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.