class ForexOptionVanillaBlackSmileMethod {

  public PresentValueForexBlackVolatilityNodeSensitivityDataBundle presentValueBlackVolatilityNodeSensitivity(final ForexOptionVanilla optionForex,
      final BlackForexSmileProviderInterface smileMulticurves) {
    ArgumentChecker.notNull(optionForex, "Forex option");
    ArgumentChecker.notNull(smileMulticurves, "Smile");
    ArgumentChecker.isTrue(smileMulticurves.checkCurrencies(optionForex.getCurrency1(), optionForex.getCurrency2()), "Option currencies not compatible with smile data");
    final MulticurveProviderInterface multicurves = smileMulticurves.getMulticurveProvider();
    final PresentValueForexBlackVolatilitySensitivity pointSensitivity = presentValueBlackVolatilitySensitivity(optionForex, smileMulticurves); // In ccy2
    final SmileDeltaTermStructureParametersStrikeInterpolation volatilityModel = smileMulticurves.getVolatility();
    final double df = multicurves.getDiscountFactor(optionForex.getCurrency2(), optionForex.getUnderlyingForex().getPaymentTime());
    final double spot = multicurves.getFxRate(optionForex.getCurrency1(), optionForex.getCurrency2());
    final double forward = spot * multicurves.getDiscountFactor(optionForex.getCurrency1(), optionForex.getUnderlyingForex().getPaymentTime()) / df;
    final VolatilityAndBucketedSensitivities volAndSensitivities = smileMulticurves.getVolatilityAndSensitivities(optionForex.getCurrency1(), optionForex.getCurrency2(),
        optionForex.getTimeToExpiry(), optionForex.getStrike(), forward);
    final double[][] nodeWeight = volAndSensitivities.getBucketedSensitivities();
    final DoublesPair point = DoublesPair.of(optionForex.getTimeToExpiry(),
        (optionForex.getCurrency1() == smileMulticurves.getCurrencyPair().getFirst()) ? optionForex.getStrike() : 1.0 / optionForex.getStrike());
    final double[][] vega = new double[volatilityModel.getNumberExpiration()][volatilityModel.getNumberStrike()];
    for (int loopexp = 0; loopexp < volatilityModel.getNumberExpiration(); loopexp++) {
      for (int loopstrike = 0; loopstrike < volatilityModel.getNumberStrike(); loopstrike++) {
        vega[loopexp][loopstrike] = nodeWeight[loopexp][loopstrike] * pointSensitivity.getVega().getMap().get(point);
      }
    }
    return new PresentValueForexBlackVolatilityNodeSensitivityDataBundle(optionForex.getUnderlyingForex().getCurrency1(), optionForex.getUnderlyingForex().getCurrency2(), new DoubleMatrix1D(
        volatilityModel.getTimeToExpiration()), new DoubleMatrix1D(volatilityModel.getDeltaFull()), new DoubleMatrix2D(vega));
  }

  private  ForexOptionVanillaBlackSmileMethod();

}