How to get MarketData dependencies graph


#1

Hello, why can"t we get access to MarketDataNode and TreeBuilder outside from their package ? I would like to determine all dependencies in a market data set so I can make optimizations when applying scenario perturbations to it. Is there any other way ?
Thanks,


#2

We adopt a design approach to limit accessibility, which allows us greater ability to make changes later without breaking the API. I suspect that to achieve what you want would require making all the classes in that package public, which isn’t what we want.

It may be possible to provide a plugin point, but we’d have to understand your use case better. Alternatively, you can of course fork the code and make the classes public (or add your code into our package).


#3

The use case is being able to determine from a BuiltMarletData all dependencies in the underlying marketdata ids. When applying perturbations, it would allow me not to do calculation on a node and his underlying market data ids if not necessary.