Interface IborCapFloorScenarioMarketData
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public interface IborCapFloorScenarioMarketData
Market data for cap/floors, used for calculation across multiple scenarios.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 Modifier and Type Method Description IborCapFloorMarketDataLookup
getLookup()
Gets the lookup that provides access to cap/floor volatilities.ScenarioMarketData
getMarketData()
Gets the market data.int
getScenarioCount()
Gets the number of scenarios.IborCapFloorMarketData
scenario(int scenarioIndex)
Returns market data for a single scenario.IborCapFloorScenarioMarketData
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
IborCapFloorMarketDataLookup getLookup()
Gets the lookup that provides access to cap/floor volatilities.- Returns:
- the cap/floor lookup
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getMarketData
ScenarioMarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
IborCapFloorScenarioMarketData 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
IborCapFloorMarketData 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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