/** * 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); } }