/** * 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.BillSecurity; 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.BillSecurityDiscountingMethod; import com.opengamma.analytics.financial.interestrate.bond.provider.BondCapitalIndexedSecurityDiscountingMethod; import com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod; import com.opengamma.util.ArgumentChecker; /** * Calculate bond yield from clean price. */ public final class YieldFromCleanPriceCalculator extends InstrumentDerivativeVisitorAdapter<Double, Double> { /** * The calculator instance. */ private static final YieldFromCleanPriceCalculator s_instance = new YieldFromCleanPriceCalculator(); /** * Return the calculator instance. * @return The instance. */ public static YieldFromCleanPriceCalculator getInstance() { return s_instance; } /** * Private constructor. */ private YieldFromCleanPriceCalculator() { } /** Calculator for bills */ private static final BillSecurityDiscountingMethod METHOD_BILL_SECURITY = BillSecurityDiscountingMethod.getInstance(); /** Calculator from bonds */ private static final BondSecurityDiscountingMethod METHOD_BOND_SECURITY = BondSecurityDiscountingMethod.getInstance(); /** Calculator from inflation bonds */ private static final BondCapitalIndexedSecurityDiscountingMethod METHOD_INFLATION_BOND_SECURITY = BondCapitalIndexedSecurityDiscountingMethod.getInstance(); @Override public Double visitBondFixedSecurity(final BondFixedSecurity bond, final Double cleanPrice) { return METHOD_BOND_SECURITY.yieldFromCleanPrice(bond, cleanPrice); } @Override public Double visitBondFixedTransaction(final BondFixedTransaction bond, final Double cleanPrice) { return METHOD_BOND_SECURITY.yieldFromCleanPrice(bond.getBondStandard(), cleanPrice); } @Override public Double visitBillSecurity(final BillSecurity bill, final Double cleanPrice) { return METHOD_BILL_SECURITY.yieldFromCleanPrice(bill, cleanPrice); } @Override public Double visitBondCapitalIndexedTransaction(final BondCapitalIndexedTransaction bond, final Double cleanPrice) { ArgumentChecker.notNull(bond, "bond"); ArgumentChecker.notNull(cleanPrice, "clean price"); ArgumentChecker.notNull(bond.getBondStandard() instanceof BondCapitalIndexedSecurity<?>, "the bond should be a BondCapitalIndexedSecurity"); final BondCapitalIndexedSecurity<?> bondSecurity = (BondCapitalIndexedSecurity<?>) bond.getBondStandard(); return METHOD_INFLATION_BOND_SECURITY.yieldRealFromCleanPrice(bondSecurity, cleanPrice); } }