Interface | Description |
---|---|
MarketData |
Provides access to market data, such as curves, surfaces and time-series.
|
MarketDataId<T> |
An identifier for a unique item of market data.
|
NamedMarketDataId<T> |
An identifier for a unique item of market data that can has a non-unique name.
|
ObservableId |
A market data identifier that identifies observable data.
|
Class | Description |
---|---|
FieldName |
The name of a field in a market data record.
|
FxMatrixId |
Identifies the market data for an FX matrix.
|
FxRateId |
Identifies the market data for an FX rate.
|
ImmutableMarketData |
An immutable set of market data
|
ImmutableMarketData.Meta |
The meta-bean for
ImmutableMarketData . |
ImmutableMarketDataBuilder |
A mutable builder for instances of
ImmutableMarketData . |
MarketDataFxRateProvider |
Provides FX rates from market data.
|
MarketDataName<T> |
A name for an item of market data.
|
ObservableSource |
Identifies the source of observable market data, for example Bloomberg or Reuters.
|
Exception | Description |
---|---|
MarketDataNotFoundException |
Exception thrown if market data cannot be found.
|
Market data is used to capture the current market, such as quotes, FX rates,
discount curves, forward curves and volatilities.
The main market data interface is MarketData
which is keyed by MarketDataId
.
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.