Package com.opengamma.analytics.financial.interestrate.future.method

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

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  @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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  @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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Related Classes of com.opengamma.analytics.financial.interestrate.future.method.BondFutureDiscountingMethod

  • com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity
  • com.opengamma.analytics.financial.interestrate.PresentValueCalculator
  • com.opengamma.analytics.financial.interestrate.PresentValueCurveSensitivityCalculator
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