/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.sesame.credit.converter; import com.opengamma.analytics.financial.credit.isdastandardmodel.CDSAnalytic; import com.opengamma.financial.security.credit.StandardCDSSecurity; import com.opengamma.sesame.Environment; import com.opengamma.sesame.credit.IsdaCreditCurve; import com.opengamma.util.result.Result; /** * Converts a {@link StandardCDSSecurity} to a its equivalent analytics type. */ public interface StandardCdsConverterFn { /** * Convert the given standard cds to its equivalent analytics type. * * @param env the pricing environment * @param cds the standard cds * @param curve the curve resolved for the cds * @return the constructed cds analytic */ Result<CDSAnalytic> toCdsAnalytic(Environment env, StandardCDSSecurity cds, IsdaCreditCurve curve); }