IborFutureOptionMarketData (OpenGamma Strata)

```
public interface IborFutureOptionMarketData
```
Market data for Ibor future options.
This interface exposes the market data necessary for pricing an Ibor future option.
Implementations of this interface must be immutable.

Method Summary

All Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method	Description
`IborFutureOptionMarketDataLookup`	`getLookup()`	Gets the lookup that provides access to Ibor future option volatilities.
`MarketData`	`getMarketData()`	Gets the market data.
`default LocalDate`	`getValuationDate()`	Gets the valuation date.
`IborFutureOptionVolatilities`	`volatilities(IborIndex index)`	Gets the volatilities for the specified Ibor index.
`IborFutureOptionMarketData`	`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
```
IborFutureOptionMarketDataLookup getLookup()
```
    Gets the lookup that provides access to Ibor future option volatilities.
    
    Returns:
    
    the Ibor future option lookup
  - getMarketData
```
MarketData getMarketData()
```
    Gets the market data.
    
    Returns:
    
    the market data
  - withMarketData
```
IborFutureOptionMarketData 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
```
IborFutureOptionVolatilities volatilities(IborIndex index)
```
    Gets the volatilities for the specified Ibor index.
    If the index is not found, an exception is thrown.
    
    Parameters:
    
    index - the Ibor index
    
    Returns:
    
    the volatilities for the index
    
    Throws:
    
    MarketDataNotFoundException - if the index is not found