Interface FxOptionScenarioMarketData
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public interface FxOptionScenarioMarketDataMarket data for FX options, used for calculation across multiple scenarios.This interface exposes the market data necessary for pricing FX options.
Implementations of this interface must be immutable.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description FxOptionMarketDataLookupgetLookup()Gets the lookup that provides access to FX options volatilities.ScenarioMarketDatagetMarketData()Gets the market data.intgetScenarioCount()Gets the number of scenarios.FxOptionMarketDatascenario(int scenarioIndex)Returns market data for a single scenario.FxOptionScenarioMarketDatawithMarketData(ScenarioMarketData marketData)Returns a copy of this instance with the specified market data.
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Method Detail
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getLookup
FxOptionMarketDataLookup getLookup()
Gets the lookup that provides access to FX options volatilities.- Returns:
- the FX options lookup
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getMarketData
ScenarioMarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
FxOptionScenarioMarketData 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
FxOptionMarketData 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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