/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.pricer.impl.credit.isda; import java.util.function.Function; /** * For a given quoted spread (aka 'flat' spread), this function returns the risky annuity * (aka risky PV01, RPV01 or risky duration). * Exactly how this is done depends on the concrete implementation. */ public abstract class AnnuityForSpreadFunction implements Function<Double, Double> { }