/**
* 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()]);
}
}