Interface SwaptionScenarioMarketData
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public interface SwaptionScenarioMarketData
Market data for swaptions, used for calculation across multiple scenarios.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 Modifier and Type Method Description SwaptionMarketDataLookup
getLookup()
Gets the lookup that provides access to swaption volatilities.ScenarioMarketData
getMarketData()
Gets the market data.int
getScenarioCount()
Gets the number of scenarios.SwaptionMarketData
scenario(int scenarioIndex)
Returns market data for a single scenario.SwaptionScenarioMarketData
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
SwaptionMarketDataLookup getLookup()
Gets the lookup that provides access to swaption volatilities.- Returns:
- the swaption lookup
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getMarketData
ScenarioMarketData getMarketData()
Gets the market data.- Returns:
- the market data
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withMarketData
SwaptionScenarioMarketData 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
SwaptionMarketData 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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