Package com.opengamma.analytics.financial.simpleinstruments.derivative

Examples of com.opengamma.analytics.financial.simpleinstruments.derivative.SimpleFuture.accept()


  private static final CommodityFuturePresentValueCalculator CALCULATOR = new CommodityFuturePresentValueCalculator();

  @Override
  protected Object computeValues(InstrumentDerivative derivative, SimpleFutureDataBundle market) {
    SimpleFuture simpleFuture = derivative.accept(SimpleFutureConverter.getInstance());
    final Double pv = simpleFuture.accept(CALCULATOR, market);
    return pv;
  }

}
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