DiscountingIborFutureProductPricer (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

```
public class DiscountingIborFutureProductPricer
extends Object
```
Pricer for for Ibor future products.
This function provides the ability to price a ResolvedIborFuture.
Price
The price of an Ibor future is based on the interest rate of the underlying index. It is defined as (100 - percentRate).
Strata uses decimal prices for Ibor futures in the trade model, pricers and market data. The decimal price is based on the decimal rate equivalent to the percentage. For example, a price of 99.32 implies an interest rate of 0.68% which is represented in Strata by 0.9932.

Field Summary

Fields
Modifier and Type Field Description

static DiscountingIborFutureProductPricer DEFAULT
Default implementation.

Constructor Summary

Constructors
Constructor Description

DiscountingIborFutureProductPricer()
Creates an instance.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`price(ResolvedIborFuture future, RatesProvider ratesProvider)`	Calculates the price of the Ibor future product.
`PointSensitivities`	`priceSensitivity(ResolvedIborFuture future, RatesProvider ratesProvider)`	Calculates the price sensitivity of the Ibor future 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 DiscountingIborFutureProductPricer DEFAULT
```
    Default implementation.
- Constructor Detail
  - DiscountingIborFutureProductPricer
```
public DiscountingIborFutureProductPricer()
```
    Creates an instance.
- Method Detail
  - price
```
public double price(ResolvedIborFuture future,
                    RatesProvider ratesProvider)
```
    Calculates the price of the Ibor future 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(ResolvedIborFuture future,
                                           RatesProvider ratesProvider)
```
    Calculates the price sensitivity of the Ibor future 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