/**
* 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.BondFixedSecurity;
import com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod;
import com.opengamma.util.ArgumentChecker;
/**
* Calculates the dirty price of a bond from the yield.
*/
public final class DirtyPriceFromYieldCalculator extends InstrumentDerivativeVisitorAdapter<Double, Double> {
/** A singleton instance */
private static final DirtyPriceFromYieldCalculator INSTANCE = new DirtyPriceFromYieldCalculator();
/**
* Gets the singleton instance.
* @return The instance
*/
public static DirtyPriceFromYieldCalculator getInstance() {
return INSTANCE;
}
/**
* Private constructor
*/
private DirtyPriceFromYieldCalculator() {
}
@Override
public Double visitBondFixedSecurity(final BondFixedSecurity bond, final Double yield) {
ArgumentChecker.notNull(bond, "bond");
ArgumentChecker.notNull(yield, "yield");
return BondSecurityDiscountingMethod.getInstance().dirtyPriceFromYield(bond, yield);
}
}