/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.sesame.credit; import com.opengamma.analytics.financial.credit.isdastandardmodel.ISDACompliantCreditCurve; import com.opengamma.financial.analytics.isda.credit.CreditCurveDataKey; import com.opengamma.sesame.Environment; import com.opengamma.sesame.OutputNames; import com.opengamma.sesame.cache.Cacheable; import com.opengamma.sesame.function.Output; import com.opengamma.util.result.Result; /** * Function for producing {@link ISDACompliantCreditCurve}s, the analytics object * for representing credit curves. */ public interface IsdaCompliantCreditCurveFn { /** * Builds the credit curve for the specified {@link CreditCurveDataKey}. * @param env the pricing environment * @param creditCurveKey the credit key * @return an {@link ISDACompliantCreditCurve} result */ @Cacheable @Output(OutputNames.ISDA_CREDIT_CURVE) Result<IsdaCreditCurve> buildIsdaCompliantCreditCurve(Environment env, CreditCurveDataKey creditCurveKey); }