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 and Description
FxRateMarketDataFunction()

Method Summary

Modifier and Type	Method and Description
MarketDataBox<FxRate>	build(FxRateId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
Class<FxRateId>	getMarketDataIdType()
MarketDataRequirements	requirements(FxRateId id, MarketDataConfig marketDataConfig)

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)

Specified by:

requirements in interface MarketDataFunction<FxRate,FxRateId>

build

public MarketDataBox<FxRate> build(FxRateId id,
                                   MarketDataConfig marketDataConfig,
                                   ScenarioMarketData marketData,
                                   ReferenceData refData)

Specified by:

build in interface MarketDataFunction<FxRate,FxRateId>

getMarketDataIdType

public Class<FxRateId> getMarketDataIdType()

Specified by:

getMarketDataIdType in interface MarketDataFunction<FxRate,FxRateId>