com.opengamma.strata.measure.rate

Interface RatesScenarioMarketData

public interface RatesScenarioMarketData

Market data for rates products, used for calculation across multiple scenarios.

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 ScenarioMarketData.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
RatesMarketDataLookup	getLookup() Gets the lookup that provides access to discount curves and forward curves.
ScenarioMarketData	getMarketData() Gets the market data.
int	getScenarioCount() Gets the number of scenarios.
RatesMarketData	scenario(int scenarioIndex) Returns market data for a single scenario.
RatesScenarioMarketData	withMarketData(ScenarioMarketData marketData) Returns a copy of this instance with the specified market data.

Method Detail

getLookup

RatesMarketDataLookup getLookup()

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

Returns:

the rates lookup

getMarketData

ScenarioMarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

RatesScenarioMarketData 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

RatesMarketData 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