/**
* 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 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;
import com.opengamma.util.money.CurrencyAmount;
/**
* Gets the forward rates for an annuity given a bundle of yield curves.
*/
public final class AnnuityProjectedPaymentsVisitor extends InstrumentDerivativeVisitorAdapter<YieldCurveBundle, CurrencyAmount[]> {
/** Gets the fixed rates for coupons */
private static final InstrumentDerivativeVisitor<YieldCurveBundle, CurrencyAmount> COUPON_VISITOR = new CouponProjectedPaymentVisitor();
/** The singleton instance */
private static final InstrumentDerivativeVisitor<YieldCurveBundle, CurrencyAmount[]> INSTANCE = new AnnuityProjectedPaymentsVisitor();
/**
* Gets the singleton instance.
* @return The instance
*/
public static InstrumentDerivativeVisitor<YieldCurveBundle, CurrencyAmount[]> getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private AnnuityProjectedPaymentsVisitor() {
}
@Override
public CurrencyAmount[] visitGenericAnnuity(final Annuity<? extends Payment> annuity, final YieldCurveBundle curves) {
final int n = annuity.getNumberOfPayments();
final List<CurrencyAmount> ca = new ArrayList<>();
int count = 0;
for (int i = 0; i < n; i++) {
final Payment payment = annuity.getNthPayment(i);
try {
ca.add(payment.accept(COUPON_VISITOR, curves));
} catch (final UnsupportedOperationException e) {
// for the case where the coupon has fixed
ca.add(null);
}
count++;
}
return ca.toArray(new CurrencyAmount[count]);
}
@Override
public CurrencyAmount[] visitFixedCouponAnnuity(final AnnuityCouponFixed annuity, final YieldCurveBundle curves) {
return visitGenericAnnuity(annuity);
}
@Override
public CurrencyAmount[] visitAnnuityCouponIborRatchet(final AnnuityCouponIborRatchet annuity, final YieldCurveBundle curves) {
return visitGenericAnnuity(annuity);
}
}