Examples of BondFutureDiscountingMethod

com.opengamma.analytics.financial.interestrate.future.method.BondFutureDiscountingMethod
Method to compute the price of bond future as the cheapest forward. @deprecated Use {@link com.opengamma.analytics.financial.interestrate.future.provider.BondFutureDiscountingMethod}

Examples of com.opengamma.analytics.financial.interestrate.future.method.BondFutureDiscountingMethod


  @Override
  public Map<String, List<DoublesPair>> visitBondFuture(final BondFuture bondFuture, final YieldCurveBundle curves) {
    Validate.notNull(curves);
    Validate.notNull(bondFuture);
    final BondFutureDiscountingMethod method = BondFutureDiscountingMethod.getInstance();
    return method.presentValueCurveSensitivity(bondFuture, curves).getSensitivities();
  }

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Examples of com.opengamma.analytics.financial.interestrate.future.method.BondFutureDiscountingMethod


  @Override
  public Double visitBondFuture(final BondFuture bondFuture, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
    ArgumentChecker.notNull(bondFuture, "bond future");
    final BondFutureDiscountingMethod method = BondFutureDiscountingMethod.getInstance();
    return method.presentValue(bondFuture, curves).getAmount();
  }

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