com.opengamma.strata.measure.bond

Interface LegalEntityDiscountingScenarioMarketData

public interface LegalEntityDiscountingScenarioMarketData

Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.

This interface exposes the market data necessary for pricing bond products, such as fixing coupon bonds, capital indexed bonds and bond futures. It uses a LegalEntityDiscountingMarketDataLookup to provide a view on ScenarioMarketData.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
LegalEntityDiscountingMarketDataLookup	getLookup() Gets the lookup that provides access to repo and issuer curves.
ScenarioMarketData	getMarketData() Gets the market data.
int	getScenarioCount() Gets the number of scenarios.
LegalEntityDiscountingMarketData	scenario(int scenarioIndex) Returns market data for a single scenario.
LegalEntityDiscountingScenarioMarketData	withMarketData(ScenarioMarketData marketData) Returns a copy of this instance with the specified market data.

Method Detail

getLookup

LegalEntityDiscountingMarketDataLookup getLookup()

Gets the lookup that provides access to repo and issuer curves.

Returns:

the discounting lookup

getMarketData

ScenarioMarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

LegalEntityDiscountingScenarioMarketData 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

LegalEntityDiscountingMarketData 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