//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: @Override public com.google.common.collect.ImmutableSet<com.opengamma.strata.data.MarketDataId<?>> getVolatilityIds(com.opengamma.strata.basics.currency.CurrencyPair currencyPair)
public ImmutableSet <MarketDataId <object> > getVolatilityIds(CurrencyPair currencyPair)
{
FxOptionVolatilitiesId id = volatilityIds.get(currencyPair);
if (id == null)
{
throw new System.ArgumentException(msgPairNotFound(currencyPair));
}
return(ImmutableSet.of(id));
}
//-------------------------------------------------------------------------
public FxOptionVolatilities volatilities(CurrencyPair currencyPair, MarketData marketData)
{
FxOptionVolatilitiesId volatilityId = volatilityIds.get(currencyPair);
if (volatilityId == null)
{
throw new MarketDataNotFoundException(msgPairNotFound(currencyPair));
}
return(marketData.getValue(volatilityId));
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance based on a single mapping from currency pair to volatility identifier.
/// <para>
/// The lookup provides volatilities for the specified currency pair.
///
/// </para>
/// </summary>
/// <param name="currencyPair"> the currency pair </param>
/// <param name="volatilityId"> the volatility identifier </param>
/// <returns> the FX options lookup containing the specified mapping </returns>
public static DefaultFxOptionMarketDataLookup of(CurrencyPair currencyPair, FxOptionVolatilitiesId volatilityId)
{
return(new DefaultFxOptionMarketDataLookup(ImmutableMap.of(currencyPair, volatilityId)));
}
