/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.sesame.fedfundsfuture; import com.opengamma.sesame.Environment; import com.opengamma.sesame.OutputNames; import com.opengamma.sesame.function.Output; import com.opengamma.sesame.trade.FedFundsFutureTrade; import com.opengamma.util.money.MultipleCurrencyAmount; import com.opengamma.util.result.Result; /** * Federal funds future option results. */ public interface FedFundsFutureFn { @Output(value = OutputNames.PRESENT_VALUE) Result<MultipleCurrencyAmount> calculatePV(Environment env, FedFundsFutureTrade trade); }