| Package | Description |
|---|---|
| com.opengamma.strata.calc.marketdata |
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
|
| Modifier and Type | Method and Description |
|---|---|
MarketDataConfig |
MarketDataConfigBuilder.build()
Returns a
MarketDataConfig instance built from the data in this builder. |
static MarketDataConfig |
MarketDataConfig.empty()
Returns an empty set of market data configuration.
|
| Modifier and Type | Method and Description |
|---|---|
Class<? extends MarketDataConfig> |
MarketDataConfig.Meta.beanType() |
org.joda.beans.BeanBuilder<? extends MarketDataConfig> |
MarketDataConfig.Meta.builder() |
| Modifier and Type | Method and Description |
|---|---|
MarketDataBox<T> |
MarketDataFunction.build(I id,
MarketDataConfig marketDataConfig,
ScenarioMarketData marketData,
ReferenceData refData)
Builds and returns the market data identified by the ID.
|
BuiltMarketData |
MarketDataFactory.create(MarketDataRequirements requirements,
MarketDataConfig marketDataConfig,
MarketData suppliedData,
ReferenceData refData)
Builds a set of market data.
|
BuiltScenarioMarketData |
MarketDataFactory.createMultiScenario(MarketDataRequirements requirements,
MarketDataConfig marketDataConfig,
MarketData suppliedData,
ReferenceData refData,
ScenarioDefinition scenarioDefinition)
Builds the market data required for performing calculations for a set of scenarios.
|
BuiltScenarioMarketData |
MarketDataFactory.createMultiScenario(MarketDataRequirements requirements,
MarketDataConfig marketDataConfig,
ScenarioMarketData suppliedData,
ReferenceData refData,
ScenarioDefinition scenarioDefinition)
Builds the market data required for performing calculations for a set of scenarios.
|
MarketDataRequirements |
MarketDataFunction.requirements(I id,
MarketDataConfig marketDataConfig)
Returns requirements representing the data needed to build the item of market data identified by the ID.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.