/** * 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 it.unimi.dsi.fastutil.doubles.DoubleArrayList; 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 spreads for the coupons in an annuity. */ public final class AnnuitySpreadsVisitor extends InstrumentDefinitionVisitorAdapter<ZonedDateTime, double[]> { /** The coupon accrual year fraction visitor */ private static final InstrumentDefinitionVisitor<Void, Double> COUPON_VISITOR = CouponSpreadVisitor.getInstance(); /** A singleton instance */ private static final InstrumentDefinitionVisitor<ZonedDateTime, double[]> INSTANCE = new AnnuitySpreadsVisitor(); /** * Gets the singleton instance. * @return The instance */ public static InstrumentDefinitionVisitor<ZonedDateTime, double[]> getInstance() { return INSTANCE; } /** * Private constructor. */ private AnnuitySpreadsVisitor() { } @Override public double[] visitAnnuityDefinition(final AnnuityDefinition<? extends PaymentDefinition> annuity, final ZonedDateTime date) { final int n = annuity.getNumberOfPayments(); final DoubleArrayList fractions = new DoubleArrayList(); for (int i = 0; i < n; i++) { final PaymentDefinition payment = annuity.getNthPayment(i); if (!date.isAfter(payment.getPaymentDate())) { fractions.add(payment.accept(COUPON_VISITOR)); } } return fractions.toDoubleArray(); } }