Interface CreditRatesScenarioMarketData
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public interface CreditRatesScenarioMarketData
Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.This interface exposes the market data necessary for pricing credit products, such as CDS and CDS index. It uses a
CreditRatesMarketDataLookup
to provide a view onScenarioMarketData
.Implementations of this interface must be immutable.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description CreditRatesMarketDataLookup
getLookup()
Gets the lookup that provides access to credit, discount and recovery rate curves.ScenarioMarketData
getMarketData()
Gets the market data.int
getScenarioCount()
Gets the number of scenarios.CreditRatesMarketData
scenario(int scenarioIndex)
Returns market data for a single scenario.CreditRatesScenarioMarketData
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
CreditRatesMarketDataLookup getLookup()
Gets the lookup that provides access to credit, discount and recovery rate curves.- Returns:
- the credit rates lookup
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getMarketData
ScenarioMarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
CreditRatesScenarioMarketData 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
CreditRatesMarketData 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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