/** * Copyright (C) 2014 - 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.GeneratorAttributeIR; import com.opengamma.analytics.financial.instrument.index.GeneratorInstrument; import com.opengamma.analytics.math.surface.Surface; /** * Interface for swaption provider with parameters represented by a surface. */ public interface SwaptionSurfaceProvider { /** * Returns the surface describing the model parameters. * @return The surface */ Surface<Double, Double, Double> getParameterSurface(); /** * Returns the swap generator for which the parameters are valid, * i.e. the data is calibrated to swaption on vanilla swaps with conventions as described in the generator. * @return The generator. */ GeneratorInstrument<GeneratorAttributeIR> getGeneratorSwap(); }