/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate;
/**
* Curve sensitivity calculator returning InterestRateSensitivity object.
* @deprecated {@link YieldCurveBundle} is deprecated
*/
@Deprecated
public class PresentValueCurveSensitivityIRSCalculator extends InstrumentDerivativeVisitorSameMethodAdapter<YieldCurveBundle, InterestRateCurveSensitivity> {
/**
* The method unique instance.
*/
private static final PresentValueCurveSensitivityIRSCalculator INSTANCE = new PresentValueCurveSensitivityIRSCalculator();
/**
* Return the unique instance of the class.
* @return The instance.
*/
public static PresentValueCurveSensitivityIRSCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
PresentValueCurveSensitivityIRSCalculator() {
}
private static final PresentValueCurveSensitivityCalculator PVCSC = PresentValueCurveSensitivityCalculator.getInstance();
@Override
public InterestRateCurveSensitivity visit(final InstrumentDerivative instrument, final YieldCurveBundle curves) {
return new InterestRateCurveSensitivity(instrument.accept(PVCSC, curves));
}
@Override
public InterestRateCurveSensitivity visit(final InstrumentDerivative derivative) {
throw new UnsupportedOperationException("Need curve data");
}
}