com.opengamma.strata.measure.bond

Interface BondFutureOptionMarketData

public interface BondFutureOptionMarketData

Market data for bond future options.

This interface exposes the market data necessary for pricing bond future options.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
BondFutureOptionMarketDataLookup	getLookup() Gets the lookup that provides access to bond future volatilities.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
BondFutureVolatilities	volatilities(SecurityId securityId) Gets the volatilities for the specified security ID.
BondFutureOptionMarketData	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

BondFutureOptionMarketDataLookup getLookup()

Gets the lookup that provides access to bond future volatilities.

Returns:

the bond future options lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

BondFutureOptionMarketData 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

BondFutureVolatilities volatilities(SecurityId securityId)

Gets the volatilities for the specified security ID.

If the security ID is not found, an exception is thrown.

Parameters:

securityId - the security ID

Returns:

the volatilities for the security ID

Throws:

MarketDataNotFoundException - if the security ID is not found