Base class for representing complex market data in LUSID. Generally speaking, market data is complex when it cannot be represented as a single quote. Examples include discounting curves, projection curves, and volatility surfaces, which are used to compute instrument analytics. This base class should not be directly instantiated; each supported MarketDataType has a corresponding inherited class.
| Name |
Type |
Description |
Notes |
| marketDataType |
MarketDataTypeEnum |
The available values are: DiscountFactorCurveData, EquityVolSurfaceData, FxVolSurfaceData, IrVolCubeData, OpaqueMarketData, YieldCurveData, FxForwardCurveData, FxForwardPipsCurveData, FxForwardTenorCurveData, FxForwardTenorPipsCurveData, FxForwardCurveByQuoteReference, CreditSpreadCurveData, EquityCurveByPricesData, ConstantVolatilitySurface |
|
| Name |
Value |
| DISCOUNTFACTORCURVEDATA |
"DiscountFactorCurveData" |
| EQUITYVOLSURFACEDATA |
"EquityVolSurfaceData" |
| FXVOLSURFACEDATA |
"FxVolSurfaceData" |
| IRVOLCUBEDATA |
"IrVolCubeData" |
| OPAQUEMARKETDATA |
"OpaqueMarketData" |
| YIELDCURVEDATA |
"YieldCurveData" |
| FXFORWARDCURVEDATA |
"FxForwardCurveData" |
| FXFORWARDPIPSCURVEDATA |
"FxForwardPipsCurveData" |
| FXFORWARDTENORCURVEDATA |
"FxForwardTenorCurveData" |
| FXFORWARDTENORPIPSCURVEDATA |
"FxForwardTenorPipsCurveData" |
| FXFORWARDCURVEBYQUOTEREFERENCE |
"FxForwardCurveByQuoteReference" |
| CREDITSPREADCURVEDATA |
"CreditSpreadCurveData" |
| EQUITYCURVEBYPRICESDATA |
"EquityCurveByPricesData" |
| CONSTANTVOLATILITYSURFACE |
"ConstantVolatilitySurface" |
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