Currency Values Array


#1

Hi,

Was wondering if there is any easy way to expose Currency Values Array as MarketData in Strata as presently the example has limited market data exposed?

Thanks in advance.

Best regards,
Sanjeev


#2

Hi Sanjeev

Any value can be used as market data. What you need to do depends on whether you are doing calculations for one scenario or multiple scenarios and how you want to use the currency values.

Do you want to use all the values in the array to calculate something for a single scenario? Or do you want to use one currency value in each scenario?

If you can describe your use case in more detail I can let you know the right approach.

Regards
Chris


#3

Hi Chris,

Thank you for the answer. Found what I was looking for in MarketDataBuilder. Fx Rates can be loaded very easily for a single as well as multiple scenarios.

Best regards,
Sanjeev