com.opengamma.strata.measure.swaption

Interface SwaptionMarketData

public interface SwaptionMarketData

Market data for swaptions.

This interface exposes the market data necessary for pricing a swaption.

Implementations of this interface must be immutable.

Method Summary

Modifier and Type	Method and Description
SwaptionMarketDataLookup	getLookup() Gets the lookup that provides access to swaption volatilities.
MarketData	getMarketData() Gets the market data.
default LocalDate	getValuationDate() Gets the valuation date.
SwaptionVolatilities	volatilities(RateIndex index) Gets the volatilities for the specified index.
SwaptionMarketData	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

SwaptionMarketDataLookup getLookup()

Gets the lookup that provides access to swaption volatilities.

Returns:

the swaption lookup

getMarketData

MarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

SwaptionMarketData 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

SwaptionVolatilities volatilities(RateIndex index)

Gets the volatilities for the specified index.

If the index is not found, an exception is thrown.

Parameters:

index - the index

Returns:

the volatilities for the index

Throws:

MarketDataNotFoundException - if the index is not found