Configuration Classes
The market-data-config
module in Atoti Market Data contains Spring configuration classes that instantiate beans to address specific use cases. You can import these configuration classes in your Spring project to make the beans accessible in your application. This is described in the Atoti Market Data overview.
The following configuration classes are available for import.
In the right-hand column you can see the configuration classes auto-configured when using the market-data-spring-boot-starter
.
You can disable auto-configuration for classes that are directly imported. To do this, add them to the exclude parameter of the SpringBootApplication
annotation. Auto-configuration cannot be disabled for classes that are indirectly imported.
All Configuration
Class | Description | Imported by market-data-spring-boot-starter |
---|---|---|
AllMarketDataConfig |
Imports all other configuration classes, except those relating to DirectQuery. | No |
Market Data Retrieval
These configuration classes enable the storage and retrieval components of Atoti Market Data.
Class | Description | Imported by market-data-spring-boot-starter |
---|---|---|
AllMarketDataRetrievalConfig |
Imports all other *MarketDataRetrievalConfig and MarketDataRetrievalContainerServiceConfig classes. |
No |
CubeMarketDataRetrievalConfig |
Publishes a cube rate store bean along with associated date retrievers and translators. | Yes |
CurveMarketDataRetrievalConfig |
Publishes a curve rate store bean along with associated date retrievers and translators. | Yes |
FxRateMarketDataRetrievalConfig |
Publishes an FX rate store bean along with associated date retrievers and translators. | Yes |
SpotMarketDataRetrievalConfig |
Publishes a spot store bean along with associated date retrievers and translators. | Yes |
SurfaceMarketDataRetrievalConfig |
Publishes a surface rate store bean along with associated date retrievers and translators. | Yes |
MarketDataRetrievalContainerServiceConfig |
Publishes an IMarketDataRetrievalContainerService<T> collecting all implementations of IMarketDataRetrievalContainer<T> published by the individual configuration classes. |
Yes |
Post-processor Injection
These configuration classes inject necessary dependencies into market data post-processors.
Class | Description | Imported by market-data-spring-boot-starter |
---|---|---|
CubeMarketDataPostProcessorInjectionConfig |
Injects necessary components into the CubeMarketDataPostProcessor . This is imported by the CubeMarketDataRetrievalConfig class. |
Indirectly via CubeMarketDataRetrievalConfig |
CurveMarketDataPostProcessorInjectionConfig |
Injects necessary components into the CurveMarketDataPostProcessor . This is imported by the CurveMarketDataRetrievalConfig class. |
Indirectly via CurveMarketDataRetrievalConfig |
FxMarketDataPostProcessorInjectionConfig |
Injects necessary components into the FxMarketDataPostProcessor . This is imported by the FxRateMarketDataRetrievalConfig class. |
Indirectly via FxRateMarketDataRetrievalConfig |
SingleMarketDataPostProcessorInjectionConfig |
Injects necessary components into the SingleMarketDataPostProcessor . This is imported by the SpotMarketDataRetrievalConfig class. |
Indirectly via SpotMarketDataRetrievalConfig |
SurfaceMarketDataPostProcessorInjectionConfig |
Injects necessary components into the SurfaceMarketDataPostProcessor . This is imported by the SurfaceMarketDataRetrievalConfig class. |
Indirectly via SurfaceMarketDataRetrievalConfig |
Interpolation
These configuration classes enable interpolation of market data.
Class | Description | Imported by market-data-spring-boot-starter |
---|---|---|
AllMarketDataInterpolationConfig |
Imports all other *InterpolatorConfig classes. |
No |
InterpolatorBuilderServiceConfig |
Collects all IInterpolatorFactory beans and publishes an IInterpolatorBuilderService bean that can be overridden by creating a custom bean of the same type. |
Yes |
LinearUnivariateInterpolatorConfig |
Publishes a LinearUnivariateInterpolatorFactory as an ILinearUnivariateInterpolatorFactory bean that can be overridden by creating a custom bean of the same type. |
Yes |
BilinearInterpolatorConfig |
Publishes a BilinearInterpolatorFactory as an IBilinearInterpolatorFactory bean that can be overridden by creating a custom bean of the same type. |
Yes |
BicubicInterpolatorConfig |
Publishes a BicubicInterpolatorFactory as an IBicubicInterpolatorFactoryFactory bean that can be overridden by creating a custom bean of the same type. |
Yes |
SplineUnivariateInterpolatorConfig |
Publishes a SplineUnivariateInterpolatorFactory as an ISplineUnivariateInterpolatorFactory bean that can be overridden by creating a custom bean of the same type. |
Yes |
SplineBicubicInterpolatorConfig |
Publishes a SplineBicubicInterpolatorFactory as an ISplineBicubicInterpolatorFactory bean that can be overridden by creating a custom bean of the same type. |
Yes |
VolToVarianceBilinearInterpolatorConfig |
Publishes a VolToVarianceBilinearInterpolatorFactory as an IVolToVarianceBilinearInterpolatorFactory bean that can be overridden by creating a custom bean of the same type. |
Yes |
Configuration Properties
These classes enable property-based configuration of Atoti Market Data components.
Class | Description | Imported by market-data-spring-boot-starter |
---|---|---|
DefaultsProperties |
A Spring Configuration Properties class containing default values. This is imported by the market data retrieval config classes. | Indirectly via market data retrieval config classes. |
FxProperties |
A Spring Configuration Properties class containing properties relating to FX rate retrieval. This is imported by the market data retrieval config classes. | Indirectly via market data retrieval config classes. |
StoreProperties |
A Spring Configuration Properties class containing properties used to define stores. This is imported by the market data retrieval config classes. | Indirectly via market data retrieval config classes. |
DirectQuery
These configuration classes enable the use of Atoti Market Data with DirectQuery, specifically the DirectQuery Local Cache.
Class | Description | Imported by market-data-spring-boot-starter |
---|---|---|
AllMarketDataDirectQueryConfig |
Imports all other *MarketDataDirectQueryCacheConfig classes and the DatabaseCacheManagerInjectionConfig class. |
No |
CubeMarketDataDirectQueryCacheConfig |
Publishes a SingleTableCacheDescription bean to cache data from the CubeMarketDataStore in a DirectQuery application. |
No |
CurveMarketDataDirectQueryCacheConfig |
Publishes a SingleTableCacheDescription bean to cache data from the CurveMarketDataStore in a DirectQuery application. |
No |
FxRateMarketDataDirectQueryCacheConfig |
Publishes a SingleTableCacheDescription bean to cache data from the FxRateMarketDataStore in a DirectQuery application. |
No |
SpotMarketDataDirectQueryCacheConfig |
Publishes a SingleTableCacheDescription bean to cache data from the SpotMarketDataStore in a DirectQuery application. |
No |
SurfaceMarketDataDirectQueryCacheConfig |
Publishes a SingleTableCacheDescription bean to cache data from the SurfaceMarketDataStore in a DirectQuery application. |
No |
DatabaseCacheManagerInjectionConfig |
Injects the IDatabaseCacheManager into all post-processors implementing IDatabaseCachePrefetchingPostProcessor . |
No |