/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.forex.calculator; import com.opengamma.analytics.financial.forex.derivative.ForexOptionSingleBarrier; import com.opengamma.analytics.financial.forex.derivative.ForexOptionVanilla; import com.opengamma.analytics.financial.forex.method.ForexOptionSingleBarrierBlackMethod; import com.opengamma.analytics.financial.forex.method.ForexOptionVanillaBlackSmileMethod; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter; import com.opengamma.analytics.financial.interestrate.YieldCurveBundle; import com.opengamma.util.money.CurrencyAmount; /** * Calculator of the vanna (2nd order cross sensitivity to spot and implied volatility for Forex derivatives in the Black (Garman-Kohlhagen) world. * @deprecated Curve builders that use and populate {@link YieldCurveBundle}s are deprecated. */ @Deprecated public class VannaValueBlackForexCalculator extends InstrumentDerivativeVisitorAdapter<YieldCurveBundle, CurrencyAmount> { /** * The unique instance of the calculator. */ private static final VannaValueBlackForexCalculator INSTANCE = new VannaValueBlackForexCalculator(); /** * Gets the calculator instance. * @return The calculator. */ public static VannaValueBlackForexCalculator getInstance() { return INSTANCE; } /** * Constructor. */ VannaValueBlackForexCalculator() { } /** * The methods used by the different instruments. */ private static final ForexOptionVanillaBlackSmileMethod METHOD_FXOPTIONVANILLA = ForexOptionVanillaBlackSmileMethod.getInstance(); private static final ForexOptionSingleBarrierBlackMethod METHOD_FXOPTIONBARRIER = ForexOptionSingleBarrierBlackMethod.getInstance(); @Override public CurrencyAmount visitForexOptionVanilla(final ForexOptionVanilla derivative, final YieldCurveBundle data) { return METHOD_FXOPTIONVANILLA.vanna(derivative, data); } @Override public CurrencyAmount visitForexOptionSingleBarrier(final ForexOptionSingleBarrier derivative, final YieldCurveBundle data) { return METHOD_FXOPTIONBARRIER.vannaFd(derivative, data); } }