/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.forex.calculator;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionDigital;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionSingleBarrier;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionVanilla;
import com.opengamma.analytics.financial.forex.method.ForexOptionDigitalBlackMethod;
import com.opengamma.analytics.financial.forex.method.ForexOptionSingleBarrierBlackMethod;
import com.opengamma.analytics.financial.forex.method.ForexOptionVanillaBlackSmileMethod;
import com.opengamma.analytics.financial.forex.method.PresentValueForexBlackVolatilitySensitivity;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
/**
* Calculator of the volatility sensitivity for Forex derivatives in the Black (Garman-Kohlhagen) world.
* @deprecated Curve builders that use and populate {@link YieldCurveBundle}s are deprecated.
*/
@Deprecated
public class PresentValueBlackVolatilitySensitivityBlackForexCalculator extends InstrumentDerivativeVisitorAdapter<YieldCurveBundle, PresentValueForexBlackVolatilitySensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueBlackVolatilitySensitivityBlackForexCalculator s_instance = new PresentValueBlackVolatilitySensitivityBlackForexCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueBlackVolatilitySensitivityBlackForexCalculator getInstance() {
return s_instance;
}
/**
* Constructor.
*/
PresentValueBlackVolatilitySensitivityBlackForexCalculator() {
}
/**
* The methods used by the different instruments.
*/
private static final ForexOptionVanillaBlackSmileMethod METHOD_FXOPTION = ForexOptionVanillaBlackSmileMethod.getInstance();
private static final ForexOptionSingleBarrierBlackMethod METHOD_FXOPTIONBARRIER = ForexOptionSingleBarrierBlackMethod.getInstance();
private static final ForexOptionDigitalBlackMethod METHOD_FXOPTIONDIGITAL = ForexOptionDigitalBlackMethod.getInstance();
@Override
public PresentValueForexBlackVolatilitySensitivity visitForexOptionVanilla(final ForexOptionVanilla derivative, final YieldCurveBundle data) {
return METHOD_FXOPTION.presentValueBlackVolatilitySensitivity(derivative, data);
}
@Override
public PresentValueForexBlackVolatilitySensitivity visitForexOptionSingleBarrier(final ForexOptionSingleBarrier derivative, final YieldCurveBundle data) {
return METHOD_FXOPTIONBARRIER.presentValueBlackVolatilitySensitivity(derivative, data);
}
@Override
public PresentValueForexBlackVolatilitySensitivity visitForexOptionDigital(final ForexOptionDigital derivative, final YieldCurveBundle data) {
return METHOD_FXOPTIONDIGITAL.presentValueBlackVolatilitySensitivity(derivative, data);
}
}