/**
* 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);
}
}