Package com.opengamma.strata.measure.fx

Class FxRateMarketDataFunction

java.lang.Object

com.opengamma.strata.measure.fx.FxRateMarketDataFunction

All Implemented Interfaces:

MarketDataFunction<FxRate,FxRateId>

public class FxRateMarketDataFunction
extends Object
implements MarketDataFunction<FxRate,FxRateId>

Function which builds FxRate instances from observable market data.

FxRateConfig defines which market data is used to build the FX rates.

Constructor Summary

Constructors

Constructor	Description
FxRateMarketDataFunction()

Method Summary

Modifier and Type	Method	Description
MarketDataBox<FxRate>	build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)	Builds and returns the market data identified by the ID.
Class<FxRateId>	getMarketDataIdType()	Returns the type of market data ID this function can handle.
MarketDataRequirements	requirements(FxRateId id, MarketDataConfig marketDataConfig)	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

FxRateMarketDataFunction

public FxRateMarketDataFunction()

Method Detail

requirements

public MarketDataRequirements requirements(FxRateId id,
                                           MarketDataConfig marketDataConfig)

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<FxRate,FxRateId>

Parameters:

id - an ID identifying an item of market data

marketDataConfig - 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<FxRate> build(FxRateId id,
                                   MarketDataConfig marketDataConfig,
                                   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<FxRate,FxRateId>

Parameters:

id - ID of the market data that should be built

marketDataConfig - 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<FxRateId> getMarketDataIdType()

Description copied from interface: MarketDataFunction

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

Specified by:

getMarketDataIdType in interface MarketDataFunction<FxRate,FxRateId>

Returns:

the type of market data ID this function can handle