Interface LegalEntityDiscountingMarketData


  • public interface LegalEntityDiscountingMarketData
    Market data for products based on repo and issuer curves.

    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 MarketData.

    Implementations of this interface must be immutable.

    • Method Detail

      • getValuationDate

        default java.time.LocalDate getValuationDate()
        Gets the valuation date.
        Returns:
        the valuation date
      • getMarketData

        MarketData getMarketData()
        Gets the market data.
        Returns:
        the market data
      • withMarketData

        LegalEntityDiscountingMarketData 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
      • discountingProvider

        LegalEntityDiscountingProvider discountingProvider()
        Gets the discounting provider.

        This provides access to repo and issuer curves.

        Returns:
        the discounting provider