Class CurveMarketDataFunction

    • 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