/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.payments.derivative;
import com.opengamma.analytics.financial.instrument.index.IborIndex;
import com.opengamma.analytics.financial.provider.calculator.discounting.InterpolatedStubCouponVisitor;
/**
*
*/
public final class IborInterpolatedStubCompoundingCoupon extends InterpolatedStubCoupon<DepositIndexCompoundingCoupon<IborIndex>, IborIndex> implements DepositIndexCoupon<IborIndex> {
private IborInterpolatedStubCompoundingCoupon(
final DepositIndexCompoundingCoupon<IborIndex> fullCoupon,
final double firstInterpolatedTime,
final double firstInterpolatedYearFraction,
final double secondInterpolatedTime,
final double secondInterpolatedYearFraction) {
super(fullCoupon, firstInterpolatedTime, firstInterpolatedYearFraction, secondInterpolatedTime, secondInterpolatedYearFraction);
}
public static IborInterpolatedStubCompoundingCoupon from(
final DepositIndexCompoundingCoupon<IborIndex> fullCoupon,
final double firstInterpolatedTime,
final double firstInterpolatedYearFraction,
final double secondInterpolatedTime,
final double secondInterpolatedYearFraction) {
return new IborInterpolatedStubCompoundingCoupon(fullCoupon, firstInterpolatedTime, firstInterpolatedYearFraction, secondInterpolatedTime, secondInterpolatedYearFraction);
}
@Override
public Coupon withNotional(double notional) {
// TODO Auto-generated method stub
return null;
}
@Override
public <S> S accept(InterpolatedStubCouponVisitor<S> visitor) {
return visitor.visitIborCompoundingInterpolatedStub(this);
}
}