Creating a wave motion

[slackr15]

Hi everyone,

I'm doing a project for a class and I'm trying to figure out how to make a cylinder follow a sine wave shape that I have created with lines. I want the cylinder to mold into the wave shape. Maybe just make the sine wave line into a shape?

I have included an image to better illustrate my question. Sorry if this is confusing as its been a long day and I'm really tired.