com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData 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.fxopt;
import com.opengamma.strata.data.scenario.ScenarioMarketData;
/**
* Market data for FX options, used for calculation across multiple scenarios.
*
* This interface exposes the market data necessary for pricing FX options.
*
* Implementations of this interface must be immutable.
*/
public interface FxOptionScenarioMarketData {
/**
* Gets the lookup that provides access to FX options volatilities.
*
* @return the FX options lookup
*/
public abstract FxOptionMarketDataLookup 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 FxOptionScenarioMarketData 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 FxOptionMarketData scenario(int scenarioIndex);
}