com.opengamma.strata.market.observable

Class QuoteId

java.lang.Object

com.opengamma.strata.market.observable.QuoteId

All Implemented Interfaces:

MarketDataId<Double>, ObservableId, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class QuoteId
extends Object
implements ObservableId, org.joda.beans.ImmutableBean, Serializable

An identifier used to access a market quote.

A quote ID identifies a piece of data in an external data provider.

Where possible, applications should use higher level IDs, instead of this class. Higher level market data keys allow the system to associate the market data with metadata when applying scenario definitions. If quote IDs are used directly, the system has no way to perturb the market data using higher level rules that rely on metadata.

The StandardId in a quote ID is typically the ID from an underlying data provider (e.g. Bloomberg or Reuters). However the field name is a generic name which is mapped to the field name in the underlying provider by the market data system.

The reason for this difference is the different sources of the ID and field name data. The ID is typically taken from an object which is provided to any calculations, for example a security linked to the trade. The calculation rarely has to make up an ID for an object it doesn't have access to.

In contrast, calculations will often have to reference field names that aren't part their arguments. For example, if a calculation requires the last closing price of a security, it could take the ID from the security, but it needs a way to specify the field name containing the last closing price.

If the field name were specific to the market data provider, the calculation would have to be aware of the source of its market data. However, if it uses a generic field name from FieldNames the market data source can change without affecting the calculation.

See Also:

FieldName, Serialized Form

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
FieldName	getFieldName() Gets the field name in the market data record that contains the market data item.
ObservableSource	getObservableSource() Gets the source of observable market data.
StandardId	getStandardId() Gets the identifier of the data.
int	hashCode()
static org.joda.beans.TypedMetaBean<QuoteId>	meta() The meta-bean for QuoteId.
org.joda.beans.TypedMetaBean<QuoteId>	metaBean()
static QuoteId	of(StandardId standardId) Obtains an instance used to obtain an observable value.
static QuoteId	of(StandardId standardId, FieldName fieldName) Obtains an instance used to obtain an observable value.
static QuoteId	of(StandardId standardId, FieldName fieldName, ObservableSource obsSource) Obtains an instance used to obtain an observable value, specifying the source of observable market data.
String	toString()
QuoteId	withObservableSource(ObservableSource obsSource)

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.opengamma.strata.data.ObservableId

getMarketDataType

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static QuoteId of(StandardId standardId)

Obtains an instance used to obtain an observable value.

The field name containing the data is FieldName.MARKET_VALUE and the market data source is ObservableSource.NONE.

Parameters:

standardId - the standard identifier of the data in the underlying data provider

Returns:

the identifier

of

public static QuoteId of(StandardId standardId,
                         FieldName fieldName)

Obtains an instance used to obtain an observable value.

The market data source is ObservableSource.NONE.

Parameters:

standardId - the standard identifier of the data in the underlying data provider

fieldName - the name of the field in the market data record holding the data

Returns:

the identifier

of

public static QuoteId of(StandardId standardId,
                         FieldName fieldName,
                         ObservableSource obsSource)

Obtains an instance used to obtain an observable value, specifying the source of observable market data.

Parameters:

standardId - the standard identifier of the data in the underlying data provider

fieldName - the name of the field in the market data record holding the data

obsSource - the source of observable market data

Returns:

the identifier

withObservableSource

public QuoteId withObservableSource(ObservableSource obsSource)

Specified by:

withObservableSource in interface ObservableId

toString

public String toString()

Overrides:

toString in class Object

meta

public static org.joda.beans.TypedMetaBean<QuoteId> meta()

The meta-bean for QuoteId.

Returns:

the meta-bean, not null

metaBean

public org.joda.beans.TypedMetaBean<QuoteId> metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getStandardId

public StandardId getStandardId()

Gets the identifier of the data. This is typically an identifier from an external data provider.

Specified by:

getStandardId in interface ObservableId

Returns:

the value of the property, not null

getFieldName

public FieldName getFieldName()

Gets the field name in the market data record that contains the market data item. The most common field name is market value.

Specified by:

getFieldName in interface ObservableId

Returns:

the value of the property, not null

getObservableSource

public ObservableSource getObservableSource()

Gets the source of observable market data.

Specified by:

getObservableSource in interface ObservableId

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