/**
* 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 java.util.List;
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;
import com.opengamma.util.money.CurrencyAmount;
/**
* Gets all notionals for an annuity.
*/
public final class AnnuityNotionalsVisitor extends InstrumentDefinitionVisitorAdapter<ZonedDateTime, CurrencyAmount[]> {
/** Gets the notional for a coupon */
private static final InstrumentDefinitionVisitor<Void, CurrencyAmount> COUPON_VISITOR = new CouponNotionalVisitor();
/** The singleton instance */
private static final InstrumentDefinitionVisitor<ZonedDateTime, CurrencyAmount[]> INSTANCE = new AnnuityNotionalsVisitor();
/**
* Gets the singleton instance.
* @return The instance
*/
public static InstrumentDefinitionVisitor<ZonedDateTime, CurrencyAmount[]> getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private AnnuityNotionalsVisitor() {
}
@Override
public CurrencyAmount[] visitAnnuityDefinition(final AnnuityDefinition<? extends PaymentDefinition> annuity, final ZonedDateTime date) {
final int n = annuity.getNumberOfPayments();
final List<CurrencyAmount> ca = new ArrayList<>();
int count = 0;
for (int i = 0; i < n; i++) {
final PaymentDefinition payment = annuity.getNthPayment(i);
if (!date.isAfter(payment.getPaymentDate())) {
ca.add(payment.accept(COUPON_VISITOR));
count++;
}
}
return ca.toArray(new CurrencyAmount[count]);
}
}