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OpenGamma / Strata

Open source analytics and market risk library from OpenGamma
http://strata.opengamma.io
Apache License 2.0
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FxRatesProvider in MarketData #1502

Open jodastephen opened 7 years ago

jodastephen commented 7 years ago

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.

cjkent commented 7 years ago

This relates to #1417