class InterestRateFutureSecurityHullWhiteMethod extends FuturesSecurityHullWhiteMethod {

  public double convexityAdjustment(final InterestRateFutureSecurity futures, final HullWhiteOneFactorProviderInterface multicurve) {
    ArgumentChecker.notNull(futures, "swap futures");
    ArgumentChecker.notNull(multicurve, "parameter provider");
    double rate = multicurve.getMulticurveProvider().getSimplyCompoundForwardRate(futures.getIborIndex(), futures.getFixingPeriodStartTime(), futures.getFixingPeriodEndTime(),
        futures.getFixingPeriodAccrualFactor());
    double price = price(futures, multicurve);
    return price - (1.0d - rate);
  }

  private  InterestRateFutureSecurityHullWhiteMethod();

}