/**
* 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.YieldCurveBundle;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity;
import com.opengamma.analytics.financial.interestrate.bond.method.BondSecurityDiscountingMethod;
import com.opengamma.util.ArgumentChecker;
/**
* Calculate modified duration from curves.
* @deprecated Use {@link com.opengamma.analytics.financial.provider.calculator.issuer.ModifiedDurationFromCurvesCalculator}
*/
@Deprecated
public final class ModifiedDurationFromCurvesCalculator extends InstrumentDerivativeVisitorAdapter<YieldCurveBundle, Double> {
/**
* The calculator instance.
*/
private static final ModifiedDurationFromCurvesCalculator s_instance = new ModifiedDurationFromCurvesCalculator();
/**
* The fixed coupon bond method.
*/
private static final BondSecurityDiscountingMethod METHOD_BOND = BondSecurityDiscountingMethod.getInstance();
/**
* Return the calculator instance.
* @return The instance.
*/
public static ModifiedDurationFromCurvesCalculator getInstance() {
return s_instance;
}
/**
* Private constructor.
*/
private ModifiedDurationFromCurvesCalculator() {
}
@Override
public Double visitBondFixedSecurity(final BondFixedSecurity bond, final YieldCurveBundle curves) {
ArgumentChecker.notNull(curves, "curves");
ArgumentChecker.notNull(bond, "bond");
return METHOD_BOND.modifiedDurationFromCurves(bond, curves);
}
}