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• NormalSwaptionVolatilities.java

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com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities Maven / Gradle / Ivy

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

import com.opengamma.strata.market.ValueType;
import com.opengamma.strata.market.param.ParameterPerturbation;

/**
 * Volatility for swaptions in the normal or Bachelier model.
 */
public interface NormalSwaptionVolatilities
    extends SwaptionVolatilities {

  @Override
  public default ValueType getVolatilityType() {
    return ValueType.NORMAL_VOLATILITY;
  }

  @Override
  public abstract NormalSwaptionVolatilities withParameter(int parameterIndex, double newValue);

  @Override
  public abstract NormalSwaptionVolatilities withPerturbation(ParameterPerturbation perturbation);

}