Interface FxOptionMarketData
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 public interface FxOptionMarketDataMarket data for FX options.This interface exposes the market data necessary for pricing FX options. Implementations of this interface must be immutable. 
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Method SummaryAll Methods Instance Methods Abstract Methods Default Methods Modifier and Type Method Description FxOptionMarketDataLookupgetLookup()Gets the lookup that provides access to FX options volatilities.MarketDatagetMarketData()Gets the market data.default LocalDategetValuationDate()Gets the valuation date.FxOptionVolatilitiesvolatilities(CurrencyPair currencyPair)Gets the volatilities for the specified currency pair.FxOptionMarketDatawithMarketData(MarketData marketData)Returns a copy of this instance with the specified market data.
 
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Method Detail- 
getValuationDatedefault LocalDate getValuationDate() Gets the valuation date.- Returns:
- the valuation date
 
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getLookupFxOptionMarketDataLookup getLookup() Gets the lookup that provides access to FX options volatilities.- Returns:
- the FX options lookup
 
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getMarketDataMarketData getMarketData() Gets the market data.- Returns:
- the market data
 
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withMarketDataFxOptionMarketData 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
 
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volatilitiesFxOptionVolatilities 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
 
 
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