Interface RatesMarketData
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public interface RatesMarketData
Market data for rates products.This interface exposes the market data necessary for pricing rates products, such as Swaps, FRAs and FX. It uses a
RatesMarketDataLookup
to provide a view onMarketData
.Implementations of this interface must be immutable.
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Method Summary
All Methods Instance Methods Abstract Methods Default Methods Modifier and Type Method Description default FxRateProvider
fxRateProvider()
Gets the FX rate provider.RatesMarketDataLookup
getLookup()
Gets the lookup that provides access to discount curves and forward curves.MarketData
getMarketData()
Gets the market data.default LocalDate
getValuationDate()
Gets the valuation date.RatesProvider
ratesProvider()
Gets the rates provider.RatesMarketData
withMarketData(MarketData marketData)
Returns a copy of this instance with the specified market data.
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Method Detail
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getValuationDate
default LocalDate getValuationDate()
Gets the valuation date.- Returns:
- the valuation date
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getLookup
RatesMarketDataLookup getLookup()
Gets the lookup that provides access to discount curves and forward curves.- Returns:
- the rates lookup
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getMarketData
MarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
RatesMarketData 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
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ratesProvider
RatesProvider ratesProvider()
Gets the rates provider.This provides access to discount curves, forward curves and FX.
- Returns:
- the rates provider
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fxRateProvider
default FxRateProvider fxRateProvider()
Gets the FX rate provider.This provides access to FX rates. By default, this returns the rates provider.
- Returns:
- the rates provider
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