Interface IborFutureOptionScenarioMarketData
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public interface IborFutureOptionScenarioMarketData
Market data for Ibor future options, used for calculation across multiple scenarios.This interface exposes the market data necessary for pricing an Ibor future option.
Implementations of this interface must be immutable.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description IborFutureOptionMarketDataLookup
getLookup()
Gets the lookup that provides access to Ibor future option volatilities.ScenarioMarketData
getMarketData()
Gets the market data.int
getScenarioCount()
Gets the number of scenarios.IborFutureOptionMarketData
scenario(int scenarioIndex)
Returns market data for a single scenario.IborFutureOptionScenarioMarketData
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
IborFutureOptionMarketDataLookup getLookup()
Gets the lookup that provides access to Ibor future option volatilities.- Returns:
- the Ibor future option lookup
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getMarketData
ScenarioMarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
IborFutureOptionScenarioMarketData 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
IborFutureOptionMarketData 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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