutureExpiryLogMoneynessVolatilities, BlackFxOptionFlatVolatilities, BlackFxOptionSmileVolatilities, BlackFxOptionSurfaceVolatilities, BlackIborCapletFloorletExpiryFlatVolatilities, BlackIborCapletFloorletExpiryStrikeVolatilities, BlackSwaptionExpiryTenorVolatilities, ConstantRecoveryRates, DiscountFxForwardRates, DiscountIborIndexRates, DiscountOvernightIndexRates, ForwardFxIndexRates, HistoricIborIndexRates, HistoricOvernightIndexRates, HistoricPriceIndexValues, IsdaCreditDiscountFactors, NormalBondYieldExpiryDurationVolatilities, NormalIborCapletFloorletExpiryFlatVolatilities, NormalIborCapletFloorletExpiryStrikeVolatilities, NormalIborFutureOptionExpirySimpleMoneynessVolatilities, NormalSabrParametersIborCapletFloorletVolatilities, NormalSwaptionExpirySimpleMoneynessVolatilities, NormalSwaptionExpiryStrikeVolatilities, NormalSwaptionExpiryTenorVolatilities, SabrParametersIborCapletFloorletVolatilities, SabrParametersSwaptionVolatilities, ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities, SimpleDiscountFactors, SimpleIborIndexRates, SimplePriceIndexValues, ZeroRateDiscountFactors, ZeroRatePeriodicDiscountFactors

public interface MarketDataView

A high-level view of a single item of market data.

Implementations provide a high-level view of a single piece of market data. The market data has typically been calibrated, such as a curve or surface. The data is valid on a single valuation date.

Method Summary

Modifier and Type	Method	Description
<T> Optional<T>	findData(MarketDataName<T> name)	Finds the market data with the specified name.
LocalDate	getValuationDate()	Gets the valuation date.

Method Detail

getValuationDate

LocalDate getValuationDate()

Gets the valuation date.

The raw data in this provider is calibrated for this date.

Returns:

the valuation date

findData

<T> Optional<T> findData(MarketDataName<T> name)

Finds the market data with the specified name.

This is most commonly used to find an underlying curve or surface by name. If the market data cannot be found, empty is returned.

Type Parameters:

T - the type of the market data value

Parameters:

name - the name to find

Returns:

the market data value, empty if not found