/* * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.interestrate.swap.provider; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitor; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter; 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.analytics.financial.provider.description.interestrate.MulticurveProviderInterface; /** * Gets the discount factors for the payment times of the coupons in an annuity. */ public final class AnnuityDiscountFactorsVisitor extends InstrumentDerivativeVisitorAdapter<MulticurveProviderInterface, double[]> { /** Gets the discount factors for coupons */ private static final InstrumentDerivativeVisitor<MulticurveProviderInterface, Double> COUPON_VISITOR = new CouponPaymentDiscountFactorVisitor(); /** A singleton instance */ private static final InstrumentDerivativeVisitor<MulticurveProviderInterface, double[]> INSTANCE = new AnnuityDiscountFactorsVisitor(); /** * Gets the singleton instance. * @return The instance */ public static InstrumentDerivativeVisitor<MulticurveProviderInterface, double[]> getInstance() { return INSTANCE; } /** * Private constructor. */ private AnnuityDiscountFactorsVisitor() { } @Override public double[] visitGenericAnnuity(final Annuity<? extends Payment> annuity, final MulticurveProviderInterface curves) { final int n = annuity.getNumberOfPayments(); final double[] fractions = new double[n]; for (int i = 0; i < n; i++) { fractions[i] = annuity.getNthPayment(i).accept(COUPON_VISITOR, curves); } return fractions; } @Override public double[] visitFixedCouponAnnuity(final AnnuityCouponFixed annuity, final MulticurveProviderInterface curves) { return visitGenericAnnuity(annuity, curves); } @Override public double[] visitAnnuityCouponIborRatchet(final AnnuityCouponIborRatchet annuity, final MulticurveProviderInterface curves) { return visitGenericAnnuity(annuity, curves); } }