class NormalIborFutureOptionMarginedTradePricer {

  public IborFutureOptionSensitivity presentValueSensitivityModelParamsVolatility(
      ResolvedIborFutureOptionTrade futureOptionTrade,
      RatesProvider ratesProvider,
      NormalIborFutureOptionVolatilities volatilities) {

    ResolvedIborFuture future = futureOptionTrade.getProduct().getUnderlyingFuture();
    double futurePrice = futureOptionPricer.getFuturePricer().price(future, ratesProvider);
    return presentValueSensitivityModelParamsVolatility(futureOptionTrade, ratesProvider, volatilities, futurePrice);
  }

  public  NormalIborFutureOptionMarginedTradePricer(
      NormalIborFutureOptionMarginedProductPricer futureOptionPricer);

}