Uses of Class
com.opengamma.strata.market.observable.QuoteId

Packages that use QuoteId

Package	Description
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.market.curve.node	Curve nodes.
com.opengamma.strata.market.observable	Market data for quotes.
com.opengamma.strata.measure.fx	Calculation functions for FX products.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.

Uses of QuoteId in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return types with arguments of type QuoteId

Modifier and Type	Method	Description
static ImmutableMap<QuoteId,Double>	QuotesCsvLoader.load(LocalDate marketDataDate, ResourceLocator... resources)	Loads one or more CSV format quote files for a specific date.
static ImmutableMap<QuoteId,Double>	QuotesCsvLoader.load(LocalDate marketDataDate, Collection<ResourceLocator> resources)	Loads one or more CSV format quote files for a specific date.
static ImmutableMap<LocalDate,ImmutableMap<QuoteId,Double>>	QuotesCsvLoader.load(Set<LocalDate> marketDataDates, ResourceLocator... resources)	Loads one or more CSV format quote files for a set of dates.
static ImmutableMap<LocalDate,ImmutableMap<QuoteId,Double>>	QuotesCsvLoader.load(Set<LocalDate> marketDataDates, Collection<ResourceLocator> resources)	Loads one or more CSV format quote files for a set of dates.
static ImmutableMap<LocalDate,ImmutableMap<QuoteId,Double>>	QuotesCsvLoader.loadAllDates(ResourceLocator... resources)	Loads one or more CSV format quote files.
static ImmutableMap<LocalDate,ImmutableMap<QuoteId,Double>>	QuotesCsvLoader.loadAllDates(Collection<ResourceLocator> resources)	Loads one or more CSV format quote files.
static ImmutableMap<LocalDate,ImmutableMap<QuoteId,Double>>	QuotesCsvLoader.parse(Predicate<LocalDate> datePredicate, Collection<CharSource> charSources)	Parses one or more CSV format quote files.

Uses of QuoteId in com.opengamma.strata.market.curve.node

Methods in com.opengamma.strata.market.curve.node that return QuoteId

Modifier and Type	Method	Description
QuoteId	IborFutureCurveNode.getRateId()	Gets the identifier of the market data value which provides the price.
QuoteId	OvernightFutureCurveNode.getRateId()	Gets the identifier of the market data value which provides the price.

Methods in com.opengamma.strata.market.curve.node that return types with arguments of type QuoteId

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<QuoteId>	IborFutureCurveNode.Meta.rateId()	The meta-property for the rateId property.
org.joda.beans.MetaProperty<QuoteId>	OvernightFutureCurveNode.Meta.rateId()	The meta-property for the rateId property.

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

Modifier and Type	Method	Description
static IborFutureCurveNode	IborFutureCurveNode.of(IborFutureTemplate template, QuoteId rateId)	Obtains a curve node for an Ibor Future using the specified template and rate key.
static IborFutureCurveNode	IborFutureCurveNode.of(IborFutureTemplate template, QuoteId rateId, double additionalSpread)	Obtains a curve node for an Ibor Future using the specified template, rate key and spread.
static IborFutureCurveNode	IborFutureCurveNode.of(IborFutureTemplate template, QuoteId rateId, double additionalSpread, String label)	Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.
static OvernightFutureCurveNode	OvernightFutureCurveNode.of(OvernightFutureTemplate template, QuoteId rateId)	Obtains a curve node for an Overnight Future using the specified contract and rate key.
static OvernightFutureCurveNode	OvernightFutureCurveNode.of(OvernightFutureTemplate template, QuoteId rateId, double additionalSpread)	Obtains a curve node for an Overnight Future using the specified contract, rate key and spread.
static OvernightFutureCurveNode	OvernightFutureCurveNode.of(OvernightFutureTemplate template, QuoteId rateId, double additionalSpread, String label)	Obtains a curve node for an Overnight Future using the specified contract, rate key, spread and label.
IborFutureCurveNode.Builder	IborFutureCurveNode.Builder.rateId(QuoteId rateId)	Sets the identifier of the market data value which provides the price.
OvernightFutureCurveNode.Builder	OvernightFutureCurveNode.Builder.rateId(QuoteId rateId)	Sets the identifier of the market data value which provides the price.

