Interface RatesScenarioMarketData


  • public interface RatesScenarioMarketData
    Market data for rates products, used for calculation across multiple scenarios.

    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 ScenarioMarketData.

    Implementations of this interface must be immutable.

    • Method Detail

      • getLookup

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

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

        RatesScenarioMarketData 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

        RatesMarketData 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