Interface LegalEntityDiscountingScenarioMarketData
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public interface LegalEntityDiscountingScenarioMarketData
Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.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 onScenarioMarketData
.Implementations of this interface must be immutable.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description LegalEntityDiscountingMarketDataLookup
getLookup()
Gets the lookup that provides access to repo and issuer curves.ScenarioMarketData
getMarketData()
Gets the market data.int
getScenarioCount()
Gets the number of scenarios.LegalEntityDiscountingMarketData
scenario(int scenarioIndex)
Returns market data for a single scenario.LegalEntityDiscountingScenarioMarketData
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
LegalEntityDiscountingMarketDataLookup getLookup()
Gets the lookup that provides access to repo and issuer curves.- Returns:
- the discounting lookup
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getMarketData
ScenarioMarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
LegalEntityDiscountingScenarioMarketData 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
LegalEntityDiscountingMarketData 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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