/**
* 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;
/**
* Method to compute the price for an interest rate future with discounting (like a forward).
* No convexity adjustment is done.
*/
public final class SwapFuturesPriceDeliverableTransactionHullWhiteMethod extends FuturesTransactionHullWhiteMethod {
/**
* The unique instance of the calculator.
*/
private static final SwapFuturesPriceDeliverableTransactionHullWhiteMethod INSTANCE = new SwapFuturesPriceDeliverableTransactionHullWhiteMethod();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static SwapFuturesPriceDeliverableTransactionHullWhiteMethod getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private SwapFuturesPriceDeliverableTransactionHullWhiteMethod() {
}
}