Interface BondFutureOptionMarketData


  • public interface BondFutureOptionMarketData
    Market data for bond future options.

    This interface exposes the market data necessary for pricing bond future options.

    Implementations of this interface must be immutable.

    • Method Detail

      • getValuationDate

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

        BondFutureOptionMarketDataLookup getLookup()
        Gets the lookup that provides access to bond future volatilities.
        Returns:
        the bond future options lookup
      • getMarketData

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

        BondFutureOptionMarketData 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
      • volatilities

        BondFutureVolatilities volatilities​(SecurityId securityId)
        Gets the volatilities for the specified security ID.

        If the security ID is not found, an exception is thrown.

        Parameters:
        securityId - the security ID
        Returns:
        the volatilities for the security ID
        Throws:
        MarketDataNotFoundException - if the security ID is not found