com.opengamma.strata.measure.fxopt

Interface FxOptionScenarioMarketData

public interface FxOptionScenarioMarketData

Market data for FX options, used for calculation across multiple scenarios.

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

Method Detail

getLookup

FxOptionMarketDataLookup getLookup()

Gets the lookup that provides access to FX options volatilities.

Returns:

the FX options lookup

getMarketData

ScenarioMarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

FxOptionScenarioMarketData 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

FxOptionMarketData 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