/**
* 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.hullwhite;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorDelegate;
import com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureSecurity;
import com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureTransaction;
import com.opengamma.analytics.financial.interestrate.future.provider.InterestRateFutureSecurityHullWhiteMethod;
import com.opengamma.analytics.financial.provider.calculator.discounting.ParRateDiscountingCalculator;
import com.opengamma.analytics.financial.provider.description.interestrate.HullWhiteOneFactorProviderInterface;
/**
* Calculates the present value of an inflation instruments by discounting for a given MarketBundle
*/
public final class ParRateHullWhiteCalculator extends InstrumentDerivativeVisitorDelegate<HullWhiteOneFactorProviderInterface, Double> {
/**
* The unique instance of the calculator.
*/
private static final ParRateHullWhiteCalculator INSTANCE = new ParRateHullWhiteCalculator();
/**
* Constructor.
*/
private ParRateHullWhiteCalculator() {
super(new HullWhiteProviderAdapter<>(ParRateDiscountingCalculator.getInstance()));
}
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static ParRateHullWhiteCalculator getInstance() {
return INSTANCE;
}
/**
* Pricing methods.
*/
private static final InterestRateFutureSecurityHullWhiteMethod METHOD_STIRFUT = InterestRateFutureSecurityHullWhiteMethod.getInstance();
// ----- Futures -----
@Override
public Double visitInterestRateFutureTransaction(final InterestRateFutureTransaction futures, final HullWhiteOneFactorProviderInterface hullWhite) {
return METHOD_STIRFUT.parRate(futures.getUnderlyingSecurity(), hullWhite);
}
@Override
public Double visitInterestRateFutureSecurity(final InterestRateFutureSecurity futures, final HullWhiteOneFactorProviderInterface hullWhite) {
return METHOD_STIRFUT.parRate(futures, hullWhite);
}
}