/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.equity.trs.calculator;
import com.opengamma.analytics.financial.equity.EquityTrsDataBundle;
import com.opengamma.analytics.financial.equity.trs.definition.EquityTotalReturnSwap;
import com.opengamma.analytics.financial.equity.trs.method.EquityTotalReturnSwapDiscountingMethod;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.util.money.MultipleCurrencyAmount;
/**
* Calculates the currency exposure by discounting with issuer specific curves.
*/
public final class EqyTrsCurrencyExposureCalculator extends InstrumentDerivativeVisitorAdapter<EquityTrsDataBundle, MultipleCurrencyAmount> {
/**
* The unique instance of the calculator.
*/
private static final EqyTrsCurrencyExposureCalculator INSTANCE = new EqyTrsCurrencyExposureCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static EqyTrsCurrencyExposureCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private EqyTrsCurrencyExposureCalculator() {
}
/**
* The methods used by the different instruments.
*/
private static final EquityTotalReturnSwapDiscountingMethod METHOD_TRS = EquityTotalReturnSwapDiscountingMethod.getInstance();
// ----- TRS -----
@Override
public MultipleCurrencyAmount visitEquityTotalReturnSwap(final EquityTotalReturnSwap trs, final EquityTrsDataBundle multicurve) {
return METHOD_TRS.currencyExposure(trs, multicurve);
}
}