/**
* 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.priceindexmarketmodel;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.inflation.derivative.CapFloorInflationZeroCouponInterpolation;
import com.opengamma.analytics.financial.interestrate.inflation.derivative.CapFloorInflationZeroCouponMonthly;
import com.opengamma.analytics.financial.interestrate.inflation.provider.CapFloorInflationZeroCouponInterpolationBlackSmileMethod;
import com.opengamma.analytics.financial.interestrate.inflation.provider.CapFloorInflationZeroCouponMonthlyBlackSmileMethod;
import com.opengamma.analytics.financial.provider.description.inflation.BlackSmileCapInflationZeroCouponProviderInterface;
import com.opengamma.analytics.financial.provider.sensitivity.inflation.MultipleCurrencyInflationSensitivity;
/**
*
*/
public final class PresentValueSensitivityZeroCouponBlackInflationCalculator extends
InstrumentDerivativeVisitorAdapter<BlackSmileCapInflationZeroCouponProviderInterface, MultipleCurrencyInflationSensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueSensitivityZeroCouponBlackInflationCalculator INSTANCE = new PresentValueSensitivityZeroCouponBlackInflationCalculator();
/**
* Constructor.
*/
private PresentValueSensitivityZeroCouponBlackInflationCalculator() {
}
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueSensitivityZeroCouponBlackInflationCalculator getInstance() {
return INSTANCE;
}
/**
* Pricing methods.
*/
private static final CapFloorInflationZeroCouponInterpolationBlackSmileMethod METHOD_CAPFLOOR_INTERPOLATION = CapFloorInflationZeroCouponInterpolationBlackSmileMethod.getInstance();
private static final CapFloorInflationZeroCouponMonthlyBlackSmileMethod METHOD_CAPFLOOR_MONTHLY = CapFloorInflationZeroCouponMonthlyBlackSmileMethod.getInstance();
//----- Cap/Floor Zero Coupon -----
@Override
public MultipleCurrencyInflationSensitivity visitCapFloorInflationZeroCouponInterpolation(final CapFloorInflationZeroCouponInterpolation cap,
final BlackSmileCapInflationZeroCouponProviderInterface black) {
return METHOD_CAPFLOOR_INTERPOLATION.presentValueCurveSensitivity(cap, black);
}
@Override
public MultipleCurrencyInflationSensitivity visitCapFloorInflationZeroCouponMonthly(final CapFloorInflationZeroCouponMonthly cap, final BlackSmileCapInflationZeroCouponProviderInterface black) {
return METHOD_CAPFLOOR_MONTHLY.presentValueCurveSensitivity(cap, black);
}
}