/**
* 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.LocalDate;
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;
/**
* Gets the fixing period start and end dates for annuity from a particular date.
*/
public final class AnnuityPaymentDatesVisitor extends InstrumentDefinitionVisitorAdapter<ZonedDateTime, LocalDate[]> {
/** A singleton instance */
private static final InstrumentDefinitionVisitor<ZonedDateTime, LocalDate[]> INSTANCE = new AnnuityPaymentDatesVisitor();
/**
* Gets the single instance of this class.
* @return The instance
*/
public static InstrumentDefinitionVisitor<ZonedDateTime, LocalDate[]> getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private AnnuityPaymentDatesVisitor() {
}
@Override
public LocalDate[] visitAnnuityDefinition(final AnnuityDefinition<? extends PaymentDefinition> annuity, final ZonedDateTime date) {
final int n = annuity.getNumberOfPayments();
final List<LocalDate> dates = new ArrayList<>();
int count = 0;
for (int i = 0; i < n; i++) {
final PaymentDefinition payment = annuity.getNthPayment(i);
if (!date.isAfter(payment.getPaymentDate())) {
final LocalDate paymentDate = annuity.getNthPayment(i).getPaymentDate().toLocalDate();
dates.add(paymentDate);
count++;
}
}
return dates.toArray(new LocalDate[count]);
}
}