/** * 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.interestrate; import com.opengamma.analytics.financial.instrument.index.GeneratorSwapFixedIbor; import com.opengamma.analytics.financial.model.option.definition.SABRInterestRateParameters; /** * Interface for swaption SABR parameters provider for one underlying. */ public interface SABRSwaptionProviderInterface extends ParameterProviderInterface { /** * Create a new copy of the provider. * @return The bundle. */ @Override SABRSwaptionProviderInterface copy(); /** * Gets the parameters of the SABR grid. * @return The SABR parameters. */ SABRInterestRateParameters getSABRParameter(); /** * Returns the swap generator for which the SABR data is valid, i.e. the data is calibrated to swaption on vanilla swaps with the description contains in the generator. * @return The generator. */ GeneratorSwapFixedIbor getSABRGenerator(); }