/**
* Copyright (C) 2011 - 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 interest rate future security.
*/
public class SwapFuturesPriceDeliverableTransaction extends FuturesTransaction<SwapFuturesPriceDeliverableSecurity> {
/**
* Constructor.
* @param underlyingFuture The underlying future security.
* @param quantity The quantity of future.
* @param referencePrice The reference price.
*/
public SwapFuturesPriceDeliverableTransaction(final SwapFuturesPriceDeliverableSecurity underlyingFuture, final double referencePrice, final long quantity) {
super(underlyingFuture, quantity, referencePrice);
}
@Override
public <S, T> T accept(final InstrumentDerivativeVisitor<S, T> visitor, final S data) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitSwapFuturesPriceDeliverableTransaction(this, data);
}
@Override
public <T> T accept(final InstrumentDerivativeVisitor<?, T> visitor) {
ArgumentChecker.notNull(visitor, "visitor");
return visitor.visitSwapFuturesPriceDeliverableTransaction(this);
}
}