com.opengamma.strata.measure.credit.CreditRatesMarketData Maven / Gradle / Ivy
/*
* Copyright (C) 2017 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.measure.credit;
import java.time.LocalDate;
import com.opengamma.strata.data.MarketData;
import com.opengamma.strata.pricer.credit.CreditRatesProvider;
/**
* Market data for credit products.
*
* This interface exposes the market data necessary for pricing credit products.
*
* Implementations of this interface must be immutable.
*/
public interface CreditRatesMarketData {
/**
* Gets the valuation date.
*
* @return the valuation date
*/
public default LocalDate getValuationDate() {
return getMarketData().getValuationDate();
}
//-------------------------------------------------------------------------
/**
* Gets the lookup that provides access to credit, discount and recovery rate curves.
*
* @return the lookup
*/
public abstract CreditRatesMarketDataLookup 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 CreditRatesMarketData withMarketData(MarketData marketData);
//-------------------------------------------------------------------------
/**
* Gets the credit rates provider.
*
* This provides access to credit, discount and recovery rate curves.
*
* @return the credit rates provider
*/
public abstract CreditRatesProvider creditRatesProvider();
}