/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.commodity.calculator; import com.opengamma.analytics.financial.commodity.derivative.AgricultureFutureOption; import com.opengamma.analytics.financial.commodity.derivative.EnergyFutureOption; import com.opengamma.analytics.financial.commodity.derivative.MetalFutureOption; import com.opengamma.analytics.financial.equity.StaticReplicationDataBundle; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter; import com.opengamma.util.ArgumentChecker; /** * Calculates the present value of commodity future options using the Black method. */ public final class CommodityFutureOptionBlackPresentValueCalculator extends InstrumentDerivativeVisitorAdapter<StaticReplicationDataBundle, Double> { /** A static instance of this calculator */ private static final CommodityFutureOptionBlackPresentValueCalculator s_instance = new CommodityFutureOptionBlackPresentValueCalculator(); /** The Black pricer */ private static final CommodityFutureOptionBlackMethod PRICER = CommodityFutureOptionBlackMethod.getInstance(); /** * @return The static instance of this calculator */ public static CommodityFutureOptionBlackPresentValueCalculator getInstance() { return s_instance; } /** * Private constructor. */ private CommodityFutureOptionBlackPresentValueCalculator() { } @Override public Double visitAgricultureFutureOption(final AgricultureFutureOption derivative, final StaticReplicationDataBundle data) { ArgumentChecker.notNull(derivative, "derivative"); ArgumentChecker.notNull(data, "data"); return PRICER.presentValue(derivative, data); } @Override public Double visitEnergyFutureOption(final EnergyFutureOption derivative, final StaticReplicationDataBundle data) { ArgumentChecker.notNull(derivative, "derivative"); ArgumentChecker.notNull(data, "data"); return PRICER.presentValue(derivative, data); } @Override public Double visitMetalFutureOption(final MetalFutureOption derivative, final StaticReplicationDataBundle data) { ArgumentChecker.notNull(derivative, "derivative"); ArgumentChecker.notNull(data, "data"); return PRICER.presentValue(derivative, data); } }