public final class FieldName extends TypedString<FieldName>
Market data is typically provided as a record containing multiple fields. Each field contains an item of data. The record is identified by a unique ID and the fields are identified by name. Therefore an item of market data is uniquely identified by the combination its ID and field name.
Different market data providers use different sets of field names. The names in this class are not specific to any provider, and are mapped to the provider field names by the market data system. This allows calculations to request an item of data using its field name, such as "closing price", without having to know which data provider it is coming from.
| Modifier and Type | Field and Description |
|---|---|
static FieldName |
CLEAN_NOMINAL_PRICE
The field name for the clean nominal price of a capital indexed bond.
|
static FieldName |
CLEAN_PRICE
The field name for the clean price of a coupon bond.
|
static FieldName |
CLEAN_REAL_PRICE
The field name for the clean real price of a capital indexed bond.
|
static FieldName |
DIRTY_PRICE
The field name for the dirty price of a coupon bond.
|
static FieldName |
MARKET_VALUE
The field name for the market value - 'MarketValue'.
|
static FieldName |
NOMINAL_YIELD_TO_MATURITY
The field name for the nominal yield.
|
static FieldName |
PAR_YIELD
The field name for the par yield.
|
static FieldName |
REAL_YIELD_TO_MATURITY
The field name for the real yield.
|
static FieldName |
SETTLEMENT_PRICE
The field name for the settlement price - 'SettlementPrice'.
|
static FieldName |
VOLATILITY
The field name for the volatility of an asset.
|
static FieldName |
YIELD_TO_MATURITY
The field name for the yield to maturity.
|
| Modifier and Type | Method and Description |
|---|---|
static FieldName |
of(String name)
Obtains an instance from the specified name.
|
compareTo, equals, getName, hashCode, toStringpublic static final FieldName MARKET_VALUE
This is used to refer to the standard market quote for the identifier. It is typically used as the default when no field name is specified.
public static final FieldName SETTLEMENT_PRICE
This is used to refer to the daily settlement price used in margining.
public static final FieldName CLEAN_PRICE
The clean price does not include the accrued interest.
public static final FieldName CLEAN_REAL_PRICE
The clean real price does not include the accrued interest.
public static final FieldName CLEAN_NOMINAL_PRICE
The clean nominal price does not include the accrued interest.
public static final FieldName DIRTY_PRICE
The dirty price includes the accrued interest.
public static final FieldName VOLATILITY
public static final FieldName YIELD_TO_MATURITY
This is used to refer to the yield of a coupon bond or bill.
public static final FieldName REAL_YIELD_TO_MATURITY
This is used to refer to the real yield of a capital indexed bond.
public static final FieldName NOMINAL_YIELD_TO_MATURITY
This is used to refer to the yield of a coupon bond or bill.
public static final FieldName PAR_YIELD
This is used to refer to the par yield of a coupon bond or bill.
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