com.opengamma.strata.calc.marketdata

Class MarketDataRequirements

java.lang.Object

com.opengamma.strata.calc.marketdata.MarketDataRequirements

All Implemented Interfaces:

org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class MarketDataRequirements
extends Object
implements org.joda.beans.ImmutableBean

Requirements for market data.

This class is used as the input to MarketDataFactory. It includes the market data identifiers that the application needs.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	MarketDataRequirements.Meta The meta-bean for MarketDataRequirements.

Method Summary

Modifier and Type	Method and Description
static MarketDataRequirementsBuilder	builder() Returns an empty mutable builder for building up a set of requirements.
static MarketDataRequirements	combine(List<MarketDataRequirements> requirements) Merges multiple sets of requirements into a single set.
static MarketDataRequirements	empty() Obtains an instance specifying that no market data is required.
boolean	equals(Object obj)
ImmutableSet<MarketDataId<?>>	getNonObservables() Gets keys identifying the market data values required for the calculations.
ImmutableSet<ObservableId>	getObservables() Gets keys identifying the market data values required for the calculations.
ImmutableSet<Currency>	getOutputCurrencies() Gets the currencies in the calculation results.
ImmutableSet<ObservableId>	getTimeSeries() Gets keys identifying the time series of market data values required for the calculations.
int	hashCode()
static MarketDataRequirements.Meta	meta() The meta-bean for MarketDataRequirements.
MarketDataRequirements.Meta	metaBean()
static MarketDataRequirements	of(CalculationRules calculationRules, List<? extends CalculationTarget> targets, List<Column> columns, ReferenceData refData) Obtains an instance from a set of targets, columns and rules.
static MarketDataRequirements	of(MarketDataId<?> id) Obtains an instance containing a single market data ID.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static MarketDataRequirements of(CalculationRules calculationRules,
                                        List<? extends CalculationTarget> targets,
                                        List<Column> columns,
                                        ReferenceData refData)

Obtains an instance from a set of targets, columns and rules.

The targets will typically be trades. The columns represent the measures to calculate.

Parameters:

calculationRules - the rules defining how the calculation is performed

targets - the targets for which values of the measures will be calculated

columns - the columns that will be calculated

refData - the reference data

Returns:

the market data requirements

of

public static MarketDataRequirements of(MarketDataId<?> id)

Obtains an instance containing a single market data ID.

Parameters:

id - the ID of the only market data value required

Returns:

a set of requirements containing a single market data ID

empty

public static MarketDataRequirements empty()

Obtains an instance specifying that no market data is required.

Returns:

a set of requirements specifying that no market data is required

builder

public static MarketDataRequirementsBuilder builder()

Returns an empty mutable builder for building up a set of requirements.

Returns:

an empty mutable builder for building up a set of requirements

combine

public static MarketDataRequirements combine(List<MarketDataRequirements> requirements)

Merges multiple sets of requirements into a single set.

Parameters:

requirements - market data requirements

Returns:

a single set of requirements containing all the requirements from the input sets

meta

public static MarketDataRequirements.Meta meta()

The meta-bean for MarketDataRequirements.

Returns:

the meta-bean, not null

metaBean

public MarketDataRequirements.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getObservables

public ImmutableSet<ObservableId> getObservables()

Gets keys identifying the market data values required for the calculations.

Returns:

the value of the property, not null

getNonObservables

public ImmutableSet<MarketDataId<?>> getNonObservables()

Gets keys identifying the market data values required for the calculations.

Returns:

the value of the property, not null

getTimeSeries

public ImmutableSet<ObservableId> getTimeSeries()

Gets keys identifying the time series of market data values required for the calculations.

Returns:

the value of the property, not null

getOutputCurrencies

public ImmutableSet<Currency> getOutputCurrencies()

Gets the currencies in the calculation results. The market data must include FX rates in the to allow conversion into the reporting currency. The FX rates must have the output currency as the base currency and the reporting currency as the counter currency.

Returns:

the value of the property, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object