/**
* 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.InterestRateCurveSensitivity;
import com.opengamma.analytics.financial.interestrate.YieldCurveBundle;
import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuture;
import com.opengamma.analytics.financial.interestrate.future.method.BondFutureDiscountingMethod;
/**
* Calculate security prices curve sensitivity for futures (bond and interest rate).
* @deprecated {@link YieldCurveBundle} is deprecated
*/
@Deprecated
public final class PriceCurveSensitivityDiscountingCalculator extends InstrumentDerivativeVisitorAdapter<YieldCurveBundle, InterestRateCurveSensitivity> {
/**
* The calculator instance.
*/
private static final PriceCurveSensitivityDiscountingCalculator s_instance = new PriceCurveSensitivityDiscountingCalculator();
/**
* The method to compute bond future prices.
*/
private static final BondFutureDiscountingMethod METHOD_BOND_FUTURE = BondFutureDiscountingMethod.getInstance();
/**
* Return the calculator instance.
* @return The instance.
*/
public static PriceCurveSensitivityDiscountingCalculator getInstance() {
return s_instance;
}
/**
* Private constructor.
*/
private PriceCurveSensitivityDiscountingCalculator() {
}
@Override
public InterestRateCurveSensitivity visitBondFuture(final BondFuture future, final YieldCurveBundle curves) {
Validate.notNull(curves);
Validate.notNull(future);
return METHOD_BOND_FUTURE.priceCurveSensitivity(future, curves);
}
}