com.opengamma.strata.measure.bond.BondFutureOptionMarketData Maven / Gradle / Ivy
/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.measure.bond;
import java.time.LocalDate;
import com.opengamma.strata.data.MarketData;
import com.opengamma.strata.data.MarketDataNotFoundException;
import com.opengamma.strata.pricer.bond.BondFutureVolatilities;
import com.opengamma.strata.product.SecurityId;
/**
* Market data for bond future options.
*
* This interface exposes the market data necessary for pricing bond future options.
*
* Implementations of this interface must be immutable.
*/
public interface BondFutureOptionMarketData {
/**
* Gets the valuation date.
*
* @return the valuation date
*/
public default LocalDate getValuationDate() {
return getMarketData().getValuationDate();
}
//-------------------------------------------------------------------------
/**
* Gets the lookup that provides access to bond future volatilities.
*
* @return the bond future options lookup
*/
public abstract BondFutureOptionMarketDataLookup getLookup();
/**
* Gets the market data.
*
* @return the market data
*/
public abstract MarketData getMarketData();
/**
* Returns a copy of this instance with the specified market data.
*
* @param marketData the market data to use
* @return a market view based on the specified data
*/
public abstract BondFutureOptionMarketData withMarketData(MarketData marketData);
//-------------------------------------------------------------------------
/**
* Gets the volatilities for the specified security ID.
*
* If the security ID is not found, an exception is thrown.
*
* @param securityId the security ID
* @return the volatilities for the security ID
* @throws MarketDataNotFoundException if the security ID is not found
*/
public abstract BondFutureVolatilities volatilities(SecurityId securityId);
}