/**
* 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.libormarket;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.swaption.derivative.SwaptionPhysicalFixedIbor;
import com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionPhysicalFixedIborLMMDDMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.LiborMarketModelDisplacedDiffusionProviderInterface;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity;
/**
* Calculator of the present value as a multiple currency amount.
*/
public final class PresentValueCurveSensitivityLMMDDCalculator extends
InstrumentDerivativeVisitorAdapter<LiborMarketModelDisplacedDiffusionProviderInterface, MultipleCurrencyMulticurveSensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueCurveSensitivityLMMDDCalculator INSTANCE = new PresentValueCurveSensitivityLMMDDCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueCurveSensitivityLMMDDCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private PresentValueCurveSensitivityLMMDDCalculator() {
}
/**
* Pricing methods.
*/
private static final SwaptionPhysicalFixedIborLMMDDMethod METHOD_SWT_PHYS = SwaptionPhysicalFixedIborLMMDDMethod.getInstance();
// ----- Swaption ------
@Override
public MultipleCurrencyMulticurveSensitivity visitSwaptionPhysicalFixedIbor(final SwaptionPhysicalFixedIbor swaption, final LiborMarketModelDisplacedDiffusionProviderInterface lmm) {
return METHOD_SWT_PHYS.presentValueCurveSensitivity(swaption, lmm);
}
}