/**
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.measure.capfloor;
import java.time.LocalDate;
import com.opengamma.strata.basics.index.IborIndex;
import com.opengamma.strata.data.MarketData;
import com.opengamma.strata.data.MarketDataNotFoundException;
import com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities;
/**
* Market data for Ibor cap/floor.
* <p>
* This interface exposes the market data necessary for pricing Ibor caps/floors.
* <p>
* Implementations of this interface must be immutable.
*/
public interface IborCapFloorMarketData {
/**
* Gets the valuation date.
*
* @return the valuation date
*/
public default LocalDate getValuationDate() {
return getMarketData().getValuationDate();
}
//-------------------------------------------------------------------------
/**
* Gets the lookup that provides access to cap/floor volatilities.
*
* @return the cap/floor lookup
*/
public abstract IborCapFloorMarketDataLookup 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 IborCapFloorMarketData withMarketData(MarketData marketData);
//-------------------------------------------------------------------------
/**
* Gets the volatilities for the specified Ibor index.
* <p>
* If the index is not found, an exception is thrown.
*
* @param index the Ibor index
* @return the volatilities for the index
* @throws MarketDataNotFoundException if the index is not found
*/
public abstract IborCapletFloorletVolatilities volatilities(IborIndex index);
}