/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.bondcleanprice;
import static com.opengamma.engine.value.ValueRequirementNames.MACAULAY_DURATION;
import com.opengamma.analytics.financial.interestrate.bond.calculator.MacaulayDurationFromCleanPriceCalculator;
import com.opengamma.engine.value.ValueRequirementNames;
/**
* Calculates the Macaulay duration of a bond from the clean price.
*/
public class BondMacaulayDurationFromCleanPriceFunction extends BondFromCleanPriceFunction<Double> {
/**
* Sets the value requirement name to {@link ValueRequirementNames#MACAULAY_DURATION}
* and the calculator to {@link MacaulayDurationFromCleanPriceCalculator}
*/
public BondMacaulayDurationFromCleanPriceFunction() {
super(MACAULAY_DURATION, MacaulayDurationFromCleanPriceCalculator.getInstance());
}
}