/**
* 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.inflation;
import java.util.List;
import java.util.Set;
import com.opengamma.analytics.financial.forex.method.FXMatrix;
import com.opengamma.analytics.financial.instrument.index.IborIndex;
import com.opengamma.analytics.financial.instrument.index.IndexON;
import com.opengamma.analytics.financial.instrument.index.IndexPrice;
import com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountCurve;
import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderInterface;
import com.opengamma.util.money.Currency;
/**
* Interface specific to inflation curves.
* Compose the MulticurveProviderInterface.
*/
public interface InflationProviderInterface extends ParameterInflationProviderInterface {
/**
* Create a new copy of the provider.
* @return The provider.
*/
@Override
InflationProviderInterface copy();
/**
* Gets the estimated price index for a given reference time.
* @param index The price index.
* @param time The reference time.
* @return The price index.
*/
double getPriceIndex(IndexPrice index, Double time);
// TODO: Do we need a method which returns the inflation rate over a period?
/**
* Return the name associated to a price index.
* @param index The price index.
* @return The name.
*/
String getName(IndexPrice index);
/**
* Gets the set of price indexes defined in the provider.
* @return The set of index.
*/
Set<IndexPrice> getPriceIndexes();
/**
* Returns an unmodifiable sorted set containing the names of all curves (discounting, forward, price index and issuers).
* @return The names.
* @deprecated Use {@link #getAllCurveNames()}
*/
@Deprecated
Set<String> getAllNames();
/**
* Gets the number of parameters for a curve described by its name.
* @param name The curve name.
* @return The number of parameters.
*/
Integer getNumberOfParameters(String name);
/**
* Gets the underlying name(s) (i.e. {@link YieldAndDiscountCurve#getName()} for a curve name;
* this can be multi-valued in the case of spread curves.
* @param name The curve name
* @return The name(s) of the underlying curves.
*/
List<String> getUnderlyingCurvesNames(String name);
/**
* Returns the MulticurveProvider from which the InflationProvider is composed.
* @return The multi-curves provider.
*/
@Override
MulticurveProviderInterface getMulticurveProvider();
// ===== Methods related to MulticurveProvider =====
// TODO: not required? The getMulticurveProvider is enough.
/**
* Gets the discount factor for one currency at a given time to maturity.
* @param ccy The currency.
* @param time The time.
* @return The discount factor.
*/
double getDiscountFactor(Currency ccy, Double time);
/**
* Gets the forward for one Ibor index between start and end times.
* @param index The Ibor index.
* @param startTime The start time.
* @param endTime The end time.
* @param accrualFactor The Ibor accrual factor.
* @return The forward rate.
*/
double getForwardRate(IborIndex index, double startTime, double endTime, double accrualFactor);
/**
* Gets the forward for one Ibor index between start and end times.
* @param index The Ibor index.
* @param startTime The start time.
* @param endTime The end time.
* @param accrualFactor The Ibor accrual factor.
* @return The forward rate.
*/
double getForwardRate(IndexON index, double startTime, double endTime, double accrualFactor);
/**
* Return the exchange rate between two currencies.
* @param ccy1 The first currency.
* @param ccy2 The second currency.
* @return The exchange rate: 1.0 * ccy1 = x * ccy2.
*/
double getFxRate(final Currency ccy1, final Currency ccy2);
/**
* Return the name associated to the discounting in a currency.
* @param ccy The currency.
* @return The name.
*/
String getName(Currency ccy);
/**
* Returns a set of all the currencies available for discounting.
* @return The currency set.
*/
Set<Currency> getCurrencies();
/**
* Returns the curve name associated to an index.
* @param index The index.
* @return The name.
*/
String getName(IborIndex index);
/**
* Returns a set of all the index available for forward.
* @return The index set.
*/
Set<IborIndex> getIndexesIbor();
/**
* Returns the curve name associated to an index.
* @param index The index.
* @return The name.
*/
String getName(IndexON index);
/**
* Returns a set of all the index available for forward.
* @return The index set.
*/
Set<IndexON> getIndexesON();
/**
* Gets the underlying FXMatrix containing the exchange rates.
* @return The matrix.
*/
FXMatrix getFxRates();
// ===== Convenience methods =====
/**
* Returns a new provider with the discounting curve for a particular currency replaced.
* @param ccy The currency, not null
* @param replacement The replacement discounting curve, not null
* @return A new provider with the discounting curve for the currency replaced by the input curve.
*/
InflationProviderInterface withDiscountFactor(Currency ccy, YieldAndDiscountCurve replacement);
/**
* Returns a new provider with the curve for a particular ibor index replaced.
* @param index The ibor index, not null
* @param replacement The replacement ibor index curve, not null
* @return A new provider with the ibor index curve replaced by the input curve.
*/
InflationProviderInterface withForward(IborIndex index, YieldAndDiscountCurve replacement);
/**
* Returns a new provider with the curve for a particular overnight index replaced.
* @param index The overnight index, not null
* @param replacement The replacement overnight index curve, not null
* @return A new provider with the overnight index curve replaced by the input curve.
*/
InflationProviderInterface withForward(IndexON index, YieldAndDiscountCurve replacement);
}