/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.provider.description.forex;
import com.opengamma.analytics.financial.model.option.definition.SmileDeltaParameters;
import com.opengamma.analytics.financial.model.volatility.surface.SmileDeltaTermStructureParameters;
import com.opengamma.util.money.Currency;
/**
* Interface to Forex volatility smile described from delta and multi-curves provider.
*/
public interface BlackForexVannaVolgaProviderInterface extends BlackForexProviderInterface<SmileDeltaTermStructureParameters> {
/**
* Returns the (Black implied) volatility smile at a given expiration time.
* @param ccy1 The first currency.
* @param ccy2 The second currency.
* @param time The time to expiration.
* @return The volatility smile.
*/
SmileDeltaParameters getSmile(final Currency ccy1, final Currency ccy2, final double time);
}