/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.horizon;

import org.threeten.bp.ZonedDateTime;

import com.opengamma.analytics.financial.instrument.InstrumentDefinition;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.financial.convention.calendar.Calendar;
import com.opengamma.util.money.MultipleCurrencyAmount;

/**
 * Calculates the difference in present value between one day and the next, giving a theta-like result.
 * Possible implementations could be a constant spread-type calculation, where there is no forward slide
 * of the market data, or one where all market data has slide.
 * @param <U> The type of instrument
 * @param <V> The type of the market data
 * @param <W> The type of any additional market data required to calculate the horizon.
 * @deprecated {@link YieldCurveBundle} is deprecated
 */
@Deprecated
public interface HorizonCalculatorDeprecated<U extends InstrumentDefinition<?>, V extends YieldCurveBundle, W> {

  /**
   * Calculates the theta for an instrument.
   * @param definition The swap definition, not null
   * @param date The calculation date, not null
   * @param yieldCurveNames The yield curve names, not null
   * @param data The initial yield curve data, not null
   * @param daysForward The number of days to roll forward, must be +/-1
   * @param calendar The holiday calendar, not null
   * @return The theta
   */
  MultipleCurrencyAmount getTheta(U definition, ZonedDateTime date, String[] yieldCurveNames, V data,
      int daysForward, Calendar calendar);

  /**
   * Calculates the theta for an instrument.
   * @param definition The swap definition, not null
   * @param date The calculation date, not null
   * @param yieldCurveNames The yield curve names, not null
   * @param data The initial yield curve data, not null
   * @param daysForward The number of days to roll forward, must be +/-1
   * @param calendar The holiday calendar, not null
   * @param additionalData Any additional data that are needed for pricing (e.g. fixing series for swaps).
   * @return The theta
   */
  MultipleCurrencyAmount getTheta(U definition, ZonedDateTime date, String[] yieldCurveNames, V data,
      int daysForward, Calendar calendar, W additionalData);
}