class InterestRateFutureSecurityHullWhiteMethod extends FuturesSecurityHullWhiteMethod {

  public double parRate(final InterestRateFutureSecurity futures, final HullWhiteOneFactorProviderInterface multicurve) {
    return 1.0d - price(futures, multicurve);
  }

  private  InterestRateFutureSecurityHullWhiteMethod();

}