/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.interestrate.payments.derivative; import com.opengamma.analytics.financial.instrument.index.IborIndex; import com.opengamma.analytics.financial.provider.calculator.discounting.InterpolatedStubCouponVisitor; /** * */ public final class IborInterpolatedStubCoupon extends InterpolatedStubCoupon<DepositIndexCoupon<IborIndex>, IborIndex> implements DepositIndexCoupon<IborIndex> { private IborInterpolatedStubCoupon( DepositIndexCoupon<IborIndex> fullCoupon, double firstInterpolatedTime, double firstInterpolatedYearFraction, double secondInterpolatedTime, double secondInterpolatedYearFraction) { super(fullCoupon, firstInterpolatedTime, firstInterpolatedYearFraction, secondInterpolatedTime, secondInterpolatedYearFraction); } public static IborInterpolatedStubCoupon from( final DepositIndexCoupon<IborIndex> fullCoupon, final double firstInterpolatedTime, final double firstInterpolatedYearFraction, final double secondInterpolatedTime, final double secondInterpolatedYearFraction) { return new IborInterpolatedStubCoupon(fullCoupon, firstInterpolatedTime, firstInterpolatedYearFraction, secondInterpolatedTime, secondInterpolatedYearFraction); } @Override public Coupon withNotional(double notional) { // TODO Auto-generated method stub return null; } @Override public <S> S accept(InterpolatedStubCouponVisitor<S> visitor) { return visitor.visitIborInterpolatedStub(this); } }