/** * 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.PresentValueCalculator; 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.DiscountingPVFunction; import com.opengamma.financial.security.FinancialSecurity; /** * Function that calculated the present value. * @deprecated Use {@link DiscountingPVFunction} */ @Deprecated public class InterestRateInstrumentPresentValueFunction extends InterestRateInstrumentFunction { private static final PresentValueCalculator CALCULATOR = PresentValueCalculator.getInstance(); public InterestRateInstrumentPresentValueFunction() { super(ValueRequirementNames.PRESENT_VALUE); } @Override public Set<ComputedValue> getComputedValues(final InstrumentDerivative derivative, final YieldCurveBundle bundle, final FinancialSecurity security, final ComputationTarget target, final String curveCalculationConfigName, final String currency) { final Double presentValue = derivative.accept(CALCULATOR, bundle); return Collections.singleton(new ComputedValue(getResultSpec(target, curveCalculationConfigName, currency), presentValue)); } }