Interface FxOptionMarketData
-
public interface FxOptionMarketData
Market data for FX options.This interface exposes the market data necessary for pricing FX options.
Implementations of this interface must be immutable.
-
-
Method Summary
All Methods Instance Methods Abstract Methods Default Methods Modifier and Type Method Description FxOptionMarketDataLookup
getLookup()
Gets the lookup that provides access to FX options volatilities.MarketData
getMarketData()
Gets the market data.default LocalDate
getValuationDate()
Gets the valuation date.FxOptionVolatilities
volatilities(CurrencyPair currencyPair)
Gets the volatilities for the specified currency pair.FxOptionMarketData
withMarketData(MarketData marketData)
Returns a copy of this instance with the specified market data.
-
-
-
Method Detail
-
getValuationDate
default LocalDate getValuationDate()
Gets the valuation date.- Returns:
- the valuation date
-
getLookup
FxOptionMarketDataLookup getLookup()
Gets the lookup that provides access to FX options volatilities.- Returns:
- the FX options lookup
-
getMarketData
MarketData getMarketData()
Gets the market data.- Returns:
- the market data
-
withMarketData
FxOptionMarketData 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
-
volatilities
FxOptionVolatilities volatilities(CurrencyPair currencyPair)
Gets the volatilities for the specified currency pair.If the currency pair is not found, an exception is thrown.
- Parameters:
currencyPair
- the currency pair- Returns:
- the volatilities for the currency pair
- Throws:
MarketDataNotFoundException
- if the currency pair is not found
-
-