/** * 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.method.PresentValueForexBlackVolatilitySensitivity; 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; /** * Calculates the present value of an inflation instruments by discounting for a given MarketBundle */ public final class PresentValueForexVolatilitySensitivityForexBlackFlatCalculator extends InstrumentDerivativeVisitorSameMethodAdapter<BlackForexFlatProviderInterface, PresentValueForexBlackVolatilitySensitivity> { /** * The unique instance of the calculator. */ private static final PresentValueForexVolatilitySensitivityForexBlackFlatCalculator INSTANCE = new PresentValueForexVolatilitySensitivityForexBlackFlatCalculator(); /** * Constructor. */ private PresentValueForexVolatilitySensitivityForexBlackFlatCalculator() { } /** * Gets the calculator instance. * @return The calculator. */ public static PresentValueForexVolatilitySensitivityForexBlackFlatCalculator getInstance() { return INSTANCE; } /** * Pricing methods. */ private static final ForexOptionVanillaBlackFlatMethod METHOD_FX_VAN = ForexOptionVanillaBlackFlatMethod.getInstance(); @Override public PresentValueForexBlackVolatilitySensitivity visit(final InstrumentDerivative derivative, final BlackForexFlatProviderInterface blackSmile) { return derivative.accept(this, blackSmile); } // ----- Forex ------ @Override public PresentValueForexBlackVolatilitySensitivity visitForexOptionVanilla(final ForexOptionVanilla option, final BlackForexFlatProviderInterface blackSmile) { return METHOD_FX_VAN.presentValueBlackVolatilitySensitivity(option, blackSmile); } @Override public PresentValueForexBlackVolatilitySensitivity visit(final InstrumentDerivative derivative) { throw new UnsupportedOperationException(); } }