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FxRatesProvider in MarketData #1502

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jodastephen opened this issue Mar 20, 2017 · 1 comment
Open

FxRatesProvider in MarketData #1502

jodastephen opened this issue Mar 20, 2017 · 1 comment
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Type:Enhancement

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@jodastephen
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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
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cjkent commented Mar 20, 2017

This relates to #1417

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@cjkent @jodastephen