/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.sabrcube;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivative;
import com.opengamma.analytics.financial.interestrate.PresentValueCurveSensitivitySABRCalculator;
import com.opengamma.analytics.financial.model.option.definition.SABRInterestRateDataBundle;
import com.opengamma.engine.value.ValueRequirement;
import com.opengamma.engine.value.ValueRequirementNames;
import com.opengamma.financial.analytics.model.sabr.SABRDiscountingFunction;
/**
* @deprecated Use descendants of {@link SABRDiscountingFunction}
*/
@Deprecated
public class SABRCMSSpreadNoExtrapolationPVCurveSensitivityFunction extends SABRCMSSpreadNoExtrapolationFunction {
private static final PresentValueCurveSensitivitySABRCalculator CALCULATOR = PresentValueCurveSensitivitySABRCalculator.getInstance();
@Override
protected String getValueRequirement() {
return ValueRequirementNames.PRESENT_VALUE_CURVE_SENSITIVITY;
}
@Override
protected Object getResult(final InstrumentDerivative derivative, final SABRInterestRateDataBundle data, final ValueRequirement desiredValue) {
return derivative.accept(CALCULATOR, data);
}
}