/** * 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 java.util.ArrayList; import java.util.List; import org.threeten.bp.ZonedDateTime; import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor; import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitorAdapter; import com.opengamma.analytics.financial.instrument.annuity.AnnuityDefinition; import com.opengamma.analytics.financial.instrument.payment.PaymentDefinition; import com.opengamma.util.money.CurrencyAmount; /** * Gets all notionals for an annuity. */ public final class AnnuityNotionalsVisitor extends InstrumentDefinitionVisitorAdapter<ZonedDateTime, CurrencyAmount[]> { /** Gets the notional for a coupon */ private static final InstrumentDefinitionVisitor<Void, CurrencyAmount> COUPON_VISITOR = new CouponNotionalVisitor(); /** The singleton instance */ private static final InstrumentDefinitionVisitor<ZonedDateTime, CurrencyAmount[]> INSTANCE = new AnnuityNotionalsVisitor(); /** * Gets the singleton instance. * @return The instance */ public static InstrumentDefinitionVisitor<ZonedDateTime, CurrencyAmount[]> getInstance() { return INSTANCE; } /** * Private constructor. */ private AnnuityNotionalsVisitor() { } @Override public CurrencyAmount[] visitAnnuityDefinition(final AnnuityDefinition<? extends PaymentDefinition> annuity, final ZonedDateTime date) { final int n = annuity.getNumberOfPayments(); final List<CurrencyAmount> ca = new ArrayList<>(); int count = 0; for (int i = 0; i < n; i++) { final PaymentDefinition payment = annuity.getNthPayment(i); if (!date.isAfter(payment.getPaymentDate())) { ca.add(payment.accept(COUPON_VISITOR)); count++; } } return ca.toArray(new CurrencyAmount[count]); } }