/** * 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.interestrate; import com.opengamma.analytics.financial.instrument.index.IborIndex; import com.opengamma.analytics.financial.model.option.definition.SABRInterestRateParameters; /** * Interface for STIR SABR parameters provider for one underlying. */ public interface SABRSTIRFuturesProviderInterface extends ParameterProviderInterface { /** * Create a new copy of the provider. * @return The bundle. */ @Override SABRSTIRFuturesProviderInterface copy(); /** * Gets the parameters of the SABR grid. * @return The SABR parameters. */ SABRInterestRateParameters getSABRParameters(); /** * Returns the Ibor Index for which the SABR data is valid, i.e. the data is calibrated to STIR on the given index. * @return The generator. */ IborIndex getSABRIndex(); }