Interface FxOptionScenarioMarketData


  • public interface FxOptionScenarioMarketData
    Market data for FX options, used for calculation across multiple scenarios.

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

    Implementations of this interface must be immutable.

    • Method Detail

      • getLookup

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

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

        FxOptionScenarioMarketData 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

        FxOptionMarketData 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