class SwapFuturesPriceDeliverableSecurityHullWhiteMethod extends FuturesSecurityHullWhiteMethod {

  public double convexityAdjustment(final SwapFuturesPriceDeliverableSecurity futures, final HullWhiteOneFactorProviderInterface hwMulticurves) {
    ArgumentChecker.notNull(futures, "swap futures");
    ArgumentChecker.notNull(hwMulticurves, "parameter provider");
    MultipleCurrencyAmount pv = futures.getUnderlyingSwap().accept(PVDC, hwMulticurves.getMulticurveProvider());
    double price = price(futures, hwMulticurves);
    return price - (1.0d + pv.getAmount(futures.getCurrency()));
  }

  private  SwapFuturesPriceDeliverableSecurityHullWhiteMethod();

}