Data model

Atoti Market Data has a simplified data model, split by the number of axes of the market data.

All retrieval configuration classes (providing store and retriever Spring Beans) can be found in the com.activeviam.marketdata.autoconfigure.retrievers package of the market-data-spring-boot-starter module. For using all the market data stores and their associated retrievers at once, please use the provided Spring Boot Starter.

Cube market data

Market data defined along three axes (tenors, moneyness, and underlying maturities). The store and retriever are defined in CubeMarketDataRetrievalConfig.

Curve market data

Market data defined along a single tenor axis (e.g. UK CPI). The store and retriever are defined in CurveMarketDataRetrievalConfig.

FX rate market data

Market data for FX rates. The store and retriever are defined in FxRateMarketDataRetrievalConfig.

Spot market data

Market data defined as a single value per instrument (e.g. spot prices). The store and retriever are defined in SpotMarketDataRetrievalConfig.

Surface market data

Market data defined along two axes (tenors and moneyness). The store and retriever are defined in SurfaceMarketDataRetrievalConfig.