PresentValueBlackSmileCapCalculator.java

/**
 * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.provider.calculator.blackcap;

import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.payments.derivative.CapFloorIbor;
import com.opengamma.analytics.financial.interestrate.payments.provider.CapFloorIborBlackSmileMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.BlackSmileCapProviderInterface;
import com.opengamma.util.money.MultipleCurrencyAmount;

/**
 * Calculator of the present value as a multiple currency amount for Black smile cap/floor provider.
 */
public final class PresentValueBlackSmileCapCalculator extends InstrumentDerivativeVisitorAdapter<BlackSmileCapProviderInterface, MultipleCurrencyAmount> {

  /**
   * The unique instance of the calculator.
   */
  private static final PresentValueBlackSmileCapCalculator INSTANCE = new PresentValueBlackSmileCapCalculator();

  /**
   * Gets the calculator instance.
   * @return The calculator.
   */
  public static PresentValueBlackSmileCapCalculator getInstance() {
    return INSTANCE;
  }

  /**
   * Constructor.
   */
  private PresentValueBlackSmileCapCalculator() {
  }

  /**
   * Pricing methods.
   */
  private static final CapFloorIborBlackSmileMethod METHOD_CAP = CapFloorIborBlackSmileMethod.getInstance();

  @Override
  public MultipleCurrencyAmount visitCapFloorIbor(final CapFloorIbor cap, final BlackSmileCapProviderInterface black) {
    return METHOD_CAP.presentValue(cap, black);
  }

}