class GeneratorInterestRateFutures extends GeneratorInstrument<GeneratorAttribute> {

  @Override
  public InterestRateFutureTransactionDefinition generateInstrument(final ZonedDateTime date, final double marketQuote, final double notional, final GeneratorAttribute attribute) {
    final int quantity = (int) Math.ceil(notional / _security.getNotional());
    return new InterestRateFutureTransactionDefinition(_security, quantity, date, marketQuote);
  }

  public  GeneratorInterestRateFutures(final String name, final InterestRateFutureSecurityDefinition security);

}