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

Methods in com.opengamma.strata.market.observable that return QuoteId

Modifier and Type	Method	Description
QuoteId	QuoteScenarioArrayId.getId()	Gets the market data key identifying the quote.
QuoteId	QuoteScenarioArrayId.getMarketDataId()
QuoteId	Quote.getQuoteId()	Gets the identifier of the quoted value.
static QuoteId	QuoteId.of(StandardId standardId)	Obtains an instance used to obtain an observable value.
static QuoteId	QuoteId.of(StandardId standardId, FieldName fieldName)	Obtains an instance used to obtain an observable value.
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.
QuoteId	QuoteId.withObservableSource(ObservableSource obsSource)

Methods in com.opengamma.strata.market.observable that return types with arguments of type QuoteId

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<QuoteId>	QuoteScenarioArrayId.Meta.id()	The meta-property for the id property.
static org.joda.beans.TypedMetaBean<QuoteId>	QuoteId.meta()	The meta-bean for QuoteId.
org.joda.beans.TypedMetaBean<QuoteId>	QuoteId.metaBean()
org.joda.beans.MetaProperty<QuoteId>	Quote.Meta.quoteId()	The meta-property for the quoteId property.

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

Modifier and Type	Method	Description
static Quote	Quote.of(QuoteId quoteId, double value)	Obtains an instance from the quote identifier and value.
static QuoteScenarioArrayId	QuoteScenarioArrayId.of(QuoteId quoteId)	Returns a key identifying the same market data as the quote key.

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

Methods in com.opengamma.strata.measure.fx that return types with arguments of type QuoteId

Modifier and Type	Method	Description
Optional<QuoteId>	FxRateConfig.getObservableRateKey(CurrencyPair currencyPair)	Returns a key identifying the market quote for an observable FX rate.
org.joda.beans.MetaProperty<ImmutableMap<CurrencyPair,QuoteId>>	FxRateConfig.Meta.observableRates()	The meta-property for the observableRates property.

Method parameters in com.opengamma.strata.measure.fx with type arguments of type QuoteId

Modifier and Type	Method	Description
FxRateConfig.Builder	FxRateConfig.Builder.observableRates(Map<CurrencyPair,QuoteId> observableRates)	Sets the keys identifying FX rates which are observable in the market.
static FxRateConfig	FxRateConfig.of(Map<CurrencyPair,QuoteId> quotesMap)	Returns FX rate configuration built using the data in the map.

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

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

Modifier and Type	Method	Description
QuoteId	FxOptionVolatilitiesNode.getQuoteId()	Gets the quote ID.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type QuoteId

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<QuoteId>	FxOptionVolatilitiesNode.Meta.quoteId()	The meta-property for the quoteId property.
ImmutableList<QuoteId>	FxOptionVolatilitiesDefinition.volatilitiesInputs()	Obtains the inputs required to create the FX option volatilities.
default ImmutableList<QuoteId>	FxOptionVolatilitiesSpecification.volatilitiesInputs()	Obtains the inputs required to create the FX option volatilities.

Methods in com.opengamma.strata.measure.fxopt with parameters of type QuoteId

Modifier and Type	Method	Description
static FxOptionVolatilitiesNode	FxOptionVolatilitiesNode.of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, ValueType quoteValueType, QuoteId quoteId, Tenor tenor, Strike strike)	Creates an instance.
FxOptionVolatilitiesNode.Builder	FxOptionVolatilitiesNode.Builder.quoteId(QuoteId quoteId)	Sets the quote ID.