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

Examples of com.opengamma.analytics.financial.interestrate.future.method.InterestRateFutureTransactionDiscountingMethod.presentValue()


  @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();
  }

  @Override
  public Double visitSwap(final Swap<?, ?> swap, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
View Full Code Here

TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.