/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.provider.calculator.blackforex; import com.opengamma.analytics.financial.forex.derivative.ForexOptionVanilla; import com.opengamma.analytics.financial.forex.provider.ForexOptionVanillaBlackFlatMethod; import com.opengamma.analytics.financial.interestrate.InstrumentDerivative; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorSameMethodAdapter; import com.opengamma.analytics.financial.provider.description.forex.BlackForexFlatProviderInterface; import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity; /** * Calculates the present value of an inflation instruments by discounting for a given MarketBundle */ public final class PresentValueCurveSensitivityForexBlackFlatCalculator extends InstrumentDerivativeVisitorSameMethodAdapter<BlackForexFlatProviderInterface, MultipleCurrencyMulticurveSensitivity> { /** * The unique instance of the calculator. */ private static final PresentValueCurveSensitivityForexBlackFlatCalculator INSTANCE = new PresentValueCurveSensitivityForexBlackFlatCalculator(); /** * Constructor. */ private PresentValueCurveSensitivityForexBlackFlatCalculator() { } /** * Gets the calculator instance. * @return The calculator. */ public static PresentValueCurveSensitivityForexBlackFlatCalculator getInstance() { return INSTANCE; } /** * Pricing methods. */ private static final ForexOptionVanillaBlackFlatMethod METHOD_FX_VAN = ForexOptionVanillaBlackFlatMethod.getInstance(); @Override public MultipleCurrencyMulticurveSensitivity visit(final InstrumentDerivative derivative, final BlackForexFlatProviderInterface blackSmile) { return derivative.accept(this, blackSmile); } // ----- Forex ------ @Override public MultipleCurrencyMulticurveSensitivity visitForexOptionVanilla(final ForexOptionVanilla option, final BlackForexFlatProviderInterface blackSmile) { return METHOD_FX_VAN.presentValueCurveSensitivity(option, blackSmile); } @Override public MultipleCurrencyMulticurveSensitivity visit(final InstrumentDerivative derivative) { throw new UnsupportedOperationException(); } }