Interface IborCapFloorMarketData
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public interface IborCapFloorMarketDataMarket data for Ibor cap/floor.This interface exposes the market data necessary for pricing Ibor caps/floors.
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 IborCapFloorMarketDataLookupgetLookup()Gets the lookup that provides access to cap/floor volatilities.MarketDatagetMarketData()Gets the market data.default LocalDategetValuationDate()Gets the valuation date.IborCapletFloorletVolatilitiesvolatilities(IborIndex index)Gets the volatilities for the specified Ibor index.IborCapFloorMarketDatawithMarketData(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
IborCapFloorMarketDataLookup getLookup()
Gets the lookup that provides access to cap/floor volatilities.- Returns:
- the cap/floor lookup
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getMarketData
MarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
IborCapFloorMarketData 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
IborCapletFloorletVolatilities volatilities(IborIndex index)
Gets the volatilities for the specified Ibor index.If the index is not found, an exception is thrown.
- Parameters:
index- the Ibor index- Returns:
- the volatilities for the index
- Throws:
MarketDataNotFoundException- if the index is not found
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