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