* @return The rate.
*/
public double parRate(final InterestRateFutureTransaction future, final YieldCurveBundle curves) {
Validate.notNull(future, "Future");
Validate.notNull(curves, "Curves");
final YieldAndDiscountCurve forwardCurve = curves.getCurve(future.getForwardCurveName());
final double forward = (forwardCurve.getDiscountFactor(future.getFixingPeriodStartTime()) / forwardCurve.getDiscountFactor(future.getFixingPeriodEndTime()) - 1)
/ future.getFixingPeriodAccrualFactor();
return forward;
}