Interface RatesScenarioMarketData
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public interface RatesScenarioMarketData
Market 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
RatesMarketDataLookup
to 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 RatesMarketDataLookup
getLookup()
Gets the lookup that provides access to discount curves and forward curves.ScenarioMarketData
getMarketData()
Gets the market data.int
getScenarioCount()
Gets the number of scenarios.RatesMarketData
scenario(int scenarioIndex)
Returns market data for a single scenario.RatesScenarioMarketData
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
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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