/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.provider.description.forex;
import com.opengamma.analytics.financial.model.volatility.curve.BlackForexTermStructureParameters;
import com.opengamma.util.money.Currency;
/**
* Interface to Forex volatility (flat) and multi-curves provider.
*/
public interface BlackForexFlatProviderInterface extends BlackForexProviderInterface<BlackForexTermStructureParameters> {
/**
* Returns the (Black implied) volatility
* @param ccy1 The first currency.
* @param ccy2 The second currency.
* @param time The time to expiration.
* @return The volatility.
*/
double getVolatility(Currency ccy1, Currency ccy2, double time);
/**
* Returns the volatility sensitivities at a particular time.
* @param ccy1 The first currency.
* @param ccy2 The second currency.
* @param time The time to expiration.
* @return The sensitivities
*/
Double[] getVolatilityTimeSensitivity(Currency ccy1, Currency ccy2, double time);
}