/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.interestrate; import com.opengamma.analytics.financial.interestrate.annuity.derivative.Annuity; import com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponFixed; import com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponIborRatchet; import com.opengamma.analytics.financial.interestrate.payments.derivative.Payment; /** * Gets the accrual year fractions for the coupons in an annuity. */ public final class AnnuityAccrualYearFractionsVisitor extends InstrumentDerivativeVisitorAdapter<Void, double[]> { /** The coupon accrual year fraction visitor */ private static final InstrumentDerivativeVisitor<Void, Double> COUPON_VISITOR = new CouponFixingAccrualFactorVisitor(); /** A singleton instance */ private static final InstrumentDerivativeVisitor<Void, double[]> INSTANCE = new AnnuityAccrualYearFractionsVisitor(); /** * Gets the singleton instance. * @return The instance */ public static InstrumentDerivativeVisitor<Void, double[]> getInstance() { return INSTANCE; } /** * Private constructor. */ private AnnuityAccrualYearFractionsVisitor() { } @Override public double[] visitGenericAnnuity(final Annuity<? extends Payment> annuity) { final int n = annuity.getNumberOfPayments(); final double[] fractions = new double[n]; for (int i = 0; i < n; i++) { fractions[i] = annuity.getNthPayment(i).accept(COUPON_VISITOR); } return fractions; } @Override public double[] visitFixedCouponAnnuity(final AnnuityCouponFixed annuity) { return visitGenericAnnuity(annuity); } @Override public double[] visitAnnuityCouponIborRatchet(final AnnuityCouponIborRatchet annuity) { return visitGenericAnnuity(annuity); } }