com.opengamma.strata.measure.fxopt

Class FxOptionVolatilitiesMarketDataFunction

java.lang.Object

com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction

All Implemented Interfaces:

MarketDataFunction<FxOptionVolatilities,FxOptionVolatilitiesId>

public class FxOptionVolatilitiesMarketDataFunction
extends Object
implements MarketDataFunction<FxOptionVolatilities,FxOptionVolatilitiesId>

Market data function that builds FX option volatilities.

This function creates FX option volatilities, turning FxOptionVolatilitiesId into FxOptionVolatilities.

Constructor Summary

Constructors

Constructor and Description
FxOptionVolatilitiesMarketDataFunction()

Method Summary

Modifier and Type	Method and Description
MarketDataBox<FxOptionVolatilities>	build(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig, ScenarioMarketData marketData, ReferenceData refData)
Class<FxOptionVolatilitiesId>	getMarketDataIdType()
MarketDataRequirements	requirements(FxOptionVolatilitiesId id, MarketDataConfig marketDataConfig)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

FxOptionVolatilitiesMarketDataFunction

public FxOptionVolatilitiesMarketDataFunction()

Method Detail

requirements

public MarketDataRequirements requirements(FxOptionVolatilitiesId id,
                                           MarketDataConfig marketDataConfig)

Specified by:

requirements in interface MarketDataFunction<FxOptionVolatilities,FxOptionVolatilitiesId>

build

public MarketDataBox<FxOptionVolatilities> build(FxOptionVolatilitiesId id,
                                                 MarketDataConfig marketDataConfig,
                                                 ScenarioMarketData marketData,
                                                 ReferenceData refData)

Specified by:

build in interface MarketDataFunction<FxOptionVolatilities,FxOptionVolatilitiesId>

getMarketDataIdType

public Class<FxOptionVolatilitiesId> getMarketDataIdType()

Specified by:

getMarketDataIdType in interface MarketDataFunction<FxOptionVolatilities,FxOptionVolatilitiesId>