Interface IborCapFloorMarketData


  • public interface IborCapFloorMarketData
    Market data for Ibor cap/floor.

    This interface exposes the market data necessary for pricing Ibor caps/floors.

    Implementations of this interface must be immutable.

    • Method Detail

      • getValuationDate

        default LocalDate getValuationDate()
        Gets the valuation date.
        Returns:
        the valuation date
      • getLookup

        IborCapFloorMarketDataLookup getLookup()
        Gets the lookup that provides access to cap/floor volatilities.
        Returns:
        the cap/floor lookup
      • getMarketData

        MarketData getMarketData()
        Gets the market data.
        Returns:
        the market data
      • 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