using Qdp.ComputeService.Data.CommonModels.MarketInfos;
using Qdp.ComputeService.Data.CommonModels.MarketInfos.CurveDefinitions;
using Qdp.Pricing.Ecosystem.Market;
using Qdp.Pricing.Library.Common.MathMethods.VolTermStructure;

namespace YLErp.QdpModule
{
    public interface IQdpMarketProxy
    {
        void SaveVolSurface(VolSurfaceWrap wrap);
        void RemoveVolSurface(string valueDate, string volSurfaceName);
        bool SaveCorrelationSurface(string valueDate, string[] underlyingTickers, double correlation);
        bool CreateMarket(string valueDate);
        QdpMarket GetQdpMarket(string valueDate);
        bool LoadMarket(MarketInfo marketInfo);
        void AddStockPrice(string ticker, string valueDate, double price);
        void AddYieldCurve(string curveName, string valueDate, InstrumentCurveDefinition definition);
        void RemoveYieldCurve(string curveName, string valueDate);
        double GetVol(string valueDate, string underlyingTicker, double strike, string maturityDate, double spot);
        SkewMapBaseVolSurface GetSkewMapBaseVolSurface(string valueDate, string underlyingTicker);
        bool SaveSkewMapBaseVolSurface(string valueDate, string underlyingTicker, SkewMapBaseVolSurface baseVolSurface);
        void Clear();
    }
}