ObservableSource observableSource
CurrencyPair pair
ObservableSource observableSource
LocalDate valuationDate
ImmutableMap<K,V> values
ImmutableMap<K,V> timeSeries
If a request is made for a time-series that is not in the map, an empty series will be returned.
MarketData marketData
ObservableSource fxRatesSource
Currency triangulationCurrency
If specified, this currency is used to triangulate FX rates in preference to the standard approach. This would be useful if all FX rates are supplied relative to a currency other than USD.
CurrencyAmountArray amounts
DoubleArray values
CurrencyPair pair
DoubleArray rates
int scenarioCount
MarketDataBox<T> valuationDate
ImmutableMap<K,V> values
ImmutableMap<K,V> timeSeries
If a request is made for a time-series that is not in the map, an empty series will be returned.
MultiCurrencyAmountArray amounts
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Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.