Interface LegalEntityDiscountingScenarioMarketData


  • public interface LegalEntityDiscountingScenarioMarketData
    Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.

    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 ScenarioMarketData.

    Implementations of this interface must be immutable.

    • Method Detail

      • getMarketData

        ScenarioMarketData getMarketData()
        Gets the market data.
        Returns:
        the market data
      • getScenarioCount

        int getScenarioCount()
        Gets the number of scenarios.
        Returns:
        the number of scenarios
      • scenario

        LegalEntityDiscountingMarketData 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