Interface SwaptionMarketData


  • 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.

    • Method Detail

      • getValuationDate

        default LocalDate getValuationDate()
        Gets the valuation date.
        Returns:
        the valuation date
      • getLookup

        SwaptionMarketDataLookup getLookup()
        Gets the lookup that provides access to swaption volatilities.
        Returns:
        the swaption lookup
      • getMarketData

        MarketData getMarketData()
        Gets the market data.
        Returns:
        the market data
      • 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
      • 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