/**
* 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 com.opengamma.strata.data.scenario.ScenarioMarketData;
/**
* Market data for cap/floors, used for calculation across multiple scenarios.
* <p>
* This interface exposes the market data necessary for pricing Ibor caps/floors.
* <p>
* Implementations of this interface must be immutable.
*/
public interface IborCapFloorScenarioMarketData {
/**
* 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 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 IborCapFloorScenarioMarketData withMarketData(ScenarioMarketData marketData);
//-------------------------------------------------------------------------
/**
* Gets the number of scenarios.
*
* @return the number of scenarios
*/
public abstract int getScenarioCount();
/**
* Returns market data for a single scenario.
* <p>
* 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 IborCapFloorMarketData scenario(int scenarioIndex);
}