/** * Copyright (C) 2011 - 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.ParRateCalculator; import com.opengamma.analytics.financial.interestrate.YieldCurveBundle; import com.opengamma.engine.ComputationTarget; import com.opengamma.engine.value.ComputedValue; import com.opengamma.engine.value.ValueRequirementNames; import com.opengamma.financial.analytics.model.discounting.DiscountingParRateFunction; import com.opengamma.financial.security.FinancialSecurity; /** * Function that calculates the par rate. * @deprecated Use {@link DiscountingParRateFunction} */ @Deprecated public class InterestRateInstrumentParRateFunction extends InterestRateInstrumentFunction { private static final ParRateCalculator CALCULATOR = ParRateCalculator.getInstance(); public InterestRateInstrumentParRateFunction() { super(ValueRequirementNames.PAR_RATE); } @Override public Set<ComputedValue> getComputedValues(final InstrumentDerivative derivative, final YieldCurveBundle bundle, final FinancialSecurity security, final ComputationTarget target, final String curveCalculationConfig, final String currency) { final Double parRate = derivative.accept(CALCULATOR, bundle); return Collections.singleton(new ComputedValue(getResultSpec(target, curveCalculationConfig, currency), parRate)); } }