com.opengamma.strata.measure.rate.RatesMarketData 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.rate;
import java.time.LocalDate;
import com.opengamma.strata.basics.currency.FxRateProvider;
import com.opengamma.strata.data.MarketData;
import com.opengamma.strata.pricer.rate.RatesProvider;
/**
* Market data for rates products.
*
* This interface exposes the market data necessary for pricing rates products,
* such as Swaps, FRAs and FX.
* It uses a {@link RatesMarketDataLookup} to provide a view on {@link MarketData}.
*
* Implementations of this interface must be immutable.
*/
public interface RatesMarketData {
/**
* Gets the valuation date.
*
* @return the valuation date
*/
public default LocalDate getValuationDate() {
return getMarketData().getValuationDate();
}
//-------------------------------------------------------------------------
/**
* Gets the lookup that provides access to discount curves and forward curves.
*
* @return the rates lookup
*/
public abstract RatesMarketDataLookup 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 RatesMarketData withMarketData(MarketData marketData);
//-------------------------------------------------------------------------
/**
* Gets the rates provider.
*
* This provides access to discount curves, forward curves and FX.
*
* @return the rates provider
*/
public abstract RatesProvider ratesProvider();
/**
* Gets the FX rate provider.
*
* This provides access to FX rates.
* By default, this returns the rates provider.
*
* @return the rates provider
*/
public default FxRateProvider fxRateProvider() {
return ratesProvider();
}
}