Strata icon indicating copy to clipboard operation
Strata copied to clipboard

Published 20 hours ago • verified publisher icon OpenGamma

FxRatesProvider in MarketData

Open jodastephen opened this issue 7 years ago • 1 comments

Allow FxRatesProvider to be stored in MarketData, with a new ID. Move towards a world where it is calibrated and obtained by marketData.get(id), removing overuse of MarketDataFxRateProvider. Ensure that the default FX rates needed by Strata conversions use ObservableSource.NONE.

jodastephen avatar Mar 20 '17 13:03 jodastephen

This relates to #1417

cjkent avatar Mar 20 '17 13:03 cjkent