Interface CreditRatesMarketData


  • public interface CreditRatesMarketData
    Market data for credit products.

    This interface exposes the market data necessary for pricing credit products.

    Implementations of this interface must be immutable.

    • Method Detail

      • getValuationDate

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

        CreditRatesMarketDataLookup getLookup()
        Gets the lookup that provides access to credit, discount and recovery rate curves.
        Returns:
        the lookup
      • getMarketData

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

        CreditRatesMarketData 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
      • creditRatesProvider

        CreditRatesProvider creditRatesProvider()
        Gets the credit rates provider.

        This provides access to credit, discount and recovery rate curves.

        Returns:
        the credit rates provider