Interface SwaptionMarketData
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public interface SwaptionMarketData
Market data for swaptions.This interface exposes the market data necessary for pricing a swaption.
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 SwaptionMarketDataLookup
getLookup()
Gets the lookup that provides access to swaption volatilities.MarketData
getMarketData()
Gets the market data.default LocalDate
getValuationDate()
Gets the valuation date.SwaptionVolatilities
volatilities(RateIndex index)
Gets the volatilities for the specified index.SwaptionMarketData
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
SwaptionMarketDataLookup getLookup()
Gets the lookup that provides access to swaption volatilities.- Returns:
- the swaption lookup
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getMarketData
MarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
SwaptionMarketData 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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volatilities
SwaptionVolatilities volatilities(RateIndex index)
Gets the volatilities for the specified index.If the index is not found, an exception is thrown.
- Parameters:
index
- the index- Returns:
- the volatilities for the index
- Throws:
MarketDataNotFoundException
- if the index is not found
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