/** * 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 java.util.ArrayList; import org.threeten.bp.ZonedDateTime; import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitor; import com.opengamma.analytics.financial.instrument.InstrumentDefinitionVisitorAdapter; import com.opengamma.analytics.financial.instrument.annuity.AnnuityDefinition; import com.opengamma.analytics.financial.instrument.payment.PaymentDefinition; /** * Gets the fixing year fractions for the coupons in an annuity. */ public final class AnnuityFixingYearFractionsVisitor extends InstrumentDefinitionVisitorAdapter<ZonedDateTime, Double[]> { /** The coupon accrual year fraction visitor */ private static final InstrumentDefinitionVisitor<Void, Double> COUPON_VISITOR = new CouponFixingYearFractionVisitor(); /** A singleton instance */ private static final InstrumentDefinitionVisitor<ZonedDateTime, Double[]> INSTANCE = new AnnuityFixingYearFractionsVisitor(); /** * Gets the singleton instance. * @return The instance */ public static InstrumentDefinitionVisitor<ZonedDateTime, Double[]> getInstance() { return INSTANCE; } /** * Private constructor. */ private AnnuityFixingYearFractionsVisitor() { } @Override public Double[] visitAnnuityDefinition(final AnnuityDefinition<? extends PaymentDefinition> annuity, final ZonedDateTime date) { int n = annuity.getNumberOfPayments(); final ArrayList<Double> fractions = new ArrayList<>(); for (int i = 0; i < n; i++) { final PaymentDefinition payment = annuity.getNthPayment(i); if (!date.isAfter(payment.getPaymentDate())) { try { fractions.add(payment.accept(COUPON_VISITOR)); } catch (UnsupportedOperationException ex) { fractions.add(null); } } } return fractions.toArray(new Double[fractions.size()]); } }