/**
* 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.method;
import com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.analytics.financial.interestrate.future.derivative.FederalFundsFutureSecurity;
import com.opengamma.analytics.financial.interestrate.method.PricingMethod;
/**
* Methods for the pricing of Federal Funds futures generic to all models.
* @deprecated {@link YieldCurveBundle} is deprecated
*/
@Deprecated
public abstract class FederalFundsFutureSecurityMethod implements PricingMethod {
/**
* Computes the price (quoted number) for Federal Funds futures securities from curves.
* @param future The future.
* @param curves The yield curves. Should contain the forward curve associated.
* @return The price.
*/
public abstract double price(final FederalFundsFutureSecurity future, final YieldCurveBundle curves);
/**
* Compute the price sensitivity to rates of a interest rate future by discounting.
* @param future The future.
* @param curves The yield curves. Should contain the forward curve associated.
* @return The price rate sensitivity.
*/
public abstract InterestRateCurveSensitivity priceCurveSensitivity(final FederalFundsFutureSecurity future, final YieldCurveBundle curves);
}