Market Data properties

Overview

These are the properties used to configure the Market Data Spring Boot starter.

File values

Key Description Default value
market-data.defaults.maturity Default value for maturity coordinates. N/A
market-data.defaults.moneyness Default value for moneyness coordinates. N/A
market-data.defaults.tenor Default value for tenor coordinates. N/A
market-data.fx.pivot-currency Where no FX rate exists between two currencies, a third (pivot) currency provides rates against both and is used to derive a rate between them. EUR