/** * Copyright (C) 2011 - 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.InstrumentDerivativeVisitorAdapter; import com.opengamma.analytics.financial.interestrate.bond.definition.BondCapitalIndexedSecurity; import com.opengamma.analytics.financial.interestrate.bond.definition.BondCapitalIndexedTransaction; import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity; import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedTransaction; import com.opengamma.analytics.financial.interestrate.bond.provider.BondCapitalIndexedSecurityDiscountingMethod; import com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod; import com.opengamma.util.ArgumentChecker; /** * Bond clean price from the conventional yield-to-maturity function. */ public final class CleanPriceFromYieldCalculator extends InstrumentDerivativeVisitorAdapter<Double, Double> { /** A singleton instance */ private static final CleanPriceFromYieldCalculator INSTANCE = new CleanPriceFromYieldCalculator(); /** * Gets the singleton instance. * @return The instance */ public static CleanPriceFromYieldCalculator getInstance() { return INSTANCE; } /** * Private constructor */ private CleanPriceFromYieldCalculator() { } /** Calculator from bonds */ private static final BondSecurityDiscountingMethod METHOD_BOND_SECURITY = BondSecurityDiscountingMethod.getInstance(); /** Calculator from inflation bonds */ private static final BondCapitalIndexedSecurityDiscountingMethod METHOD_INFLATION_BOND_SECURITY = BondCapitalIndexedSecurityDiscountingMethod.getInstance(); @Override public Double visitBondFixedSecurity(final BondFixedSecurity bond, final Double yield) { ArgumentChecker.notNull(bond, "bond"); ArgumentChecker.notNull(yield, "yield"); return METHOD_BOND_SECURITY.cleanPriceFromYield(bond, yield) * 100; } @Override public Double visitBondFixedTransaction(final BondFixedTransaction bond, final Double yield) { ArgumentChecker.notNull(bond, "bond"); ArgumentChecker.notNull(yield, "yield"); return METHOD_BOND_SECURITY.cleanPriceFromYield(bond.getBondStandard(), yield) * 100; } @Override public Double visitBondCapitalIndexedTransaction(final BondCapitalIndexedTransaction<?> bond, final Double yield) { ArgumentChecker.notNull(bond, "bond"); ArgumentChecker.notNull(yield, "yield"); ArgumentChecker.notNull(bond.getBondStandard() instanceof BondCapitalIndexedSecurity<?>, "the bond should be a BondCapitalIndexedSecurity"); final BondCapitalIndexedSecurity<?> bondSecurity = bond.getBondStandard(); return METHOD_INFLATION_BOND_SECURITY.cleanPriceFromYield(bondSecurity, yield) * 100.0; } }