/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.future.derivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
/**
* Transaction on a bond future security with cash settlement against a price deduced from a yield average.
* In particular used for AUD-SFE bond futures.
*/
public class BondFuturesYieldAverageTransaction extends FuturesTransaction<BondFuturesYieldAverageSecurity> {
/**
* Constructor
* @param underlyingFuture The underlying yield average futures security.
* @param quantity The transaction quantity.
* @param referencePrice The reference price.
*/
public BondFuturesYieldAverageTransaction(final BondFuturesYieldAverageSecurity underlyingFuture, final long quantity, final double referencePrice) {
super(underlyingFuture, quantity, referencePrice);
}
@Override
public <S, T> T accept(InstrumentDerivativeVisitor<S, T> visitor, S data) {
return visitor.visitYieldAverageBondFuturesTransaction(this, data);
}
@Override
public <T> T accept(InstrumentDerivativeVisitor<?, T> visitor) {
return visitor.visitYieldAverageBondFuturesTransaction(this);
}
}