/**
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.pricer.capfloor;
import com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer;
import com.opengamma.strata.product.capfloor.IborCapFloorLeg;
import com.opengamma.strata.product.swap.SwapLeg;
/**
* Pricer for cap/floor products in normal or Bachelier model.
*/
public class NormalIborCapFloorProductPricer
extends VolatilityIborCapFloorProductPricer {
/**
* Default implementation.
*/
public static final NormalIborCapFloorProductPricer DEFAULT =
new NormalIborCapFloorProductPricer(NormalIborCapFloorLegPricer.DEFAULT, DiscountingSwapLegPricer.DEFAULT);
/**
* Creates an instance.
*
* @param capFloorLegPricer the pricer for {@link IborCapFloorLeg}
* @param payLegPricer the pricer for {@link SwapLeg}
*/
public NormalIborCapFloorProductPricer(
NormalIborCapFloorLegPricer capFloorLegPricer,
DiscountingSwapLegPricer payLegPricer) {
super(capFloorLegPricer, payLegPricer);
}
}