| Package | Description |
|---|---|
| com.opengamma.strata.data |
Basic types to model market data.
|
| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableMarketData
An immutable set of market data
|
| Modifier and Type | Method and Description |
|---|---|
default MarketData |
MarketData.combinedWith(MarketData other)
Combines this market data with another.
|
MarketData |
ImmutableMarketData.combinedWith(MarketData other) |
static MarketData |
MarketData.empty(LocalDate valuationDate)
Obtains an instance containing no market data.
|
MarketData |
MarketDataFxRateProvider.getMarketData()
Gets the market data that provides the FX rates.
|
static MarketData |
MarketData.of(LocalDate valuationDate,
Map<? extends MarketDataId<?>,?> values)
Obtains an instance from a valuation date and map of values.
|
static MarketData |
MarketData.of(LocalDate valuationDate,
Map<? extends MarketDataId<?>,?> values,
Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Obtains an instance from a valuation date, map of values and time-series.
|
default <T> MarketData |
MarketData.withValue(MarketDataId<T> id,
T value)
Returns a copy of this market data with the specified value.
|
| Modifier and Type | Method and Description |
|---|---|
ImmutableMarketDataBuilder |
ImmutableMarketDataBuilder.add(MarketData other)
Adds all time series and values from another market data instance.
|
default MarketData |
MarketData.combinedWith(MarketData other)
Combines this market data with another.
|
MarketData |
ImmutableMarketData.combinedWith(MarketData other) |
static MarketDataFxRateProvider |
MarketDataFxRateProvider.of(MarketData marketData)
Obtains an instance which takes FX rates from the market data.
|
static MarketDataFxRateProvider |
MarketDataFxRateProvider.of(MarketData marketData,
ObservableSource fxRatesSource)
Obtains an instance which takes FX rates from the market data,
specifying the source of FX rates.
|
static MarketDataFxRateProvider |
MarketDataFxRateProvider.of(MarketData marketData,
ObservableSource fxRatesSource,
Currency triangulationCurrency)
Obtains an instance which takes FX rates from the market data,
specifying the source of FX rates.
|
| Modifier and Type | Method and Description |
|---|---|
default MarketData |
ScenarioMarketData.scenario(int scenarioIndex)
Returns market data for a single scenario.
|
| Modifier and Type | Method and Description |
|---|---|
default Stream<MarketData> |
ScenarioMarketData.scenarios()
Returns a stream of market data, one for each scenario.
|
| Modifier and Type | Method and Description |
|---|---|
static ScenarioMarketData |
ScenarioMarketData.of(int scenarioCount,
MarketData marketData)
Obtains an instance by wrapping a single set of market data.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.