/**
* 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.g2pp;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
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.SwaptionCashFixedIborG2ppNumericalIntegrationMethod;
import com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionPhysicalFixedIborG2ppNumericalIntegrationMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.G2ppProviderInterface;
import com.opengamma.util.money.MultipleCurrencyAmount;
/**
* Calculator of the present value as a multiple currency amount.
*/
public final class PresentValueG2ppCalculator extends InstrumentDerivativeVisitorAdapter<G2ppProviderInterface, MultipleCurrencyAmount> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueG2ppCalculator INSTANCE = new PresentValueG2ppCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueG2ppCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private PresentValueG2ppCalculator() {
}
/** Physically-delivered swap */
private static final SwaptionPhysicalFixedIborG2ppNumericalIntegrationMethod METHOD_SWT_PHYS = new SwaptionPhysicalFixedIborG2ppNumericalIntegrationMethod();
/** Cash-settled swap */
private static final SwaptionCashFixedIborG2ppNumericalIntegrationMethod METHOD_SWT_CASH = new SwaptionCashFixedIborG2ppNumericalIntegrationMethod();
// ----- Swaption ------
@Override
public MultipleCurrencyAmount visitSwaptionPhysicalFixedIbor(final SwaptionPhysicalFixedIbor swaption, final G2ppProviderInterface g2) {
return METHOD_SWT_PHYS.presentValue(swaption, g2);
}
@Override
public MultipleCurrencyAmount visitSwaptionCashFixedIbor(final SwaptionCashFixedIbor swaption, final G2ppProviderInterface g2) {
return METHOD_SWT_CASH.presentValue(swaption, g2);
}
}