/**
* 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.method.PresentValueForexBlackVolatilitySensitivity;
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.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.provider.description.forex.BlackForexSmileProviderInterface;
/**
* Calculates the present value of an inflation instruments by discounting for a given MarketBundle
*/
public final class PresentValueForexVolatilitySensitivityForexBlackSmileCalculator extends
InstrumentDerivativeVisitorAdapter<BlackForexSmileProviderInterface, PresentValueForexBlackVolatilitySensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueForexVolatilitySensitivityForexBlackSmileCalculator INSTANCE = new PresentValueForexVolatilitySensitivityForexBlackSmileCalculator();
/**
* Constructor.
*/
private PresentValueForexVolatilitySensitivityForexBlackSmileCalculator() {
}
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueForexVolatilitySensitivityForexBlackSmileCalculator 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 PresentValueForexBlackVolatilitySensitivity visitForexOptionVanilla(final ForexOptionVanilla option, final BlackForexSmileProviderInterface blackSmile) {
return METHOD_FX_VAN.presentValueBlackVolatilitySensitivity(option, blackSmile);
}
@Override
public PresentValueForexBlackVolatilitySensitivity visitForexNonDeliverableOption(final ForexNonDeliverableOption option, final BlackForexSmileProviderInterface blackSmile) {
return METHOD_NDO.presentValueBlackVolatilitySensitivity(option, blackSmile);
}
@Override
public PresentValueForexBlackVolatilitySensitivity visitForexOptionDigital(final ForexOptionDigital option, final BlackForexSmileProviderInterface blackSmile) {
return METHOD_DIG.presentValueBlackVolatilitySensitivity(option, blackSmile);
}
@Override
public PresentValueForexBlackVolatilitySensitivity visitForexOptionSingleBarrier(final ForexOptionSingleBarrier option, final BlackForexSmileProviderInterface blackSmile) {
return METHOD_BARRIER.presentValueBlackVolatilitySensitivity(option, blackSmile);
}
}