/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.future.derivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
/**
* Transaction on bond option futures with daily margin on the option.
*/
public class BondFuturesOptionMarginTransaction extends FuturesTransaction<BondFuturesOptionMarginSecurity> {
/**
* The future transaction constructor.
* @param underlyingFuture The underlying future security.
* @param quantity The quantity of future.
* @param referencePrice The reference price.
*/
public BondFuturesOptionMarginTransaction(final BondFuturesOptionMarginSecurity underlyingFuture, final long quantity, final double referencePrice) {
super(underlyingFuture, quantity, referencePrice);
}
@Override
public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) {
return visitor.visitBondFuturesOptionMarginTransaction(this, data);
}
@Override
public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
return visitor.visitBondFuturesOptionMarginTransaction(this);
}
}