Create MarketData in-memory

Strata
1

Hi all,

I just started with strata and played around with the examples provided .
Now I’d like to create curves in memory, but found only examples that create curves from csv files.

Is there an example? If not: How do I create curves from scratch.

Basically I just want to price a simple IRS (fix/float EUR 3M) using a single curve approach . Nothing fancy here.

Regards,

Olli

2

Simply create an instance using InterpolatedNodalCurve.of(). Here is the test case for hints. Make sure you setup the curve metadata using one of the methods on Curves.