Navigation :
test ../../../../ test user-ref.html
User & Reference Guide
test ../../../../ test getting-started.html
Getting started
test ../../../../ test getting-started/about.html
- Using this guide
test ../../../../ test getting-started/whats-new.html
- What's New
test ../../../../ test getting-started/data-model.html
- Market Risk Data Model
test ../../../../ test getting-started/direct-query.html
- DirectQuery
test ../../../../ test dashboards.html
Dashboards
test ../../../../ test calculations.html
Calculations Guide
test ../../../../ test cube.html
Cube Reference
test ../../../../ test datastore.html
Datastores
test ../../../../ test input-files.html
Input file formats
test ../../../../ test properties.html
Properties
test ../../../../ test what-if.html
What-If Analysis
test ../../../../ test database.html
Database
test ../../../../ test sign-off.html
Sign-Off Approvals
test ../../../../ test limits.html
Limit monitoring
test ../../../../ test dev.html
Developer Guide
test ../../../../ test dev/dev-release.html
-
Release and migration notes
test ../../../../ test dev/dev-getting-started.html
-
Getting Started
test ../../../../ test dev/dev-ui-config.html
-
Configuring the UI
test ../../../../ test dev/dev-mr-application.html
-
The Market Risk Application
test ../../../../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../../../../ test dev/dev-libraries/dev-market-data.html
--
Market data APIs
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api.html
---
Preview market data APIs
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api/retrieval.html
----
Market data retrieval in the preview market data API data model
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api/data-loading.html
----
Preview market data API data loading
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api/data-model.html
----
Preview market data API data model
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api/data-model/cube-market-data.html
----- Cube market data
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api/data-model/curve-market-data.html
----- Curve market data
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api/data-model/instrument-market-data.html
----- Instrument market data
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api/data-model/surface-market-data.html
----- Surface market data
test ../../../../ test dev/dev-libraries/dev-market-data/preview-market-data-api/interpolation.html
----
Preview market data interpolation APIs
test ../../../../ test dev/dev-libraries/dev-market-data/current-market-data-api.html
---
Market Data Retrieval Service
test ../../../../ test dev/dev-libraries/dev-datastore.html
--
Market Risk Datastore Configuration
test ../../../../ test dev/dev-libraries/dev-drpivot.html
-- DoctorPivot - viewing measures and PostProcessors
test ../../../../ test dev/dev-libraries/dev-measures-context.html
-- Measures and context values
test ../../../../ test dev/dev-libraries/dev-cube.html
--
MR Cubes
test ../../../../ test dev/dev-libraries/postprocessors.html
-- PostProcessors
test ../../../../ test dev/dev-libraries/sign-off-analysis-hierarchy.html
-- Sign-Off Analysis Hierarchy
test ../../../../ test dev/dev-extensions.html
-
Extending Atoti Market Risk
test ../../../../ test dev/dev-tools.html
-
Configuring tools and methodologies
test ../../../../ test dev/dev-sign-off.html
-
Sign-Off
test ../../../../ test dev/dev-whatif.html
-
What-If
test ../../../../ test dev/dev-direct-query.html
-
DirectQuery
test ../../../../ test pdf-guides.html
PDF Guides
Preview market data API data model
A simplified data model, split by the number of axes of the market data.
All store and retriever configuration classes can be found in the com.activeviam.mr.common.datastore.description.stores
package of the mr-common-config
module. For importing all the preview market data stores at once, please use AllMarketDataStoresConfig
.
Instrument market data
Market data defined as a single value per instrument (e.g. spot prices). The store and retriever are defined in InstrumentMarketDataStoreConfig
.
Curve market data
Market data defined along a single tenor axis (e.g. UK CPI). The store and retriever are defined in CurveMarketDataStoreConfig
.
Surface market data
Market data defined along two axes (tenors and moneyness). The store and retriever are defined in SurfaceMarketDataStoreConfig
.
Cube market data
Market data defined along three axes (tenors, moneyness and underlying maturities). The store and retriever are defined in CubeMarketDataStoreConfig
.