/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.sesame;
import com.opengamma.analytics.financial.model.interestrate.curve.ForwardCurve;
import com.opengamma.financial.security.option.EquityIndexOptionSecurity;
import com.opengamma.sesame.marketdata.ForwardCurveId;
import com.opengamma.sesame.trade.EquityIndexOptionTrade;
import com.opengamma.util.result.Result;
/**
* Provides a forward curve from the market date environment
*/
public class DefaultForwardCurveFn implements ForwardCurveFn {
@Override
public Result<ForwardCurve> getEquityIndexForwardCurve(Environment env, EquityIndexOptionTrade tradeWrapper) {
EquityIndexOptionSecurity security = tradeWrapper.getSecurity();
ForwardCurveId forwardCurveId = ForwardCurveId.of(security.getUnderlyingId().getValue());
return env.getMarketDataBundle().get(forwardCurveId, ForwardCurve.class);
}
}