Interface IborFutureOptionScenarioMarketData


  • public interface IborFutureOptionScenarioMarketData
    Market data for Ibor future options, used for calculation across multiple scenarios.

    This interface exposes the market data necessary for pricing an Ibor future option.

    Implementations of this interface must be immutable.

    • Method Detail

      • getLookup

        IborFutureOptionMarketDataLookup getLookup()
        Gets the lookup that provides access to Ibor future option volatilities.
        Returns:
        the Ibor future option lookup
      • getMarketData

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

        IborFutureOptionScenarioMarketData 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

        IborFutureOptionMarketData 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