/**
* 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.equity;
import com.opengamma.analytics.financial.equity.EquityTrsDataBundle;
import com.opengamma.analytics.financial.equity.trs.definition.EquityTotalReturnSwap;
import com.opengamma.analytics.financial.equity.trs.method.EquityTotalReturnSwapDiscountingMethod;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity;
/**
* Calculator of the present value as a multiple currency amount using cash-flow discounting and forward estimation.
*/
public final class PresentValueCurveSensitivityEquityDiscountingCalculator extends InstrumentDerivativeVisitorAdapter<EquityTrsDataBundle, MultipleCurrencyMulticurveSensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueCurveSensitivityEquityDiscountingCalculator INSTANCE = new PresentValueCurveSensitivityEquityDiscountingCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueCurveSensitivityEquityDiscountingCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private PresentValueCurveSensitivityEquityDiscountingCalculator() {
}
/**
* The methods used by the different instruments.
*/
private static final EquityTotalReturnSwapDiscountingMethod METHOD_TRS = EquityTotalReturnSwapDiscountingMethod.getInstance();
// ----- TRS -----
@Override
public MultipleCurrencyMulticurveSensitivity visitEquityTotalReturnSwap(final EquityTotalReturnSwap trs, final EquityTrsDataBundle multicurve) {
return METHOD_TRS.presentValueCurveSensitivity(trs, multicurve);
}
}