com.opengamma.strata.measure.index

Interface IborFutureOptionMarketData

public interface IborFutureOptionMarketData

Market data for Ibor future options.

This interface exposes the market data necessary for pricing an Ibor future option.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
IborFutureOptionMarketDataLookup	getLookup() Gets the lookup that provides access to Ibor future option volatilities.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
IborFutureOptionVolatilities	volatilities(IborIndex index) Gets the volatilities for the specified Ibor index.
IborFutureOptionMarketData	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

IborFutureOptionMarketDataLookup getLookup()

Gets the lookup that provides access to Ibor future option volatilities.

Returns:

the Ibor future option lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

IborFutureOptionMarketData 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

IborFutureOptionVolatilities 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