/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.provider.description.interestrate;

import com.opengamma.analytics.financial.instrument.index.IborIndex;
import com.opengamma.analytics.math.surface.Surface;
import com.opengamma.util.ArgumentChecker;

/**
 * Implementation of a provider of normal volatility (Bachelier model) smile for options on STIR futures. The volatility is time to expiration/strike dependent. 
 */
public class NormalSTIRFuturesExpStrikeProviderDiscount extends NormalSTIRFuturesExpStrikeProvider {

  /**
   * @param multicurveProvider The multi-curves provider.
   * @param parameters The normal volatility parameters.
   * @param index The cap/floor index.
   */
  public NormalSTIRFuturesExpStrikeProviderDiscount(MulticurveProviderDiscount multicurveProvider,
      Surface<Double, Double, Double> parameters, final IborIndex index) {
    super(multicurveProvider, parameters, index);
  }

  @Override
  public NormalSTIRFuturesExpStrikeProviderDiscount copy() {
    MulticurveProviderDiscount multicurveProvider = getMulticurveProvider().copy();
    return new NormalSTIRFuturesExpStrikeProviderDiscount(multicurveProvider, getNormalParameters(), getFuturesIndex());
  }

  @Override
  public MulticurveProviderDiscount getMulticurveProvider() {
    return (MulticurveProviderDiscount) super.getMulticurveProvider();
  }

  @Override
  public NormalSTIRFuturesExpStrikeProviderDiscount withMulticurve(MulticurveProviderInterface multicurve) {
    ArgumentChecker.isTrue(multicurve instanceof MulticurveProviderDiscount,
        "multicurve should be MulticurveProviderDiscount");
    MulticurveProviderDiscount casted = (MulticurveProviderDiscount) multicurve;
    return new NormalSTIRFuturesExpStrikeProviderDiscount(casted, getNormalParameters(), getFuturesIndex());
  }
}