/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.provider.calculator.inflation; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter; import com.opengamma.analytics.financial.interestrate.bond.definition.BondCapitalIndexedSecurity; import com.opengamma.analytics.financial.interestrate.bond.definition.BondCapitalIndexedTransaction; import com.opengamma.analytics.financial.interestrate.bond.provider.BondCapitalIndexedSecurityDiscountingMethod; import com.opengamma.analytics.financial.provider.description.inflation.InflationIssuerProviderInterface; import com.opengamma.util.ArgumentChecker; /** * Calculate convexity from the curves. */ public final class ConvexityFromCurvesCalculator extends InstrumentDerivativeVisitorAdapter<InflationIssuerProviderInterface, Double> { /** * The calculator instance. */ private static final ConvexityFromCurvesCalculator s_instance = new ConvexityFromCurvesCalculator(); /** * Return the calculator instance. * @return The instance. */ public static ConvexityFromCurvesCalculator getInstance() { return s_instance; } /** * Private constructor. */ private ConvexityFromCurvesCalculator() { } /** The method used for bonds */ private static final BondCapitalIndexedSecurityDiscountingMethod METHOD_BOND_SECURITY = BondCapitalIndexedSecurityDiscountingMethod.getInstance(); @Override public Double visitBondCapitalIndexedTransaction(final BondCapitalIndexedTransaction<?> bond, final InflationIssuerProviderInterface issuer) { ArgumentChecker.notNull(bond, "bond"); ArgumentChecker.notNull(issuer, "Issuer provider"); return METHOD_BOND_SECURITY.convexityFromCurves(bond.getBondTransaction(), issuer) / 100; } @Override public Double visitBondCapitalIndexedSecurity(final BondCapitalIndexedSecurity<?> bond, final InflationIssuerProviderInterface issuer) { ArgumentChecker.notNull(bond, "bond"); ArgumentChecker.notNull(issuer, "Issuer provider"); return METHOD_BOND_SECURITY.convexityFromCurves(bond, issuer) / 100; } }