Interface BondFutureOptionScenarioMarketData
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public interface BondFutureOptionScenarioMarketData
Market data for bond future options, used for calculation across multiple scenarios.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 Modifier and Type Method Description BondFutureOptionMarketDataLookup
getLookup()
Gets the lookup that provides access to bond future volatilities.ScenarioMarketData
getMarketData()
Gets the market data.int
getScenarioCount()
Gets the number of scenarios.BondFutureOptionMarketData
scenario(int scenarioIndex)
Returns market data for a single scenario.BondFutureOptionScenarioMarketData
withMarketData(ScenarioMarketData marketData)
Returns a copy of this instance with the specified market data.
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Method Detail
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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
ScenarioMarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
BondFutureOptionScenarioMarketData 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
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getScenarioCount
int getScenarioCount()
Gets the number of scenarios.- Returns:
- the number of scenarios
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scenario
BondFutureOptionMarketData 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:
IndexOutOfBoundsException
- if the scenario index is invalid
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