/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.volatility;
/**
* Interface for any model where the option's (Black) volatility is a function of the forward, the strike, timeToExpiry and an additional
* period (i.e. swap length for swaption). The model itself will most likely have a set of parameters (e.g. the alpha, beta, nu & rho of SABR),
* but they are nothing to do with this interface. The 2D refers to the number of time dimensions.
*/
public interface VolatilityModel2D extends VolatilityModel<double[]> {
double getVolatility(final double forward, final double strike, final double timeToExpiry, final double tenor);
}