com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData 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 com.opengamma.strata.data.scenario.ScenarioMarketData;
/**
* Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.
*
* This interface exposes the market data necessary for pricing credit products, such as CDS and CDS index.
* It uses a {@link CreditRatesMarketDataLookup} to provide a view on {@link ScenarioMarketData}.
*
* Implementations of this interface must be immutable.
*/
public interface CreditRatesScenarioMarketData {
/**
* Gets the lookup that provides access to credit, discount and recovery rate curves.
*
* @return the credit rates lookup
*/
public abstract CreditRatesMarketDataLookup getLookup();
/**
* Gets the market data.
*
* @return the market data
*/
public abstract ScenarioMarketData 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 CreditRatesScenarioMarketData withMarketData(ScenarioMarketData marketData);
//-------------------------------------------------------------------------
/**
* Gets the number of scenarios.
*
* @return the number of scenarios
*/
public abstract int getScenarioCount();
/**
* Returns market data for a single scenario.
*
* This returns a view of the market data for the specified scenario.
*
* @param scenarioIndex the scenario index
* @return the market data for the specified scenario
* @throws IndexOutOfBoundsException if the scenario index is invalid
*/
public abstract CreditRatesMarketData scenario(int scenarioIndex);
}