Esempio n. 1
0
//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.index.IborIndex index)
        public ImmutableSet <MarketDataId <object> > getVolatilityIds(IborIndex index)
        {
            IborCapletFloorletVolatilitiesId id = volatilityIds.get(index);

            if (id == null)
            {
                throw new System.ArgumentException(msgIndexNotFound(index));
            }
            return(ImmutableSet.of(id));
        }
Esempio n. 2
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        //-------------------------------------------------------------------------
        public IborCapletFloorletVolatilities volatilities(IborIndex index, MarketData marketData)
        {
            IborCapletFloorletVolatilitiesId volatilityId = volatilityIds.get(index);

            if (volatilityId == null)
            {
                throw new MarketDataNotFoundException(msgIndexNotFound(index));
            }
            return(marketData.getValue(volatilityId));
        }
Esempio n. 3
0
 //-------------------------------------------------------------------------
 /// <summary>
 /// Obtains an instance based on a single mapping from index to volatility identifier.
 /// <para>
 /// The lookup provides volatilities for the specified index.
 ///
 /// </para>
 /// </summary>
 /// <param name="index">  the Ibor index </param>
 /// <param name="volatilityId">  the volatility identifier </param>
 /// <returns> the cap/floor lookup containing the specified mapping </returns>
 public static DefaultIborCapFloorMarketDataLookup of(IborIndex index, IborCapletFloorletVolatilitiesId volatilityId)
 {
     return(new DefaultIborCapFloorMarketDataLookup(ImmutableMap.of(index, volatilityId)));
 }