/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.provider.calculator.blackforex;
import com.opengamma.analytics.financial.forex.derivative.ForexNonDeliverableOption;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionDigital;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionSingleBarrier;
import com.opengamma.analytics.financial.forex.derivative.ForexOptionVanilla;
import com.opengamma.analytics.financial.forex.provider.ForexNonDeliverableOptionBlackSmileMethod;
import com.opengamma.analytics.financial.forex.provider.ForexOptionDigitalBlackSmileMethod;
import com.opengamma.analytics.financial.forex.provider.ForexOptionSingleBarrierBlackMethod;
import com.opengamma.analytics.financial.forex.provider.ForexOptionVanillaBlackSmileMethod;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorSameMethodAdapter;
import com.opengamma.analytics.financial.provider.description.forex.BlackForexSmileProviderInterface;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity;
/**
* Calculates the present value of an inflation instruments by discounting for a given MarketBundle
*/
public final class PresentValueCurveSensitivityForexBlackSmileCalculator extends InstrumentDerivativeVisitorSameMethodAdapter<BlackForexSmileProviderInterface, MultipleCurrencyMulticurveSensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueCurveSensitivityForexBlackSmileCalculator INSTANCE = new PresentValueCurveSensitivityForexBlackSmileCalculator();
/**
* Constructor.
*/
private PresentValueCurveSensitivityForexBlackSmileCalculator() {
}
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueCurveSensitivityForexBlackSmileCalculator getInstance() {
return INSTANCE;
}
/**
* Pricing methods.
*/
private static final ForexOptionVanillaBlackSmileMethod METHOD_FX_VAN = ForexOptionVanillaBlackSmileMethod.getInstance();
private static final ForexNonDeliverableOptionBlackSmileMethod METHOD_NDO = ForexNonDeliverableOptionBlackSmileMethod.getInstance();
private static final ForexOptionDigitalBlackSmileMethod METHOD_DIG = ForexOptionDigitalBlackSmileMethod.getInstance();
private static final ForexOptionSingleBarrierBlackMethod METHOD_BARRIER = ForexOptionSingleBarrierBlackMethod.getInstance();
@Override
public MultipleCurrencyMulticurveSensitivity visit(final InstrumentDerivative derivative, final BlackForexSmileProviderInterface blackSmile) {
return derivative.accept(this, blackSmile);
}
// ----- Forex ------
@Override
public MultipleCurrencyMulticurveSensitivity visitForexOptionVanilla(final ForexOptionVanilla option, final BlackForexSmileProviderInterface blackSmile) {
return METHOD_FX_VAN.presentValueCurveSensitivity(option, blackSmile);
}
@Override
public MultipleCurrencyMulticurveSensitivity visitForexNonDeliverableOption(final ForexNonDeliverableOption option, final BlackForexSmileProviderInterface blackSmile) {
return METHOD_NDO.presentValueCurveSensitivity(option, blackSmile);
}
@Override
public MultipleCurrencyMulticurveSensitivity visitForexOptionDigital(final ForexOptionDigital option, final BlackForexSmileProviderInterface blackSmile) {
return METHOD_DIG.presentValueCurveSensitivity(option, blackSmile);
}
@Override
public MultipleCurrencyMulticurveSensitivity visitForexOptionSingleBarrier(final ForexOptionSingleBarrier option, final BlackForexSmileProviderInterface blackSmile) {
return METHOD_BARRIER.presentValueCurveSensitivity(option, blackSmile);
}
@Override
public MultipleCurrencyMulticurveSensitivity visit(final InstrumentDerivative derivative) {
throw new UnsupportedOperationException();
}
}