Package com.opengamma.strata.measure.curve

Class CurveMarketDataFunction

java.lang.Object

com.opengamma.strata.measure.curve.CurveMarketDataFunction

All Implemented Interfaces:

MarketDataFunction<Curve,CurveId>

public class CurveMarketDataFunction
extends Object
implements MarketDataFunction<Curve,CurveId>

Market data function that locates a curve by name.

This function finds an instance of Curve using the name held in CurveId.

The curve is not actually built in this class, it is extracted from an existing RatesCurveGroup. The curve group must be available in the MarketDataLookup passed to the build(com.opengamma.strata.market.curve.CurveId, com.opengamma.strata.calc.marketdata.MarketDataConfig, com.opengamma.strata.data.scenario.ScenarioMarketData, com.opengamma.strata.basics.ReferenceData) method.

Constructor Summary

Constructors

Constructor	Description
CurveMarketDataFunction()

Method Summary

Modifier and Type	Method	Description
MarketDataBox<Curve>	build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)	Builds and returns the market data identified by the ID.
Class<CurveId>	getMarketDataIdType()	Returns the type of market data ID this function can handle.
MarketDataRequirements	requirements(CurveId id, MarketDataConfig config)	Returns requirements representing the data needed to build the item of market data identified by the ID.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CurveMarketDataFunction

public CurveMarketDataFunction()

Method Detail

requirements

public MarketDataRequirements requirements(CurveId id,
                                           MarketDataConfig config)

Description copied from interface: MarketDataFunction

Returns requirements representing the data needed to build the item of market data identified by the ID.

Specified by:

requirements in interface MarketDataFunction<Curve,CurveId>

Parameters:

id - an ID identifying an item of market data

config - configuration specifying how market data values should be built

Returns:

requirements representing the data needed to build the item of market data identified by the ID

build

public MarketDataBox<Curve> build(CurveId id,
                                  MarketDataConfig config,
                                  ScenarioMarketData marketData,
                                  ReferenceData refData)

Description copied from interface: MarketDataFunction

Builds and returns the market data identified by the ID.

If the data cannot be built the result contains details of the problem.

Specified by:

build in interface MarketDataFunction<Curve,CurveId>

Parameters:

id - ID of the market data that should be built

config - configuration specifying how the market data should be built

marketData - a set of market data including any data required to build the requested data

refData - the reference data

Returns:

built market data, or details of the problems that prevented building

getMarketDataIdType

public Class<CurveId> getMarketDataIdType()

Description copied from interface: MarketDataFunction

Returns the type of market data ID this function can handle.

Specified by:

getMarketDataIdType in interface MarketDataFunction<Curve,CurveId>

Returns:

the type of market data ID this function can handle