/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate;
import java.util.List;
import java.util.Map;
import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuture;
import com.opengamma.analytics.financial.interestrate.future.method.BondFutureHullWhiteMethod;
import com.opengamma.util.tuple.DoublesPair;
/**
* Present value curve sensitivity calculator for interest rate instruments using Hull-White (extended Vasicek) one factor model.
* @deprecated {@link YieldCurveBundle} is deprecated
*/
@Deprecated
public final class PresentValueCurveSensitivityHullWhiteCalculator extends PresentValueCurveSensitivityCalculator {
/**
* The instance of the calculator.
*/
private static final PresentValueCurveSensitivityHullWhiteCalculator INSTANCE = new PresentValueCurveSensitivityHullWhiteCalculator();
/**
* Return the instance of the calculator.
* @return The calculator.
*/
public static PresentValueCurveSensitivityHullWhiteCalculator getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private PresentValueCurveSensitivityHullWhiteCalculator() {
}
/**
* The methods.
*/
private static final BondFutureHullWhiteMethod METHOD_HW = BondFutureHullWhiteMethod.getInstance();
@Override
public Map<String, List<DoublesPair>> visitBondFuture(final BondFuture bondFuture, final YieldCurveBundle curves) {
return METHOD_HW.presentValueCurveSensitivity(bondFuture, curves).getSensitivities();
}
}