com.opengamma.strata.measure.rate.RatesScenarioMarketData 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 com.opengamma.strata.data.scenario.ScenarioMarketData;
/**
* Market data for rates products, used for calculation across multiple scenarios.
*
* 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 ScenarioMarketData}.
*
* Implementations of this interface must be immutable.
*/
public interface RatesScenarioMarketData {
/**
* 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 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 RatesScenarioMarketData 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 RatesMarketData scenario(int scenarioIndex);
}