/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.Annuity;
import com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponFixed;
import com.opengamma.analytics.financial.interestrate.payments.derivative.CouponFixed;
import com.opengamma.analytics.financial.interestrate.payments.derivative.Payment;
import com.opengamma.analytics.financial.interestrate.payments.derivative.PaymentFixed;
import com.opengamma.analytics.financial.interestrate.payments.method.PaymentFixedDiscountingMethod;
import com.opengamma.analytics.util.amount.StringAmount;
/**
* Calculates the present value sensitivity to parallel curve movements.
* @deprecated {@link YieldCurveBundle} is deprecated.
*/
@Deprecated
public final class PresentValueParallelCurveSensitivityCalculator extends InstrumentDerivativeVisitorAdapter<YieldCurveBundle, StringAmount> {
/**
* The unique instance of the SABR sensitivity calculator.
*/
private static final PresentValueParallelCurveSensitivityCalculator INSTANCE = new PresentValueParallelCurveSensitivityCalculator();
/**
* Returns the instance of the calculator.
* @return The instance.
*/
public static PresentValueParallelCurveSensitivityCalculator getInstance() {
return INSTANCE;
}
/**
* Private constructor.
*/
private PresentValueParallelCurveSensitivityCalculator() {
}
/**
* Methods.
*/
private static final PaymentFixedDiscountingMethod METHOD_PAYMENTFIXED = PaymentFixedDiscountingMethod.getInstance();
@Override
public StringAmount visitFixedPayment(final PaymentFixed payment, final YieldCurveBundle curves) {
return METHOD_PAYMENTFIXED.presentValueParallelCurveSensitivity(payment, curves);
}
@Override
public StringAmount visitCouponFixed(final CouponFixed payment, final YieldCurveBundle data) {
return visitFixedPayment(payment.toPaymentFixed(), data);
}
@Override
public StringAmount visitGenericAnnuity(final Annuity<? extends Payment> annuity, final YieldCurveBundle curves) {
Validate.notNull(curves);
Validate.notNull(annuity);
StringAmount pvpcs = new StringAmount();
for (final Payment p : annuity.getPayments()) {
pvpcs = StringAmount.plus(pvpcs, p.accept(this, curves));
}
return pvpcs;
}
@Override
public StringAmount visitFixedCouponAnnuity(final AnnuityCouponFixed annuity, final YieldCurveBundle data) {
return visitGenericAnnuity(annuity, data);
}
}