/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.riskfactor;
import com.opengamma.analytics.financial.equity.StaticReplicationDataBundle;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
/**
* Calculates the value (or dollar) greek of an option given market data used to calculate the greek and the greek.
*/
public interface ValueGreekCalculator {
/**
* @param derivative The option, not null
* @param market The market data used to calculate the greek, not null
* @param greek The greek
* @return The value greek
*/
double valueGreek(final InstrumentDerivative derivative, final StaticReplicationDataBundle market, final double greek);
}