/**
* 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.provider;
import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuture;
import com.opengamma.util.money.MultipleCurrencyAmount;
/**
* Methods for the pricing of bond futures generic to all models.
* @deprecated Use the {@link BondFuturesTransactionMethod}.
*/
@Deprecated
public abstract class BondFutureMethod {
/**
* Compute the present value of a future transaction from a quoted price.
* @param future The future.
* @param price The quoted price.
* @return The present value.
*/
public MultipleCurrencyAmount presentValueFromPrice(final BondFuture future, final double price) {
double pv = (price - future.getReferencePrice()) * future.getNotional();
return MultipleCurrencyAmount.of(future.getCurrency(), pv);
}
}