Obtaining Market Data

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=McpLocalVolData(DataServer, LocalVolName)

• Function: Retrieves LocalVol market data using the service address and the name of the local volatility.
• Parameters:
  • DataServer: The service address.
  • LocalVolName: The name of the local volatility.
• Returns: A LocalVol market data object.

=mkdtGetValues(obj, key, denominator)

• Function: Retrieves corresponding market data (including OptionData, fxForwardCurveData, domesticCurveData, foreignCurveData) based on the LocalVol market data object and the key.
• Parameters:
  • obj: The LocalVol market data object.
  • key: The key for the data type (e.g., OptionData, fxForwardCurveData, etc.).
  • denominator: The denominator (e.g., 100, indicating that the retrieved data will be divided by 100).
• Returns: An array of market data.

=mkdtGetValue(obj, key)

• Function: Retrieves corresponding market data based on the LocalVol market data object and the key.
• Parameters:
  • obj: The LocalVol market data object.
  • key: The field name or data type.
    • If key is a data type, an object is returned.
    • If key is a field name, the corresponding value of the field is returned.
• Returns: Market data or field value.

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