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

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


  @Override
  public Double visitInterestRateFutureTransaction(final InterestRateFutureTransaction future, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
    ArgumentChecker.notNull(future, "future");
    final InterestRateFutureTransactionDiscountingMethod method = InterestRateFutureTransactionDiscountingMethod.getInstance();
    return method.presentValue(future, curves).getAmount();
  }
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Related Classes of com.opengamma.analytics.financial.interestrate.future.method.InterestRateFutureTransactionDiscountingMethod

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