/**
* 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);
}
}