com.opengamma.strata.measure.capfloor

Interface IborCapFloorMarketData

public interface IborCapFloorMarketData

Market data for Ibor cap/floor.

This interface exposes the market data necessary for pricing Ibor caps/floors.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
IborCapFloorMarketDataLookup	getLookup() Gets the lookup that provides access to cap/floor volatilities.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
IborCapletFloorletVolatilities	volatilities(IborIndex index) Gets the volatilities for the specified Ibor index.
IborCapFloorMarketData	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

IborCapFloorMarketDataLookup getLookup()

Gets the lookup that provides access to cap/floor volatilities.

Returns:

the cap/floor lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

IborCapFloorMarketData 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

volatilities

IborCapletFloorletVolatilities volatilities(IborIndex index)

Gets the volatilities for the specified Ibor index.

If the index is not found, an exception is thrown.

Parameters:

index - the Ibor index

Returns:

the volatilities for the index

Throws:

MarketDataNotFoundException - if the index is not found