/**
* 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.definition.BondFixedTransaction;
import com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod;
/**
* Calculate Macaulay duration from clean price.
*/
public final class MacaulayDurationFromCleanPriceCalculator extends InstrumentDerivativeVisitorAdapter<Double, Double> {
/**
* The calculator instance.
*/
private static final MacaulayDurationFromCleanPriceCalculator s_instance = new MacaulayDurationFromCleanPriceCalculator();
/**
* Return the calculator instance.
* @return The instance.
*/
public static MacaulayDurationFromCleanPriceCalculator getInstance() {
return s_instance;
}
/**
* Private constructor.
*/
private MacaulayDurationFromCleanPriceCalculator() {
}
/**
* The method used for different instruments.
*/
private static final BondSecurityDiscountingMethod METHOD_BOND_SECURITY = BondSecurityDiscountingMethod.getInstance();
@Override
public Double visitBondFixedSecurity(final BondFixedSecurity bond, final Double cleanPrice) {
return METHOD_BOND_SECURITY.macaulayDurationFromCleanPrice(bond, cleanPrice);
}
@Override
public Double visitBondFixedTransaction(final BondFixedTransaction bond, final Double cleanPrice) {
return METHOD_BOND_SECURITY.macaulayDurationFromCleanPrice(bond.getBondTransaction(), cleanPrice);
}
}