Interface RatesMarketData


  • public interface RatesMarketData
    Market data for rates products.

    This interface exposes the market data necessary for pricing rates products, such as Swaps, FRAs and FX. It uses a RatesMarketDataLookup to provide a view on MarketData.

    Implementations of this interface must be immutable.

    • Method Detail

      • getValuationDate

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

        RatesMarketDataLookup getLookup()
        Gets the lookup that provides access to discount curves and forward curves.
        Returns:
        the rates lookup
      • getMarketData

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

        RatesMarketData 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
      • ratesProvider

        RatesProvider ratesProvider()
        Gets the rates provider.

        This provides access to discount curves, forward curves and FX.

        Returns:
        the rates provider
      • fxRateProvider

        default FxRateProvider fxRateProvider()
        Gets the FX rate provider.

        This provides access to FX rates. By default, this returns the rates provider.

        Returns:
        the rates provider