/**
* 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.forexpoints;
import com.opengamma.analytics.financial.forex.derivative.Forex;
import com.opengamma.analytics.financial.forex.provider.ForexForwardPointsMethod;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.provider.description.interestrate.MulticurveForwardPointsProviderInterface;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity;
/**
* Calculates the present value of an inflation instruments by discounting for a given MarketBundle
*/
public final class PresentValueCurveSensitivityForexForwardPointsCalculator
extends InstrumentDerivativeVisitorAdapter<MulticurveForwardPointsProviderInterface, MultipleCurrencyMulticurveSensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueCurveSensitivityForexForwardPointsCalculator INSTANCE = new PresentValueCurveSensitivityForexForwardPointsCalculator();
/**
* Constructor.
*/
private PresentValueCurveSensitivityForexForwardPointsCalculator() {
}
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueCurveSensitivityForexForwardPointsCalculator getInstance() {
return INSTANCE;
}
/**
* Pricing methods.
*/
private static final ForexForwardPointsMethod METHOD_FX_FWD = ForexForwardPointsMethod.getInstance();
// ----- Forex ------
@Override
public MultipleCurrencyMulticurveSensitivity visitForex(final Forex fx, final MulticurveForwardPointsProviderInterface multicurvePoints) {
return METHOD_FX_FWD.presentValueCurveSensitivity(fx, multicurvePoints);
}
}