Interface IborCapFloorScenarioMarketData


  • public interface IborCapFloorScenarioMarketData
    Market data for cap/floors, used for calculation across multiple scenarios.

    This interface exposes the market data necessary for pricing Ibor caps/floors.

    Implementations of this interface must be immutable.

    • Method Detail

      • getLookup

        IborCapFloorMarketDataLookup getLookup()
        Gets the lookup that provides access to cap/floor volatilities.
        Returns:
        the cap/floor lookup
      • getMarketData

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

        IborCapFloorScenarioMarketData 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

        IborCapFloorMarketData 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:
        java.lang.IndexOutOfBoundsException - if the scenario index is invalid