| 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 | Field and Description |
|---|---|
static ObservableSource |
ObservableSource.NONE
A market data source used when the application does not care about the source.
|
| Modifier and Type | Method and Description |
|---|---|
ObservableSource |
MarketDataFxRateProvider.getFxRatesSource()
Gets the source of market data for FX rates.
|
ObservableSource |
ObservableId.getObservableSource()
Gets the source of market data from which the market data should be retrieved.
|
ObservableSource |
FxRateId.getObservableSource()
Gets the source of observable market data.
|
ObservableSource |
FxMatrixId.getObservableSource()
Gets the source of observable market data.
|
static ObservableSource |
ObservableSource.of(String name)
Obtains an instance from the specified name.
|
| Modifier and Type | Method and Description |
|---|---|
static FxRateId |
FxRateId.of(Currency base,
Currency counter,
ObservableSource observableSource)
Obtains an instance representing the FX rate for a currency pair, specifying the source.
|
static FxRateId |
FxRateId.of(CurrencyPair currencyPair,
ObservableSource observableSource)
Obtains an instance representing the FX rate for a currency pair, specifying the source.
|
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.
|
static FxMatrixId |
FxMatrixId.of(ObservableSource observableSource)
Obtains an instance representing an FX matrix, specifying the source.
|
ObservableId |
ObservableId.withObservableSource(ObservableSource obsSource)
Returns an identifier equivalent to this with the specified source.
|
| Modifier and Type | Method and Description |
|---|---|
static ScenarioFxRateProvider |
ScenarioFxRateProvider.of(ScenarioMarketData marketData,
ObservableSource source)
Returns a scenario FX rate provider which takes its data from the provided market data.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.