com.opengamma.strata.measure.rate

Interface RatesMarketData

public interface RatesMarketData

Market data for rates products.

This interface exposes the market data necessary for pricing rates products, such as Swaps, FRAs and FX. It uses a RatesMarketDataLookup to provide a view on MarketData.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
default FxRateProvider	fxRateProvider() Gets the FX rate provider.
RatesMarketDataLookup	getLookup() Gets the lookup that provides access to discount curves and forward curves.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
RatesProvider	ratesProvider() Gets the rates provider.
RatesMarketData	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

RatesMarketDataLookup getLookup()

Gets the lookup that provides access to discount curves and forward curves.

Returns:

the rates lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

RatesMarketData 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

ratesProvider

RatesProvider ratesProvider()

Gets the rates provider.

This provides access to discount curves, forward curves and FX.

Returns:

the rates provider

fxRateProvider

default FxRateProvider fxRateProvider()

Gets the FX rate provider.

This provides access to FX rates. By default, this returns the rates provider.

Returns:

the rates provider