/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.equity.trs.calculator;
import com.opengamma.analytics.financial.equity.EquityTrsDataBundle;
import com.opengamma.analytics.financial.equity.trs.definition.EquityTotalReturnSwap;
import com.opengamma.analytics.financial.equity.trs.method.EquityTotalReturnSwapDiscountingMethod;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.util.money.MultipleCurrencyAmount;
/**
* Calculates the value delta (i.e. delta w.r.t the equity) of an equity total return swap.
*/
public final class EqyTrsValueDeltaCalculator extends InstrumentDerivativeVisitorAdapter<EquityTrsDataBundle, MultipleCurrencyAmount> {
/** The singleton instance */
private static final EqyTrsValueDeltaCalculator INSTANCE = new EqyTrsValueDeltaCalculator();
/**
* Gets the instance.
* @return The instance
*/
public static EqyTrsValueDeltaCalculator getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private EqyTrsValueDeltaCalculator() {
}
/**
* The methods used by the different instruments.
*/
private static final EquityTotalReturnSwapDiscountingMethod METHOD_TRS = EquityTotalReturnSwapDiscountingMethod.getInstance();
// ----- TRS -----
@Override
public MultipleCurrencyAmount visitEquityTotalReturnSwap(final EquityTotalReturnSwap equityTrs, final EquityTrsDataBundle data) {
return METHOD_TRS.assetExposure(equityTrs, data);
}
}