Interface CreditRatesMarketData
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public interface CreditRatesMarketData
Market data for credit products.This interface exposes the market data necessary for pricing credit products.
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 CreditRatesProvider
creditRatesProvider()
Gets the credit rates provider.CreditRatesMarketDataLookup
getLookup()
Gets the lookup that provides access to credit, discount and recovery rate curves.MarketData
getMarketData()
Gets the market data.default LocalDate
getValuationDate()
Gets the valuation date.CreditRatesMarketData
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
CreditRatesMarketDataLookup getLookup()
Gets the lookup that provides access to credit, discount and recovery rate curves.- Returns:
- the lookup
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getMarketData
MarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
CreditRatesMarketData 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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creditRatesProvider
CreditRatesProvider creditRatesProvider()
Gets the credit rates provider.This provides access to credit, discount and recovery rate curves.
- Returns:
- the credit rates provider
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