/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.provider.description.interestrate;
import com.opengamma.analytics.financial.instrument.index.IborIndex;
import com.opengamma.analytics.math.surface.Surface;
/**
* Implementation for Black parameters provider for one underlying when multi-curves are described by a MulticurveProviderDiscount.
*/
public class BlackSTIRFuturesExpLogMoneynessProviderDiscount extends BlackSTIRFuturesExpLogMoneynessProvider {
/**
* @param multicurve The multicurve provider.
* @param parameters The Black parameters.
* @param iborIndex The Ibor index underlying the provider.
*/
public BlackSTIRFuturesExpLogMoneynessProviderDiscount(final MulticurveProviderDiscount multicurve, final Surface<Double, Double, Double> parameters,
final IborIndex iborIndex) {
super(multicurve, parameters, iborIndex);
}
@Override
public BlackSTIRFuturesExpLogMoneynessProviderDiscount copy() {
final MulticurveProviderDiscount multicurve = getMulticurveProvider().copy();
return new BlackSTIRFuturesExpLogMoneynessProviderDiscount(multicurve, getBlackParameters(), getFuturesIndex());
}
@Override
public MulticurveProviderDiscount getMulticurveProvider() {
return (MulticurveProviderDiscount) super.getMulticurveProvider();
}
}