| Package | Description |
|---|---|
| com.opengamma.strata.data.scenario |
Basic types to model market data across scenarios.
|
| Modifier and Type | Class and Description |
|---|---|
class |
ImmutableScenarioMarketData
An immutable set of market data across one or more scenarios.
|
| Modifier and Type | Method and Description |
|---|---|
default ScenarioMarketData |
ScenarioMarketData.combinedWith(ScenarioMarketData other)
Returns set of market data which combines the data from this set of data with another set.
|
ScenarioMarketData |
ImmutableScenarioMarketData.combinedWith(ScenarioMarketData other) |
static ScenarioMarketData |
ScenarioMarketData.empty()
Obtains a market data instance that contains no data and has no scenarios.
|
static ScenarioMarketData |
ScenarioMarketData.of(int scenarioCount,
LocalDate valuationDate,
Map<? extends MarketDataId<?>,MarketDataBox<?>> values,
Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Obtains an instance from a valuation date, map of values and time-series.
|
static ScenarioMarketData |
ScenarioMarketData.of(int scenarioCount,
MarketData marketData)
Obtains an instance by wrapping a single set of market data.
|
static ScenarioMarketData |
ScenarioMarketData.of(int scenarioCount,
MarketDataBox<LocalDate> valuationDate,
Map<? extends MarketDataId<?>,MarketDataBox<?>> values,
Map<? extends ObservableId,LocalDateDoubleTimeSeries> timeSeries)
Obtains an instance from a valuation date, map of values and time-series.
|
default <T> ScenarioMarketData |
ScenarioMarketData.withPerturbation(MarketDataId<T> id,
ScenarioPerturbation<T> perturbation,
ReferenceData refData)
Returns a copy of this market data with the specified value perturbed.
|
default <T> ScenarioMarketData |
ScenarioMarketData.withValue(MarketDataId<T> id,
MarketDataBox<T> value)
Returns a copy of this market data with the specified value.
|
| Modifier and Type | Method and Description |
|---|---|
default ScenarioMarketData |
ScenarioMarketData.combinedWith(ScenarioMarketData other)
Returns set of market data which combines the data from this set of data with another set.
|
ScenarioMarketData |
ImmutableScenarioMarketData.combinedWith(ScenarioMarketData other) |
static ScenarioFxRateProvider |
ScenarioFxRateProvider.of(ScenarioMarketData marketData)
Returns a scenario FX rate provider which takes its data from the provided market data.
|
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.