class MertonJumpDiffusionModelDataBundle extends StandardOptionDataBundle {

  public MertonJumpDiffusionModelDataBundle withLambda(final double lambda) {
    ArgumentChecker.notZero(lambda, 1e-15, "lambda");
    return new MertonJumpDiffusionModelDataBundle(getInterestRateCurve(), getCostOfCarry(), getVolatilitySurface(), getSpot(), getDate(), lambda, getGamma());
  }

  public  MertonJumpDiffusionModelDataBundle(final YieldAndDiscountCurve discountCurve, final double b, final VolatilitySurface volatilitySurface, final double spot, final ZonedDateTime date,
      final double lambda, final double gamma);
  public  MertonJumpDiffusionModelDataBundle(final MertonJumpDiffusionModelDataBundle data);
  public  MertonJumpDiffusionModelDataBundle(final StandardOptionDataBundle data, final double lambda, final double gamma);

}