com.opengamma.strata.pricer.calibration.RatesProviderGenerator.java Source code

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Here is the source code for com.opengamma.strata.pricer.calibration.RatesProviderGenerator.java

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/**
 * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.strata.pricer.calibration;

import java.util.Map;

import com.google.common.collect.ImmutableMap;
import com.opengamma.strata.collect.array.DoubleArray;
import com.opengamma.strata.market.curve.CurveName;
import com.opengamma.strata.market.curve.JacobianCalibrationMatrix;
import com.opengamma.strata.pricer.rate.ImmutableRatesProvider;
import com.opengamma.strata.pricer.rate.RatesProvider;

/**
 * Generates a {@link RatesProvider} from a set of parameters.
 * <p>
 * This creates a new provider based on the specified parameters.
 */
public interface RatesProviderGenerator {

    /**
     * Generates a rates provider from a set of parameters.
     * <p>
     * The number of parameters passed has to match the total number of parameters in all the curves generated.
     * 
     * @param parameters  the parameters describing the provider
     * @return the provider
     */
    public default ImmutableRatesProvider generate(DoubleArray parameters) {
        return generate(parameters, ImmutableMap.of());
    }

    /**
     * Generates a rates provider from a set of parameters and calibration information.
     * <p>
     * The number of parameters passed has to match the total number of parameters in all the curves generated.
     * 
     * @param parameters  the parameters describing the provider
     * @param jacobians  the curve calibration info
     * @return the provider
     */
    public abstract ImmutableRatesProvider generate(DoubleArray parameters,
            Map<CurveName, JacobianCalibrationMatrix> jacobians);

}