/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame.credit.converter;
import com.opengamma.analytics.financial.credit.isdastandardmodel.CDSAnalytic;
import com.opengamma.financial.security.credit.IndexCDSSecurity;
import com.opengamma.financial.security.credit.StandardCDSSecurity;
import com.opengamma.sesame.Environment;
import com.opengamma.sesame.credit.IsdaCreditCurve;
import com.opengamma.util.result.Result;
/**
* Converts a {@link IndexCDSSecurity} to a its equivalent analytics type.
*/
public interface IndexCdsConverterFn {
/**
* Convert the given standard cds to its equivalent analytics type.
*
* @param env the pricing environment
* @param cds the index cds
* @param curve the curve resolved for the cds
* @return the constructed cds analytic
*/
Result<CDSAnalytic> toCdsAnalytic(Environment env, IndexCDSSecurity cds, IsdaCreditCurve curve);
}