/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.provider.method;
import com.opengamma.analytics.financial.forex.method.FXMatrix;
import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveProviderInterface;
import com.opengamma.util.money.Currency;
/**
* A function used as objective function for calibration on successive instrument with a root finding process at each of them.
* But with the additional possibility to set multi curves.
*/
public abstract class SuccessiveRootFinderCalibrationObjectiveWithMultiCurves extends SuccessiveRootFinderCalibrationObjective {
/**
* Constructor.
* @param fxMatrix The exchange rate to convert the present values in a unique currency.
* @param ccy The unique currency in which all present values are converted.
*/
public SuccessiveRootFinderCalibrationObjectiveWithMultiCurves(FXMatrix fxMatrix, Currency ccy) {
super(fxMatrix, ccy);
}
/**
* The data used in the calibration.
* @param multicurves The multi-curves provider.
*/
public abstract void setMulticurves(MulticurveProviderInterface multicurves);
}