/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.pricer.curve;
import com.opengamma.strata.market.param.CurrencyParameterSensitivities;
import com.opengamma.strata.pricer.rate.RatesProvider;
import com.opengamma.strata.product.ResolvedTrade;
/**
* Provides access to the measures needed to perform curve calibration for a single type of trade.
* <p>
* The most commonly used measures are par spread and converted present value.
* <p>
* See {@link TradeCalibrationMeasure} for constants defining measures for common trade types.
*
* @param <T> the trade type
*/
public interface CalibrationMeasure<T extends ResolvedTrade> {
/**
* Gets the trade type of the calibrator.
*
* @return the trade type
*/
public abstract Class<T> getTradeType();
/**
* Calculates the value, such as par spread.
* <p>
* The value must be calculated using the specified rates provider.
*
* @param trade the trade
* @param provider the rates provider
* @return the sensitivity
* @throws IllegalArgumentException if the trade cannot be valued
*/
public abstract double value(T trade, RatesProvider provider);
/**
* Calculates the parameter sensitivities that relate to the value.
* <p>
* The sensitivities must be calculated using the specified rates provider.
*
* @param trade the trade
* @param provider the rates provider
* @return the sensitivity
* @throws IllegalArgumentException if the trade cannot be valued
*/
public abstract CurrencyParameterSensitivities sensitivities(T trade, RatesProvider provider);
}