/** * 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.LocalDate; 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 period start and end dates for annuity from a particular date. */ public final class AnnuityPaymentDatesVisitor extends InstrumentDefinitionVisitorAdapter<ZonedDateTime, LocalDate[]> { /** A singleton instance */ private static final InstrumentDefinitionVisitor<ZonedDateTime, LocalDate[]> INSTANCE = new AnnuityPaymentDatesVisitor(); /** * Gets the single instance of this class. * @return The instance */ public static InstrumentDefinitionVisitor<ZonedDateTime, LocalDate[]> getInstance() { return INSTANCE; } /** * Private constructor. */ private AnnuityPaymentDatesVisitor() { } @Override public LocalDate[] visitAnnuityDefinition(final AnnuityDefinition<? extends PaymentDefinition> annuity, final ZonedDateTime date) { final int n = annuity.getNumberOfPayments(); final List<LocalDate> dates = new ArrayList<>(); int count = 0; for (int i = 0; i < n; i++) { final PaymentDefinition payment = annuity.getNthPayment(i); if (!date.isAfter(payment.getPaymentDate())) { final LocalDate paymentDate = annuity.getNthPayment(i).getPaymentDate().toLocalDate(); dates.add(paymentDate); count++; } } return dates.toArray(new LocalDate[count]); } }