/**
* Copyright (C) 2014 - 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.FuturesSecurity;
import com.opengamma.analytics.financial.provider.calculator.singlevalue.FuturesMarginIndexFromPriceCalculator;
/**
* Interface to generic futures security pricing method.
*/
public abstract class FuturesSecurityMethod {
/** The marigin Index from quoted price calculator **/
private static final FuturesMarginIndexFromPriceCalculator MIC = FuturesMarginIndexFromPriceCalculator.getInstance();
/**
* Returns the index used in the futures margining from a quoted price. Correspond to the unit amount multiplied by the price.
* @param futures The futures security.
* @param quotedPrice The quoted price in the futures convention.
* @return The figure used in margining.
*/
double marginIndex(final FuturesSecurity futures, final double quotedPrice) {
return futures.accept(MIC, quotedPrice);
}
}