Package com.opengamma.strata.calc.marketdata

Provides the ability to obtain market data and perform calibrations and scenario perturbations.

See: Description

Interface Summary

Interface	Description
MarketDataFactory	Component that provides the ability to source and calibrate market data.
MarketDataFilter<T,I extends MarketDataId<T>>	Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
MarketDataFunction<T,I extends MarketDataId<? extends T>>	A market data function creates items of market data for a set of market data IDs.
ObservableDataProvider	A provider of observable market data.
TimeSeriesProvider	A provider of time-series.

Class Summary

Class	Description
BuiltMarketData	Market data that has been built.
BuiltMarketData.Meta	The meta-bean for BuiltMarketData.
BuiltScenarioMarketData	Market data that has been built.
BuiltScenarioMarketData.Meta	The meta-bean for BuiltScenarioMarketData.
MarketDataConfig	Configuration required for building non-observable market data, for example curves or surfaces.
MarketDataConfig.Meta	The meta-bean for MarketDataConfig.
MarketDataConfigBuilder	A mutable builder for building an instance of MarketDataConfig.
MarketDataRequirements	Requirements for market data.
MarketDataRequirements.Meta	The meta-bean for MarketDataRequirements.
MarketDataRequirementsBuilder	Mutable builder for creating instances of MarketDataRequirements.
PerturbationMapping<T>	Contains a market data perturbation and a filter that decides what market data it applies to.
PerturbationMapping.Builder<T>	The bean-builder for PerturbationMapping.
PerturbationMapping.Meta<T>	The meta-bean for PerturbationMapping.
ScenarioDefinition	A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.
ScenarioDefinition.Builder	The bean-builder for ScenarioDefinition.
ScenarioDefinition.Meta	The meta-bean for ScenarioDefinition.

Package com.opengamma.strata.calc.marketdata Description

Provides the ability to obtain market data and perform calibrations and scenario perturbations.

The main entry point is MarketDataFactory. It provides two "build" methods that process a set of requirements to produce market data.