/** * 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); } }