Interface LegalEntityDiscountingMarketData
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public interface LegalEntityDiscountingMarketData
Market data for products based on repo and issuer curves.This interface exposes the market data necessary for pricing bond products, such as fixing coupon bonds, capital indexed bonds and bond futures. It uses a
LegalEntityDiscountingMarketDataLookup
to provide a view onMarketData
.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 LegalEntityDiscountingProvider
discountingProvider()
Gets the discounting provider.LegalEntityDiscountingMarketDataLookup
getLookup()
Gets the lookup that provides access to repo and issuer curves.MarketData
getMarketData()
Gets the market data.default LocalDate
getValuationDate()
Gets the valuation date.LegalEntityDiscountingMarketData
withMarketData(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
LegalEntityDiscountingMarketDataLookup getLookup()
Gets the lookup that provides access to repo and issuer curves.- Returns:
- the discounting lookup
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getMarketData
MarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
LegalEntityDiscountingMarketData 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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discountingProvider
LegalEntityDiscountingProvider discountingProvider()
Gets the discounting provider.This provides access to repo and issuer curves.
- Returns:
- the discounting provider
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