/**
 * 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.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.InterestRateCurveSensitivity;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureOptionPremiumSecurity;
import com.opengamma.analytics.financial.interestrate.method.PricingMethod;
import com.opengamma.util.money.CurrencyAmount;

/**
 * Method for the pricing of interest rate future options with premium. Abstract class with methods valid for all pricing methods.
 * @deprecated {@link YieldCurveBundle} is deprecated
 */
@Deprecated
public abstract class InterestRateFutureOptionPremiumSecurityMethod implements PricingMethod {

  /**
   * Computes the option security price from future price.
   * @param security The future option security.
   * @param curves The yield curve bundle.
   * @param priceFuture The price of the underlying future.
   * @return The security price.
   */
  public abstract double optionPriceFromFuturePrice(final InterestRateFutureOptionPremiumSecurity security, final YieldCurveBundle curves, final double priceFuture);

  /**
   * Computes the option security price. The future price is computed without convexity adjustment.
   * @param security The future option security.
   * @param curves The yield curve bundle.
   * @return The security price.
   */
  public abstract double optionPrice(final InterestRateFutureOptionPremiumSecurity security, final YieldCurveBundle curves);

  /**
   * Computes the option security price curve sensitivity. The future price is computed without convexity adjustment.
   * It is supposed that for a given strike the volatility does not change with the curves.
   * @param security The future option security.
   * @param curves The yield curve bundle.
   * @return The security price curve sensitivity.
   */
  public abstract InterestRateCurveSensitivity priceCurveSensitivity(final InterestRateFutureOptionPremiumSecurity security, final YieldCurveBundle curves);

  @Override
  public CurrencyAmount presentValue(final InstrumentDerivative instrument, final YieldCurveBundle curves) {
    throw new UnsupportedOperationException("The InterestRateFutureOptionPremiumSecurity don't have a present value, only a price.");
  }
}