Chris Kent

This is related to #1417. The solution is to consistently use `MarketData` to hold FX rates and avoid `FxMatrix`.

Maybe there should be a configuration object to encapsulate the concept of index mappings. A `RatesMarketDataLookup` could be constructed given a `CurveGroupDefinition` and some index mappings. The lookup implementation could...

I'm not sure this is needed after all.

Unfortunately there isn't anywhere in the code which knows about the primary index. The curve group is defined using the Strata CSV format and loaded directly into a `CurveGroupDefinition`

I have a use case which isn't covered by the changes to `FloatingRateName`. I have a `RateIndex` instance and the behaviour depends on the index family. It's currently implemented by...

In order to integrate with the recent changes to the market data API this should probably include a new method `ScenarioFxRateProvider.fxRatesArray(baseCurrency, counterCurrency)`. This would allow the array of rates to...

Using `FloatingRateName` would be 100% compatible with the current behaviour and would make it useful to anyone who has fixings data with FpML names (which I imagine is fairly common).

This relates to #1417

+1

This would make it very useful for working with AWS. This plugin allows you to be logged into the console for multiple AWS accounts simultaneously. The URL for the AWS...