class NormalIborFutureOptionMarginedTradePricer {

  public PointSensitivities presentValueSensitivityRates(
      ResolvedIborFutureOptionTrade trade,
      RatesProvider ratesProvider,
      NormalIborFutureOptionVolatilities volatilities) {

    ResolvedIborFutureOption product = trade.getProduct();
    PointSensitivities priceSensi =
        futureOptionPricer.priceSensitivityRatesStickyStrike(product, ratesProvider, volatilities);
    PointSensitivities marginIndexSensi = futureOptionPricer.marginIndexSensitivity(product, priceSensi);
    return marginIndexSensi.multipliedBy(trade.getQuantity());
  }

  public  NormalIborFutureOptionMarginedTradePricer(
      NormalIborFutureOptionMarginedProductPricer futureOptionPricer);

}