Atoti Market Data overview

Atoti Market Data is a library and a Spring Boot starter providing a new data model with retrieval and interpolation services split by the number of axes of the market data. You can use it to load data in any Atoti project.

The Atoti Market Data Library interfaces and implementations

The library provides a number of interfaces and implementations for retrieval and interpolation services. These can be used as a base for custom implementations of the interfaces, or as-is.

The available interfaces and implementations are described in the appropriate subsection.

The Atoti Market Data Spring Boot Starter

Configuration classes are included for:

  • Stores (and specific retrievers)
  • Services (retrievers and interpolators)

The available configuration files and their behavior are described in the appropriate subsection.

To enable the Atoti Market Data default configuration, import the Atoti Market Data Spring Boot Starter in your application:

<dependency>
    <groupId>com.activeviam.apps.market-data</groupId>
    <artifactId>market-data-spring-boot-starter</artifactId>
    <version>${atoti-market-data.version}</version>
</dependency>

This library does not provide source configuration. You can implement it as appropriate for your project.

For detailed information about the implementation and configuration, please refer to:

Topic Section
Retrieval Data retrieval
Interpolation Interpolation APIs
Post-processors Post-processors
Configuration Properties Configuration Properties
Stores CubeMarketData
CurveMarketData
FXRateMarketData
SpotMarketData
SurfaceMarketData