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 and Description
CurveMarketDataFunction()

Method Summary

Modifier and Type	Method and Description
MarketDataBox<Curve>	build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)
Class<CurveId>	getMarketDataIdType()
MarketDataRequirements	requirements(CurveId id, MarketDataConfig config)

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)

Specified by:

requirements in interface MarketDataFunction<Curve,CurveId>

build

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

Specified by:

build in interface MarketDataFunction<Curve,CurveId>

getMarketDataIdType

public Class<CurveId> getMarketDataIdType()

Specified by:

getMarketDataIdType in interface MarketDataFunction<Curve,CurveId>