com.opengamma.strata.measure.index

Interface IborFutureOptionScenarioMarketData

public interface IborFutureOptionScenarioMarketData

Market data for Ibor future options, used for calculation across multiple scenarios.

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.
ScenarioMarketData	getMarketData() Gets the market data.
int	getScenarioCount() Gets the number of scenarios.
IborFutureOptionMarketData	scenario(int scenarioIndex) Returns market data for a single scenario.
IborFutureOptionScenarioMarketData	withMarketData(ScenarioMarketData marketData) Returns a copy of this instance with the specified market data.

Method Detail

getLookup

IborFutureOptionMarketDataLookup getLookup()

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

Returns:

the Ibor future option lookup

getMarketData

ScenarioMarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

IborFutureOptionScenarioMarketData 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

IborFutureOptionMarketData 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