/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.bond.calculator;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondCapitalIndexedSecurity;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondCapitalIndexedTransaction;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedTransaction;
import com.opengamma.analytics.financial.interestrate.bond.provider.BondCapitalIndexedSecurityDiscountingMethod;
import com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod;
import com.opengamma.util.ArgumentChecker;
/**
* Bond accrued interest from the conventional yield-to-maturity function.
*/
public final class AccruedInterestFromYieldCalculator extends InstrumentDerivativeVisitorAdapter<Double, Double> {
/** A singleton instance */
private static final AccruedInterestFromYieldCalculator INSTANCE = new AccruedInterestFromYieldCalculator();
private static final BondCapitalIndexedSecurityDiscountingMethod METHOD_INFLATION_BOND_SECURITY = BondCapitalIndexedSecurityDiscountingMethod.getInstance();
/**
* Gets a static instance.
* @return The instance
*/
public static AccruedInterestFromYieldCalculator getInstance() {
return INSTANCE;
}
/**
* Private constructor
*/
private AccruedInterestFromYieldCalculator() {
}
@Override
public Double visitBondFixedSecurity(final BondFixedSecurity bond, final Double yield) {
ArgumentChecker.notNull(bond, "bond");
ArgumentChecker.notNull(yield, "yield");
return BondSecurityDiscountingMethod.getInstance().accruedInterestFromYield(bond, yield);
}
@Override
public Double visitBondFixedTransaction(final BondFixedTransaction bond, final Double yield) {
ArgumentChecker.notNull(bond, "bond");
ArgumentChecker.notNull(yield, "yield");
return BondSecurityDiscountingMethod.getInstance().accruedInterestFromYield(bond.getBondTransaction(), yield);
}
@Override
public Double visitBondCapitalIndexedTransaction(final BondCapitalIndexedTransaction bond, final Double yield) {
ArgumentChecker.notNull(bond, "bond");
ArgumentChecker.notNull(yield, "yield");
ArgumentChecker.notNull(bond.getBondStandard() instanceof BondCapitalIndexedSecurity<?>, "the bond should be a BondCapitalIndexedSecurity");
final BondCapitalIndexedSecurity<?> bondSecurity = (BondCapitalIndexedSecurity<?>) bond.getBondStandard();
return METHOD_INFLATION_BOND_SECURITY.accruedInterestFromCleanYield(bondSecurity, yield);
}
}