Interface RatesScenarioMarketData
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public interface RatesScenarioMarketDataMarket data for rates products, used for calculation across multiple scenarios.This interface exposes the market data necessary for pricing rates products, such as Swaps, FRAs and FX. It uses a
RatesMarketDataLookupto provide a view onScenarioMarketData.Implementations of this interface must be immutable.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description RatesMarketDataLookupgetLookup()Gets the lookup that provides access to discount curves and forward curves.ScenarioMarketDatagetMarketData()Gets the market data.intgetScenarioCount()Gets the number of scenarios.RatesMarketDatascenario(int scenarioIndex)Returns market data for a single scenario.RatesScenarioMarketDatawithMarketData(ScenarioMarketData marketData)Returns a copy of this instance with the specified market data.
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Method Detail
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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
ScenarioMarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
RatesScenarioMarketData 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
RatesMarketData 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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