/**
* 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 it.unimi.dsi.fastutil.doubles.DoubleArrayList;
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 gearings for the coupons in an annuity.
*/
public final class AnnuityGearingsVisitor extends InstrumentDefinitionVisitorAdapter<ZonedDateTime, double[]> {
/** The coupon accrual year fraction visitor */
private static final InstrumentDefinitionVisitor<Void, Double> COUPON_VISITOR = CouponGearingVisitor.getInstance();
/** A singleton instance */
private static final InstrumentDefinitionVisitor<ZonedDateTime, double[]> INSTANCE = new AnnuityGearingsVisitor();
/**
* Gets the singleton instance.
* @return The instance
*/
public static InstrumentDefinitionVisitor<ZonedDateTime, double[]> getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private AnnuityGearingsVisitor() {
}
@Override
public double[] visitAnnuityDefinition(final AnnuityDefinition<? extends PaymentDefinition> annuity, final ZonedDateTime date) {
final int n = annuity.getNumberOfPayments();
final DoubleArrayList fractions = new DoubleArrayList();
for (int i = 0; i < n; i++) {
final PaymentDefinition payment = annuity.getNthPayment(i);
if (!date.isAfter(payment.getPaymentDate())) {
fractions.add(payment.accept(COUPON_VISITOR));
}
}
return fractions.toDoubleArray();
}
}