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

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

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  @Override
  public Double visitBondFuture(final BondFuture bondFuture, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
    ArgumentChecker.notNull(bondFuture, "bond future");
    final BondFutureDiscountingMethod method = BondFutureDiscountingMethod.getInstance();
    return method.presentValue(bondFuture, curves).getAmount();
  }

  @Override
  public Double visitGenericAnnuity(final Annuity<? extends Payment> annuity, final YieldCurveBundle curves) {
    ArgumentChecker.notNull(curves, "curves");
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