/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame;
import com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries;
/**
* Provides a conversion from a spot-rate time-series to an FX return series.
*/
public interface TimeSeriesReturnConverter {
/**
* Converts the provided FX spot rate series to an FX return series.
*
* @param spotSeries the series to be converted, not null
* @return a return series
*/
LocalDateDoubleTimeSeries convert(LocalDateDoubleTimeSeries spotSeries);
}