/** * 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.sabrcap; import com.opengamma.analytics.financial.interestrate.InstrumentDerivative; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorSameMethodAdapter; import com.opengamma.analytics.financial.interestrate.payments.derivative.CapFloorIbor; import com.opengamma.analytics.financial.interestrate.payments.provider.CapFloorIborSABRCapMethod; import com.opengamma.analytics.financial.provider.description.interestrate.SABRCapProviderInterface; import com.opengamma.util.money.MultipleCurrencyAmount; /** * Calculates the present value of an inflation instruments by discounting for a given MarketBundle */ public final class PresentValueSABRCapCalculator extends InstrumentDerivativeVisitorSameMethodAdapter<SABRCapProviderInterface, MultipleCurrencyAmount> { /** * The unique instance of the calculator. */ private static final PresentValueSABRCapCalculator INSTANCE = new PresentValueSABRCapCalculator(); /** * Constructor. */ private PresentValueSABRCapCalculator() { } /** * Gets the calculator instance. * @return The calculator. */ public static PresentValueSABRCapCalculator getInstance() { return INSTANCE; } /** * Pricing methods. */ private static final CapFloorIborSABRCapMethod METHOD_CAP_IBOR = CapFloorIborSABRCapMethod.getInstance(); @Override public MultipleCurrencyAmount visit(final InstrumentDerivative derivative, final SABRCapProviderInterface sabr) { return derivative.accept(this, sabr); } // ----- Payment/Coupon ------ @Override public MultipleCurrencyAmount visitCapFloorIbor(final CapFloorIbor cap, final SABRCapProviderInterface sabr) { return METHOD_CAP_IBOR.presentValue(cap, sabr); } @Override public MultipleCurrencyAmount visit(final InstrumentDerivative derivative) { throw new UnsupportedOperationException(); } }