Interface FxOptionMarketData


  • public interface FxOptionMarketData
    Market data for FX options.

    This interface exposes the market data necessary for pricing FX options.

    Implementations of this interface must be immutable.

    • Method Detail

      • getValuationDate

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

        FxOptionMarketDataLookup getLookup()
        Gets the lookup that provides access to FX options volatilities.
        Returns:
        the FX options lookup
      • getMarketData

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

        FxOptionMarketData 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
      • volatilities

        FxOptionVolatilities volatilities​(CurrencyPair currencyPair)
        Gets the volatilities for the specified currency pair.

        If the currency pair is not found, an exception is thrown.

        Parameters:
        currencyPair - the currency pair
        Returns:
        the volatilities for the currency pair
        Throws:
        MarketDataNotFoundException - if the currency pair is not found