Validate.notNull(cap);
Validate.notNull(curves);
if (curves instanceof SABRInterestRateDataBundle) {
final SABRInterestRateDataBundle sabr = (SABRInterestRateDataBundle) curves;
final CapFloorIborSABRMethod method = CapFloorIborSABRMethod.getInstance();
return method.presentValue(cap, sabr).getAmount();
}
throw new UnsupportedOperationException("The PresentValueSABRCalculator visitor visitCapFloorIbor requires a SABRInterestRateDataBundle as data.");
}
@Override