/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.future;
import com.opengamma.analytics.financial.future.CostOfCarryFuturesCalculator;
import com.opengamma.engine.value.ValueRequirementNames;
/**
*
*/
public class CostOfCarryPresentValueFuturesFunction extends CostOfCarryFuturesFunction<Double> {
/**
* @param closingPriceField The field name of the historical time series for price, e.g. "PX_LAST", "Close". Set in *FunctionConfiguration
* @param costOfCarryField The field name of the historical time series for cost of carry e.g. "COST_OF_CARRY". Set in *FunctionConfiguration
* @param resolutionKey The key defining how the time series resolution is to occur e.g. "DEFAULT_TSS_CONFIG"
*/
public CostOfCarryPresentValueFuturesFunction(String closingPriceField, String costOfCarryField, String resolutionKey) {
super(ValueRequirementNames.PRESENT_VALUE, CostOfCarryFuturesCalculator.PresentValueCalculator.getInstance(), closingPriceField, costOfCarryField, resolutionKey);
}
}