/**
* Copyright (C) 2012 - 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.model.interestrate.definition.HullWhiteOneFactorPiecewiseConstantParameters;
/**
* Class describing a provider with discounting, forward, credit curves and Hull-White parameters on one issuer curve.
* The forward rate are computed as the ratio of discount factors stored in YieldAndDiscountCurve.
*/
public class HullWhiteIssuerProviderDiscount extends HullWhiteIssuerProvider {
/**
* Constructor from exiting multicurveProvider and Hull-White parameters. The given provider and parameters are used for the new provider (the same maps are used, not copied).
* @param issuer The issuer provider.
* @param parameters The Hull-White one factor parameters.
*/
public HullWhiteIssuerProviderDiscount(final IssuerProviderDiscount issuer, final HullWhiteOneFactorPiecewiseConstantParameters parameters) {
super(issuer, parameters);
}
/**
* Returns the MulticurveProvider from which the HullWhiteOneFactorProvider is composed.
* @return The multi-curves provider.
*/
@Override
public MulticurveProviderDiscount getMulticurveProvider() {
return (MulticurveProviderDiscount) super.getMulticurveProvider();
}
@Override
public IssuerProviderDiscount getIssuerProvider() {
return (IssuerProviderDiscount) super.getIssuerProvider();
}
}