Interface CreditRatesMarketData
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public interface CreditRatesMarketDataMarket 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 CreditRatesProvidercreditRatesProvider()Gets the credit rates provider.CreditRatesMarketDataLookupgetLookup()Gets the lookup that provides access to credit, discount and recovery rate curves.MarketDatagetMarketData()Gets the market data.default LocalDategetValuationDate()Gets the valuation date.CreditRatesMarketDatawithMarketData(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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