Interface BondFutureOptionMarketData
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public interface BondFutureOptionMarketDataMarket data for bond future options.This interface exposes the market data necessary for pricing bond future options.
Implementations of this interface must be immutable.
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Method Summary
All Methods Instance Methods Abstract Methods Default Methods Modifier and Type Method Description BondFutureOptionMarketDataLookupgetLookup()Gets the lookup that provides access to bond future volatilities.MarketDatagetMarketData()Gets the market data.default LocalDategetValuationDate()Gets the valuation date.BondFutureVolatilitiesvolatilities(SecurityId securityId)Gets the volatilities for the specified security ID.BondFutureOptionMarketDatawithMarketData(MarketData marketData)Returns a copy of this instance with the specified market data.
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Method Detail
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getValuationDate
default LocalDate getValuationDate()
Gets the valuation date.- Returns:
- the valuation date
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getLookup
BondFutureOptionMarketDataLookup getLookup()
Gets the lookup that provides access to bond future volatilities.- Returns:
- the bond future options lookup
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getMarketData
MarketData getMarketData()
Gets the market data.- Returns:
- the market data
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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
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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
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