/**
* 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.blackswaption;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.sensitivity.PresentValueSwaptionSurfaceSensitivity;
import com.opengamma.analytics.financial.interestrate.swaption.derivative.SwaptionCashFixedIbor;
import com.opengamma.analytics.financial.interestrate.swaption.derivative.SwaptionPhysicalFixedIbor;
import com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionCashFixedIborBlackMethod;
import com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionPhysicalFixedIborBlackMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.BlackSwaptionFlatProviderInterface;
/**
* Calculator of the present value as a multiple currency amount.
*/
public final class PresentValueBlackSensitivityBlackSwaptionCalculator extends InstrumentDerivativeVisitorAdapter<BlackSwaptionFlatProviderInterface, PresentValueSwaptionSurfaceSensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueBlackSensitivityBlackSwaptionCalculator INSTANCE = new PresentValueBlackSensitivityBlackSwaptionCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueBlackSensitivityBlackSwaptionCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private PresentValueBlackSensitivityBlackSwaptionCalculator() {
}
/** Pricing methods for physically-settled swaptions */
private static final SwaptionPhysicalFixedIborBlackMethod METHOD_SWT_PHYS = SwaptionPhysicalFixedIborBlackMethod.getInstance();
/** Pricing methods for cash-settled swaptions */
private static final SwaptionCashFixedIborBlackMethod METHOD_SWT_CASH = SwaptionCashFixedIborBlackMethod.getInstance();
@Override
public PresentValueSwaptionSurfaceSensitivity visitSwaptionPhysicalFixedIbor(final SwaptionPhysicalFixedIbor swaption, final BlackSwaptionFlatProviderInterface black) {
return METHOD_SWT_PHYS.presentValueBlackSensitivity(swaption, black);
}
@Override
public PresentValueSwaptionSurfaceSensitivity visitSwaptionCashFixedIbor(final SwaptionCashFixedIbor swaption, final BlackSwaptionFlatProviderInterface black) {
return METHOD_SWT_CASH.presentValueBlackSensitivity(swaption, black);
}
}