com.opengamma.strata.measure.index

Interface OvernightFutureOptionMarketData

public interface OvernightFutureOptionMarketData

Market data for Overnight future options.

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

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
OvernightFutureOptionMarketDataLookup	getLookup() Gets the lookup that provides access to Overnight future option volatilities.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
OvernightFutureOptionVolatilities	volatilities(OvernightIndex index) Gets the volatilities for the specified Overnight index.
OvernightFutureOptionMarketData	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

OvernightFutureOptionMarketDataLookup getLookup()

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

Returns:

the Overnight future option lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

OvernightFutureOptionMarketData 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

OvernightFutureOptionVolatilities volatilities(OvernightIndex index)

Gets the volatilities for the specified Overnight index.

If the index is not found, an exception is thrown.

Parameters:

index - the Overnight index

Returns:

the volatilities for the index

Throws:

MarketDataNotFoundException - if the index is not found