DiscountingDsfProductPricer (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer

```
public final class DiscountingDsfProductPricer
extends Object
```
Pricer for for Deliverable Swap Futures (DSFs).
This function provides the ability to price a ResolvedDsf.
Price
The price of a DSF is based on the present value (NPV) of the underlying swap on the delivery date. For example, a price of 100.182 represents a present value of $100,182.00, if the notional is $100,000. This price can also be viewed as a percentage present value - (100 + percentPv), or 0.182% in this example.
Strata uses decimal prices for DSFs in the trade model, pricers and market data. The decimal price is based on the decimal multiplier equivalent to the implied percentage. Thus the market price of 100.182 is represented in Strata by 1.00182.

Field Summary

Fields
Modifier and Type Field Description

static DiscountingDsfProductPricer DEFAULT
Default implementation.

Constructor Summary

Constructors
Constructor Description

DiscountingDsfProductPricer(DiscountingSwapProductPricer swapPricer)
Creates an instance.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`price(ResolvedDsf future, RatesProvider ratesProvider)`	Calculates the price of the deliverable swap futures product.
`PointSensitivities`	`priceSensitivity(ResolvedDsf future, RatesProvider ratesProvider)`	Calculates the price sensitivity of the deliverable swap futures product.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - DEFAULT
```
public static final DiscountingDsfProductPricer DEFAULT
```
    Default implementation.
- Constructor Detail
  - DiscountingDsfProductPricer
```
public DiscountingDsfProductPricer(DiscountingSwapProductPricer swapPricer)
```
    Creates an instance.
    
    Parameters:
    
    swapPricer - the pricer for ResolvedSwap.
- Method Detail
  - price
```
public double price(ResolvedDsf future,
                    RatesProvider ratesProvider)
```
    Calculates the price of the deliverable swap futures product.
    The price of the product is the price on the valuation date.
    
    Parameters:
    
    future - the future
    
    ratesProvider - the rates provider
    
    Returns:
    
    the price of the product, in decimal form
  - priceSensitivity
```
public PointSensitivities priceSensitivity(ResolvedDsf future,
                                           RatesProvider ratesProvider)
```
    Calculates the price sensitivity of the deliverable swap futures product.
    The price sensitivity of the product is the sensitivity of the price to the underlying curves.
    
    Parameters:
    
    future - the future
    
    ratesProvider - the rates provider
    
    Returns:
    
    the price curve sensitivity of the product