com.opengamma.strata.measure.bond

Interface LegalEntityDiscountingMarketData

public interface LegalEntityDiscountingMarketData

Market data for products based on repo and issuer curves.

This interface exposes the market data necessary for pricing bond products, such as fixing coupon bonds, capital indexed bonds and bond futures. It uses a LegalEntityDiscountingMarketDataLookup to provide a view on MarketData.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
LegalEntityDiscountingProvider	discountingProvider() Gets the discounting provider.
LegalEntityDiscountingMarketDataLookup	getLookup() Gets the lookup that provides access to repo and issuer curves.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
LegalEntityDiscountingMarketData	withMarketData(MarketData marketData) Returns a copy of this instance with the specified market data.

Method Detail

getValuationDate

default LocalDate getValuationDate()

Gets the valuation date.

Returns:

the valuation date

getLookup

LegalEntityDiscountingMarketDataLookup getLookup()

Gets the lookup that provides access to repo and issuer curves.

Returns:

the discounting lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

LegalEntityDiscountingMarketData withMarketData(MarketData marketData)

Returns a copy of this instance with the specified market data.

Parameters:

marketData - the market data to use

Returns:

a market view based on the specified data

discountingProvider

LegalEntityDiscountingProvider discountingProvider()

Gets the discounting provider.

This provides access to repo and issuer curves.

Returns:

the discounting provider