/** * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.provider.calculator.blackbondfutures; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter; import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuturesOptionMarginTransaction; import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuturesOptionPremiumTransaction; import com.opengamma.analytics.financial.interestrate.future.provider.BondFuturesOptionPremiumTransactionBlackBondFuturesMethod; import com.opengamma.analytics.financial.interestrate.future.provider.FuturesTransactionBlackBondFuturesMethod; import com.opengamma.analytics.financial.provider.description.interestrate.BlackBondFuturesProviderInterface; import com.opengamma.util.money.MultipleCurrencyAmount; /** * Calculator of the present value as a multiple currency amount. */ public final class PresentValueBlackBondFuturesOptionCalculator extends InstrumentDerivativeVisitorAdapter<BlackBondFuturesProviderInterface, MultipleCurrencyAmount> { /** * The unique instance of the calculator. */ private static final PresentValueBlackBondFuturesOptionCalculator INSTANCE = new PresentValueBlackBondFuturesOptionCalculator(); /** * Gets the calculator instance. * @return The calculator. */ public static PresentValueBlackBondFuturesOptionCalculator getInstance() { return INSTANCE; } /** * Constructor. */ private PresentValueBlackBondFuturesOptionCalculator() { } /** * Pricing methods. */ private static final FuturesTransactionBlackBondFuturesMethod METHOD_FUT = new FuturesTransactionBlackBondFuturesMethod(); private static final BondFuturesOptionPremiumTransactionBlackBondFuturesMethod METHOD_OPT_BND_FUT_PREMIUM = BondFuturesOptionPremiumTransactionBlackBondFuturesMethod.getInstance(); // ----- Futures ------ @Override public MultipleCurrencyAmount visitBondFuturesOptionMarginTransaction(final BondFuturesOptionMarginTransaction futures, final BlackBondFuturesProviderInterface black) { return METHOD_FUT.presentValue(futures, black); } @Override public MultipleCurrencyAmount visitBondFutureOptionPremiumTransaction(final BondFuturesOptionPremiumTransaction futures, final BlackBondFuturesProviderInterface black) { return METHOD_OPT_BND_FUT_PREMIUM.presentValue(futures, black); } }