/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.bond.calculator;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondTotalReturnSwap;
import com.opengamma.analytics.financial.provider.calculator.discounting.PV01CurveParametersCalculator;
import com.opengamma.analytics.financial.provider.calculator.issuer.PresentValueCurveSensitivityIssuerCalculator;
import com.opengamma.analytics.financial.provider.description.interestrate.ParameterIssuerProviderInterface;
import com.opengamma.analytics.util.amount.ReferenceAmount;
import com.opengamma.util.ArgumentChecker;
import com.opengamma.util.money.Currency;
import com.opengamma.util.tuple.Pair;
/**
* Calculates the PV01s for a bond total return swap.
* @deprecated Use the standard PV01CurveParametersCalculator.
*/
@Deprecated
public final class BondTrsPV01Calculator extends InstrumentDerivativeVisitorAdapter<ParameterIssuerProviderInterface, ReferenceAmount<Pair<String, Currency>>> {
/** A singleton instance */
private static final BondTrsPV01Calculator INSTANCE = new BondTrsPV01Calculator();
/** The PV01 calculator */
private static final InstrumentDerivativeVisitor<ParameterIssuerProviderInterface, ReferenceAmount<Pair<String, Currency>>> CALCULATOR =
new PV01CurveParametersCalculator<>(PresentValueCurveSensitivityIssuerCalculator.getInstance());
/**
* Gets the singleton instance.
* @return The singleton instance
*/
public static BondTrsPV01Calculator getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private BondTrsPV01Calculator() {
}
@Override
public ReferenceAmount<Pair<String, Currency>> visitBondTotalReturnSwap(final BondTotalReturnSwap bondTrs, final ParameterIssuerProviderInterface data) {
ArgumentChecker.notNull(bondTrs, "bondTrs");
ArgumentChecker.notNull(data, "data");
// final ReferenceAmount<Pair<String, Currency>> fundingLegPV01 = bondTrs.getFundingLeg().accept(CALCULATOR, data);
// final ReferenceAmount<Pair<String, Currency>> bondPV01 = bondTrs.getAsset().accept(CALCULATOR, data);
// return fundingLegPV01.plus(bondPV01);
return bondTrs.accept(CALCULATOR, data);
}
}