/** * 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(); } }