/**
* 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.instrument.index.GeneratorSwapFixedIbor;
import com.opengamma.analytics.financial.model.option.definition.SABRInterestRateParameters;
/**
* Implementation for swaption SABR parameters provider for one underlying when multi-curves are described by a MulticurveProviderDiscount.
*/
public class SABRSwaptionProviderDiscount extends SABRSwaptionProvider {
/**
* @param multicurveProvider The multicurve provider.
* @param parameters The SABR parameters.
* @param generator The underlying swaps generators.
*/
public SABRSwaptionProviderDiscount(MulticurveProviderDiscount multicurveProvider, SABRInterestRateParameters parameters, GeneratorSwapFixedIbor generator) {
super(multicurveProvider, parameters, generator);
}
@Override
public SABRSwaptionProviderDiscount copy() {
MulticurveProviderDiscount multicurveProvider = getMulticurveProvider().copy();
return new SABRSwaptionProviderDiscount(multicurveProvider, getSABRParameter(), getSABRGenerator());
}
@Override
public MulticurveProviderDiscount getMulticurveProvider() {
return (MulticurveProviderDiscount) super.getMulticurveProvider();
}
}