com.opengamma.strata.measure.capfloor

Interface IborCapFloorScenarioMarketData

public interface IborCapFloorScenarioMarketData

Market data for cap/floors, used for calculation across multiple scenarios.

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.
ScenarioMarketData	getMarketData() Gets the market data.
int	getScenarioCount() Gets the number of scenarios.
IborCapFloorMarketData	scenario(int scenarioIndex) Returns market data for a single scenario.
IborCapFloorScenarioMarketData	withMarketData(ScenarioMarketData marketData) Returns a copy of this instance with the specified market data.

Method Detail

getLookup

IborCapFloorMarketDataLookup getLookup()

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

Returns:

the cap/floor lookup

getMarketData

ScenarioMarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

IborCapFloorScenarioMarketData withMarketData(ScenarioMarketData 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

getScenarioCount

int getScenarioCount()

Gets the number of scenarios.

Returns:

the number of scenarios

scenario

IborCapFloorMarketData scenario(int scenarioIndex)

Returns market data for a single scenario.

This returns a view of the market data for the specified scenario.

Parameters:

scenarioIndex - the scenario index

Returns:

the market data for the specified scenario

Throws:

IndexOutOfBoundsException - if the scenario index is invalid