/** * 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 yield. */ public final class MacaulayDurationFromYieldCalculator extends InstrumentDerivativeVisitorAdapter<Double, Double> { /** * The calculator instance. */ private static final MacaulayDurationFromYieldCalculator s_instance = new MacaulayDurationFromYieldCalculator(); /** * Return the calculator instance. * @return The instance. */ public static MacaulayDurationFromYieldCalculator getInstance() { return s_instance; } /** * Private constructor. */ private MacaulayDurationFromYieldCalculator() { } /** * The method used for different instruments. */ private static final BondSecurityDiscountingMethod METHOD_BOND_SECURITY = BondSecurityDiscountingMethod.getInstance(); @Override public Double visitBondFixedSecurity(final BondFixedSecurity bond, final Double yield) { return METHOD_BOND_SECURITY.macaulayDurationFromYield(bond, yield); } @Override public Double visitBondFixedTransaction(final BondFixedTransaction bond, final Double yield) { return METHOD_BOND_SECURITY.macaulayDurationFromYield(bond.getBondTransaction(), yield); } }