/**
* 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.normalstirfutures;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureOptionMarginTransaction;
import com.opengamma.analytics.financial.interestrate.future.provider.InterestRateFutureOptionMarginTransactionNormalSmileMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.NormalSTIRFuturesProviderInterface;
import com.opengamma.util.money.MultipleCurrencyAmount;
/**
* Calculator of the present value as a multiple currency amount.
*/
public final class PresentValueNormalSTIRFuturesCalculator extends
InstrumentDerivativeVisitorAdapter<NormalSTIRFuturesProviderInterface, MultipleCurrencyAmount> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueNormalSTIRFuturesCalculator INSTANCE = new PresentValueNormalSTIRFuturesCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueNormalSTIRFuturesCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private PresentValueNormalSTIRFuturesCalculator() {
}
/**
* Pricing methods.
*/
private static final InterestRateFutureOptionMarginTransactionNormalSmileMethod METHOD_STRIRFUT_MARGIN = InterestRateFutureOptionMarginTransactionNormalSmileMethod.getInstance();
// ----- Futures ------
@Override
public MultipleCurrencyAmount visitInterestRateFutureOptionMarginTransaction(
final InterestRateFutureOptionMarginTransaction futures, final NormalSTIRFuturesProviderInterface black) {
return METHOD_STRIRFUT_MARGIN.presentValue(futures, black);
}
}