/**
* For InterestRateFutures the ParSpread is the spread to be added to the reference price to
* obtain a present value of zero.
*
* @param future The futures.
* @param curves The yield curve bundle.
* @return The par spread.
*/
@Override
public Double visitInterestRateFutureTransaction(
final InterestRateFutureTransaction future, final YieldCurveBundle curves) {
return -(METHOD_IR_FUTURES_SECURITY.price(future.getUnderlying(), curves)
- future.getReferencePrice());
}
