/**
 * 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.blackstirfutures;

import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureOptionMarginSecurity;
import com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureOptionMarginTransaction;
import com.opengamma.analytics.financial.interestrate.future.provider.InterestRateFutureOptionMarginSecurityBlackRateMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.BlackSTIRFuturesProviderInterface;

/**
 * Calculates the implied volatility of interest rate future options.
 */
public final class ImpliedVolatilitySTIRFutureOptionCalculator extends InstrumentDerivativeVisitorAdapter<BlackSTIRFuturesProviderInterface, Double> {
  /**
   * The unique instance of the calculator.
   */
  private static final ImpliedVolatilitySTIRFutureOptionCalculator INSTANCE = new ImpliedVolatilitySTIRFutureOptionCalculator();

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

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

  /**
   * Pricing methods.
   */
  private static final InterestRateFutureOptionMarginSecurityBlackRateMethod METHOD_STIR_MARGIN = InterestRateFutureOptionMarginSecurityBlackRateMethod.getInstance();

  @Override
  public Double visitInterestRateFutureOptionMarginTransaction(final InterestRateFutureOptionMarginTransaction futures, final BlackSTIRFuturesProviderInterface black) {
    return METHOD_STIR_MARGIN.impliedVolatility(futures.getUnderlyingSecurity(), black);
  }

  @Override
  public Double visitInterestRateFutureOptionMarginSecurity(final InterestRateFutureOptionMarginSecurity futures, final BlackSTIRFuturesProviderInterface black) {
    return METHOD_STIR_MARGIN.impliedVolatility(futures, black);
  }
}