/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.fixedincome;
import java.util.Collections;
import java.util.Set;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.PresentValueCalculator;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.engine.ComputationTargetSpecification;
import com.opengamma.engine.value.ComputedValue;
import com.opengamma.engine.value.ValueProperties;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.engine.value.ValueSpecification;
/**
* Calculates the present value of a cross-currency swap.
* @deprecated Return a double which is the sum of the values of the two legs without conversion. Should be removed.
*/
@Deprecated
public class CrossCurrencySwapPVFunction extends CrossCurrencySwapFunction {
/** Present value calculator */
private static final PresentValueCalculator CALCULATOR = PresentValueCalculator.getInstance();
/**
* Default constructor
*/
public CrossCurrencySwapPVFunction() {
super(ValueRequirementNames.PRESENT_VALUE);
}
@Override
protected Set<ComputedValue> getComputedValues(final InstrumentDerivative derivative, final YieldCurveBundle bundle, final ComputationTargetSpecification targetSpec,
final ValueProperties properties) {
final double pv = derivative.accept(CALCULATOR, bundle);
final ValueSpecification spec = new ValueSpecification(getValueRequirementNames()[0], targetSpec, properties);
return Collections.singleton(new ComputedValue(spec, pv));
}
}