/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.provider.calculator.blackcap;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.payments.derivative.CapFloorIbor;
import com.opengamma.analytics.financial.interestrate.payments.provider.CapFloorIborBlackSmileMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.BlackSmileCapProviderInterface;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity;
/**
* Calculator of the present value as a multiple currency amount for Black smile cap/floor provider.
*/
public final class PresentValueCurveSensitivityBlackSmileCapCalculator extends InstrumentDerivativeVisitorAdapter<BlackSmileCapProviderInterface, MultipleCurrencyMulticurveSensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueCurveSensitivityBlackSmileCapCalculator INSTANCE = new PresentValueCurveSensitivityBlackSmileCapCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueCurveSensitivityBlackSmileCapCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private PresentValueCurveSensitivityBlackSmileCapCalculator() {
}
/**
* Pricing methods.
*/
private static final CapFloorIborBlackSmileMethod METHOD_CAP = CapFloorIborBlackSmileMethod.getInstance();
// ----- Payments ------
@Override
public MultipleCurrencyMulticurveSensitivity visitCapFloorIbor(final CapFloorIbor cap, final BlackSmileCapProviderInterface black) {
return METHOD_CAP.presentValueCurveSensitivity(cap, black);
}
}