Validate.notNull(swaption);
Validate.notNull(curves);
if (curves instanceof SABRInterestRateDataBundle) {
final SABRInterestRateDataBundle sabr = (SABRInterestRateDataBundle) curves;
final SwaptionCashFixedIborSABRExtrapolationRightMethod method = new SwaptionCashFixedIborSABRExtrapolationRightMethod(_cutOffStrike, _mu);
return method.presentValue(swaption, sabr);
}
throw new UnsupportedOperationException("The PresentValueSABRExtrapolationCalculator visitor visitSwaptionCashFixedIbor requires a SABRInterestRateDataBundle as data.");
}
@Override