An instance of
MarketData is structured to contain any market data. In this sense, it could contain many
LegalEntityDiscountingProvider instances. The purpose of the “lookup” interfaces is to select one provider out of the many (of course in most cases, there will only be one provider). Given this,
MarketData is the wrong object to use in the pricers, which need a single specific set of data.
(This split makes more sense with curves. For example, an application may have multiple USD discounting curves, such as one for Hedge Funds and one for Banks. Each discounting curve would be in
MarketData, but only only would be exposed to the pricer API via
I hope that we will have calc-API asset class coverage in the next release, which I hope to be during September.