/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.sesame.fxforward; import com.opengamma.financial.analytics.DoubleLabelledMatrix1D; import com.opengamma.financial.security.fx.FXForwardSecurity; import com.opengamma.sesame.Environment; import com.opengamma.sesame.OutputNames; import com.opengamma.sesame.function.Output; import com.opengamma.util.result.Result; /** * Generates yield curve node sensitivities for an FX Forward security */ public interface FXForwardYieldCurveNodeSensitivitiesFn { @Output(OutputNames.YIELD_CURVE_NODE_SENSITIVITIES) Result<DoubleLabelledMatrix1D> calculateYieldCurveNodeSensitivities(Environment env, FXForwardSecurity security); }