com.opengamma.strata.measure.swaption

Interface SwaptionScenarioMarketData

public interface SwaptionScenarioMarketData

Market data for swaptions, used for calculation across multiple scenarios.

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

Method Detail

getLookup

SwaptionMarketDataLookup getLookup()

Gets the lookup that provides access to swaption volatilities.

Returns:

the swaption lookup

getMarketData

ScenarioMarketData getMarketData()

Gets the market data.

Returns:

the market data

withMarketData

SwaptionScenarioMarketData 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

SwaptionMarketData 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