/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.Annuity;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponFixed;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponIborRatchet;
import com.opengamma.analytics.financial.interestrate.payments.derivative.Payment;
/**
* Gets the accrual year fractions for the coupons in an annuity.
*/
public final class AnnuityAccrualYearFractionsVisitor extends InstrumentDerivativeVisitorAdapter<Void, double[]> {
/** The coupon accrual year fraction visitor */
private static final InstrumentDerivativeVisitor<Void, Double> COUPON_VISITOR = new CouponFixingAccrualFactorVisitor();
/** A singleton instance */
private static final InstrumentDerivativeVisitor<Void, double[]> INSTANCE = new AnnuityAccrualYearFractionsVisitor();
/**
* Gets the singleton instance.
* @return The instance
*/
public static InstrumentDerivativeVisitor<Void, double[]> getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private AnnuityAccrualYearFractionsVisitor() {
}
@Override
public double[] visitGenericAnnuity(final Annuity<? extends Payment> annuity) {
final int n = annuity.getNumberOfPayments();
final double[] fractions = new double[n];
for (int i = 0; i < n; i++) {
fractions[i] = annuity.getNthPayment(i).accept(COUPON_VISITOR);
}
return fractions;
}
@Override
public double[] visitFixedCouponAnnuity(final AnnuityCouponFixed annuity) {
return visitGenericAnnuity(annuity);
}
@Override
public double[] visitAnnuityCouponIborRatchet(final AnnuityCouponIborRatchet annuity) {
return visitGenericAnnuity(annuity);
}
}