com.opengamma.strata.measure.credit

Interface CreditRatesMarketData

public interface CreditRatesMarketData

Market data for credit products.

This interface exposes the market data necessary for pricing credit products.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
CreditRatesProvider	creditRatesProvider() Gets the credit rates provider.
CreditRatesMarketDataLookup	getLookup() Gets the lookup that provides access to credit, discount and recovery rate curves.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
CreditRatesMarketData	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

CreditRatesMarketDataLookup getLookup()

Gets the lookup that provides access to credit, discount and recovery rate curves.

Returns:

the lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

CreditRatesMarketData 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

creditRatesProvider

CreditRatesProvider creditRatesProvider()

Gets the credit rates provider.

This provides access to credit, discount and recovery rate curves.

Returns:

the credit rates provider