/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.future.calculator;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuture;
import com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureTransaction;
import com.opengamma.analytics.financial.interestrate.future.method.BondFutureDiscountingMethod;
import com.opengamma.analytics.financial.interestrate.future.method.InterestRateFutureTransactionDiscountingMethod;
/**
* Calculate present value for futures from the quoted price.
* @deprecated {@link YieldCurveBundle} is deprecated
*/
@Deprecated
public final class PresentValueFromFuturePriceCalculator extends InstrumentDerivativeVisitorAdapter<Double, Double> {
/**
* The calculator instance.
*/
private static final PresentValueFromFuturePriceCalculator s_instance = new PresentValueFromFuturePriceCalculator();
/**
* The method to compute bond future prices.
*/
private static final BondFutureDiscountingMethod METHOD_BOND_FUTURE = BondFutureDiscountingMethod.getInstance();
/**
* The method to compute interest rate future prices.
*/
private static final InterestRateFutureTransactionDiscountingMethod METHOD_RATE_FUTURE = InterestRateFutureTransactionDiscountingMethod.getInstance();
/**
* Return the calculator instance.
* @return The instance.
*/
public static PresentValueFromFuturePriceCalculator getInstance() {
return s_instance;
}
/**
* Private constructor.
*/
private PresentValueFromFuturePriceCalculator() {
}
@Override
public Double visitInterestRateFutureTransaction(final InterestRateFutureTransaction future, final Double futurePrice) {
Validate.notNull(future);
return METHOD_RATE_FUTURE.presentValueFromPrice(future, futurePrice);
}
@Override
public Double visitBondFuture(final BondFuture future, final Double futurePrice) {
Validate.notNull(future);
return METHOD_BOND_FUTURE.presentValueFromPrice(future, futurePrice).getAmount();
}
}