class InterestRateFutureOptionMarginTransactionSABRMethod extends InterestRateFutureOptionMarginTransactionGenericMethod<SABRSTIRFuturesProviderInterface> {

  public PresentValueSABRSensitivityDataBundle presentValueSABRSensitivity(final InterestRateFutureOptionMarginTransaction transaction, final SABRSTIRFuturesProviderInterface sabrData) {
    PresentValueSABRSensitivityDataBundle securitySensitivity = getSecurityMethod().priceSABRSensitivity(transaction.getUnderlyingSecurity(), sabrData);
    securitySensitivity = securitySensitivity.multiplyBy(transaction.getQuantity() * transaction.getUnderlyingSecurity().getUnderlyingFuture().getNotional()
        * transaction.getUnderlyingSecurity().getUnderlyingFuture().getPaymentAccrualFactor());
    return securitySensitivity;
  }

  private  InterestRateFutureOptionMarginTransactionSABRMethod();

}