/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.equity.option;
import com.opengamma.financial.security.FinancialSecurityVisitorAdapter;
import com.opengamma.financial.security.equity.EquitySecurity;
import com.opengamma.financial.security.future.BondFutureSecurity;
import com.opengamma.financial.security.future.EnergyFutureSecurity;
import com.opengamma.financial.security.future.EquityFutureSecurity;
import com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity;
import com.opengamma.financial.security.future.IndexFutureSecurity;
import com.opengamma.financial.security.future.InterestRateFutureSecurity;
import com.opengamma.financial.security.future.MetalFutureSecurity;
import com.opengamma.financial.security.future.StockFutureSecurity;
import com.opengamma.financial.security.option.CommodityFutureOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexFutureOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexOptionSecurity;
import com.opengamma.financial.security.option.EquityOptionSecurity;
import com.opengamma.financial.security.option.IRFutureOptionSecurity;
/** Calculates the contract multiplier, or notional of a single contract. This is used for converting Mathematical Greeks to Position Greeks,
* the former simply being the latter for a notional of 1.0/
*/
public final class PositionGreekContractMultiplier extends FinancialSecurityVisitorAdapter<Double> {
/** Static instance */
private static final PositionGreekContractMultiplier s_instance = new PositionGreekContractMultiplier();
/**
* Gets an instance of this calculator
* @return The (singleton) instance
*/
public static PositionGreekContractMultiplier getInstance() {
return s_instance;
}
/**
* Private constructor.
*/
private PositionGreekContractMultiplier() {
}
@Override
public Double visitEquitySecurity(final EquitySecurity security) {
return 1.0;
}
@Override
public Double visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {
return security.getUnitAmount();
}
@Override
public Double visitEquityFutureSecurity(final EquityFutureSecurity security) {
return security.getUnitAmount();
}
@Override
public Double visitIndexFutureSecurity(final IndexFutureSecurity security) {
return security.getUnitAmount();
}
@Override
public Double visitStockFutureSecurity(final StockFutureSecurity security) {
return security.getUnitAmount();
}
@Override
public Double visitMetalFutureSecurity(final MetalFutureSecurity security) {
return security.getUnitAmount();
}
@Override
public Double visitEnergyFutureSecurity(final EnergyFutureSecurity security) {
return security.getUnitAmount();
}
@Override
public Double visitBondFutureSecurity(final BondFutureSecurity security) {
return security.getUnitAmount();
}
@Override
public Double visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {
return security.getUnitAmount();
}
@Override
public Double visitEquityIndexOptionSecurity(final EquityIndexOptionSecurity security) {
return security.getPointValue();
}
@Override
public Double visitEquityOptionSecurity(final EquityOptionSecurity security) {
return security.getPointValue();
}
@Override
public Double visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {
return security.getPointValue();
}
@Override
public Double visitIRFutureOptionSecurity(final IRFutureOptionSecurity security) {
return security.getPointValue();
}
@Override
public Double visitCommodityFutureOptionSecurity(final CommodityFutureOptionSecurity security) {
return security.getPointValue();
}
}