/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame.bondfuture;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyParameterSensitivity;
import com.opengamma.analytics.util.amount.ReferenceAmount;
import com.opengamma.sesame.Environment;
import com.opengamma.sesame.OutputNames;
import com.opengamma.sesame.function.Output;
import com.opengamma.sesame.trade.BondFutureTrade;
import com.opengamma.util.money.Currency;
import com.opengamma.util.money.MultipleCurrencyAmount;
import com.opengamma.util.result.Result;
import com.opengamma.util.tuple.Pair;
/**
* Bond future calculator.
*/
public interface BondFutureCalculator {
/**
* Calculate the PV for a bond future security.
* @return result containing the PV if successful, a Failure otherwise.
*/
Result<MultipleCurrencyAmount> calculatePV();
/**
* Calculate the PV01 for a bond future security.
* @return result containing the PV01 if successful, a Failure otherwise.
*/
Result<ReferenceAmount<Pair<String, Currency>>> calculatePV01();
/**
* Calculate the Bucketed PV01 for a bond future security.
* @return result containing the bucketed PV01 if successful, a Failure otherwise.
*/
Result<MultipleCurrencyParameterSensitivity> calculateBucketedPV01();
/**
* Calculate the model price of the bond future option.
* @return the model price of the bond future option.
*/
Result<Double> calculateSecurityModelPrice();
}