/**
* Copyright (C) 2012 - 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.InterestRateFutureOptionMarginTransaction;
import com.opengamma.analytics.financial.interestrate.future.provider.InterestRateFutureOptionMarginTransactionBlackSmileMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.BlackSTIRFuturesProviderInterface;
import com.opengamma.analytics.util.amount.SurfaceValue;
/**
* Calculator of the present value as a multiple currency amount.
*/
public final class PresentValueBlackSensitivityBlackSTIRFutureOptionCalculator extends InstrumentDerivativeVisitorAdapter<BlackSTIRFuturesProviderInterface, SurfaceValue> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueBlackSensitivityBlackSTIRFutureOptionCalculator INSTANCE = new PresentValueBlackSensitivityBlackSTIRFutureOptionCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueBlackSensitivityBlackSTIRFutureOptionCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private PresentValueBlackSensitivityBlackSTIRFutureOptionCalculator() {
}
/**
* Pricing methods.
*/
private static final InterestRateFutureOptionMarginTransactionBlackSmileMethod METHOD_STIRFUT_MARGIN = InterestRateFutureOptionMarginTransactionBlackSmileMethod.getInstance();
// ----- Futures ------
@Override
public SurfaceValue visitInterestRateFutureOptionMarginTransaction(final InterestRateFutureOptionMarginTransaction futures, final BlackSTIRFuturesProviderInterface black) {
return METHOD_STIRFUT_MARGIN.presentValueBlackSensitivity(futures, black);
}
}