/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.volatility.local.deprecated;
import com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurve;
import com.opengamma.analytics.financial.model.option.pricing.analytic.formula.EuropeanVanillaOption;
import com.opengamma.analytics.financial.model.volatility.local.LocalVolatilityForwardPDEGreekCalculator1;
import com.opengamma.analytics.financial.model.volatility.local.LocalVolatilitySurface;
import com.opengamma.analytics.financial.model.volatility.smile.fitting.sabr.SmileSurfaceDataBundle;
import com.opengamma.engine.value.ValueRequirementNames;
/**
*
* @deprecated Deprecated
*/
@Deprecated
public class ForexLocalVolatilityBucketedVegaFunction extends ForexLocalVolatilityPDEGridFunction {
@Override
protected Object getResult(final LocalVolatilityForwardPDEGreekCalculator1<?> calculator, final LocalVolatilitySurface<?> localVolatilitySurface, final ForwardCurve forwardCurve,
final SmileSurfaceDataBundle data, final EuropeanVanillaOption option) {
return calculator.getBucketedVega(data, localVolatilitySurface, option);
}
@Override
protected String getResultName() {
return ValueRequirementNames.LOCAL_VOLATILITY_PDE_BUCKETED_VEGA;
}
}