/**
* Copyright (C) 2012 - 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;
import com.opengamma.util.ArgumentChecker;
/**
* Description of an transaction on a Federal Funds Futures.
*/
public class FederalFundsFutureTransaction extends FuturesTransaction<FederalFundsFutureSecurity> {
/**
* Constructor.
* @param underlyingFuture The underlying future security.
* @param quantity The quantity of the transaction. Can be positive or negative.
* @param referencePrice The reference price. It is the transaction price on the transaction date and the last close (margining) price afterward.
*/
public FederalFundsFutureTransaction(final FederalFundsFutureSecurity 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) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitFederalFundsFutureTransaction(this, data);
}
@Override
public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitFederalFundsFutureTransaction(this);
}
}