@SuppressWarnings("synthetic-access")
@Override
public InstrumentDerivative convert(
final CapFloorSecurity security,
final AnnuityCapFloorCMSDefinition definition,
final ZonedDateTime now,
final String[] curveNames,
final HistoricalTimeSeriesBundle timeSeries) {
final ExternalId id = security.getUnderlyingId();
final DoubleTimeSeries<ZonedDateTime> indexTS =
getIndexTimeSeries(getIndexIdBundle(id), now.getZone(), timeSeries);
return definition.toDerivative(now, indexTS, curveNames);
}