/**
* Copyright (C) 2011 - 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;
import com.opengamma.util.ArgumentChecker;
/**
* Description of an interest rate future option security with daily margin process
*/
public class InterestRateFutureOptionMarginSecurity extends InterestRateFutureOptionSecurity {
/**
* Constructor of the option future from the details.
* @param underlyingFuture The underlying future security.
* @param expirationTime The time (in year) to expiration.
* @param strike The option strike.
* @param isCall The cap (true) / floor (false) flag.
*/
public InterestRateFutureOptionMarginSecurity(InterestRateFutureSecurity underlyingFuture,
double expirationTime,
double strike,
boolean isCall) {
super(underlyingFuture, expirationTime, strike, isCall);
}
@Override
public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitInterestRateFutureOptionMarginSecurity(this, data);
}
@Override
public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitInterestRateFutureOptionMarginSecurity(this);
}
}