com.opengamma.strata.measure.fxopt

Interface FxOptionMarketData

public interface FxOptionMarketData

Market data for FX options.

This interface exposes the market data necessary for pricing FX options.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
FxOptionMarketDataLookup	getLookup() Gets the lookup that provides access to FX options volatilities.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
FxOptionVolatilities	volatilities(CurrencyPair currencyPair) Gets the volatilities for the specified currency pair.
FxOptionMarketData	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

FxOptionMarketDataLookup getLookup()

Gets the lookup that provides access to FX options volatilities.

Returns:

the FX options lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

FxOptionMarketData 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

FxOptionVolatilities volatilities(CurrencyPair currencyPair)

Gets the volatilities for the specified currency pair.

If the currency pair is not found, an exception is thrown.

Parameters:

currencyPair - the currency pair

Returns:

the volatilities for the currency pair

Throws:

MarketDataNotFoundException - if the currency pair is not found