/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.bondcurves;
import static com.opengamma.engine.value.ValueRequirementNames.MODIFIED_DURATION;
import com.opengamma.analytics.financial.provider.calculator.issuer.ModifiedDurationFromCurvesCalculator;
import com.opengamma.analytics.financial.provider.description.interestrate.IssuerProviderInterface;
import com.opengamma.engine.value.ValueRequirementNames;
/**
* Calculates the modified duration of a bond from yield curves.
*/
public class BondModifiedDurationFromCurvesFunction extends BondAndBondFutureFromCurvesFunction<IssuerProviderInterface, Double> {
/**
* Sets the value requirement name to {@link ValueRequirementNames#MODIFIED_DURATION} and
* the calculator to {@link ModifiedDurationFromCurvesCalculator}.
*/
public BondModifiedDurationFromCurvesFunction() {
super(MODIFIED_DURATION, ModifiedDurationFromCurvesCalculator.getInstance());
}
}