/** * 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.basics.currency.Payment; import com.opengamma.strata.pricer.DiscountingPaymentPricer; import com.opengamma.strata.product.capfloor.ResolvedIborCapFloor; /** * Pricer for cap/floor trades in normal or Bachelier model. */ public class NormalIborCapFloorTradePricer extends VolatilityIborCapFloorTradePricer { /** * Default implementation. */ public static final NormalIborCapFloorTradePricer DEFAULT = new NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer.DEFAULT, DiscountingPaymentPricer.DEFAULT); /** * Creates an instance. * * @param productPricer the pricer for {@link ResolvedIborCapFloor} * @param paymentPricer the pricer for {@link Payment} */ public NormalIborCapFloorTradePricer( NormalIborCapFloorProductPricer productPricer, DiscountingPaymentPricer paymentPricer) { super(productPricer, paymentPricer); } }