/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.sesame.sabr; import com.opengamma.financial.security.FinancialSecurity; import com.opengamma.sesame.Environment; import com.opengamma.util.result.Result; /** * Provides a set of SABR parameters based on the * security passed. */ public interface SabrParametersProviderFn { /** * Retrieve the SABR parameters from a source of data. * * @param env the environment in use, not null * @param security the security that SABR data is required for, not null * @return a result containing the SABR parameters if successful, * a failure result otherwise, not null */ Result<SabrParametersConfiguration> getSabrParameters(Environment env, FinancialSecurity security); }