class NormalIborFutureOptionMarginedProductPricer {

  public double deltaStickyStrike(
      ResolvedIborFutureOption futureOption,
      RatesProvider ratesProvider,
      NormalIborFutureOptionVolatilities volatilities) {

    double futurePrice = futurePrice(futureOption, ratesProvider);
    return deltaStickyStrike(futureOption, ratesProvider, volatilities, futurePrice);
  }

  public  NormalIborFutureOptionMarginedProductPricer(
      DiscountingIborFutureProductPricer futurePricer);

}