/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.provider.calculator.blackswaption; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter; import com.opengamma.analytics.financial.interestrate.swaption.derivative.SwaptionCashFixedIbor; import com.opengamma.analytics.financial.interestrate.swaption.derivative.SwaptionPhysicalFixedIbor; import com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionCashFixedIborBlackMethod; import com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionPhysicalFixedIborBlackMethod; import com.opengamma.analytics.financial.provider.description.interestrate.BlackSwaptionFlatProviderInterface; import com.opengamma.util.money.MultipleCurrencyAmount; /** * Calculator of the present value as a multiple currency amount. */ public final class PresentValueBlackSwaptionCalculator extends InstrumentDerivativeVisitorAdapter<BlackSwaptionFlatProviderInterface, MultipleCurrencyAmount> { /** * The unique instance of the calculator. */ private static final PresentValueBlackSwaptionCalculator INSTANCE = new PresentValueBlackSwaptionCalculator(); /** * Gets the calculator instance. * @return The calculator. */ public static PresentValueBlackSwaptionCalculator getInstance() { return INSTANCE; } /** * Constructor. */ private PresentValueBlackSwaptionCalculator() { } /** Pricing method for physically-settled swaptions */ private static final SwaptionPhysicalFixedIborBlackMethod METHOD_SWT_PHYS = SwaptionPhysicalFixedIborBlackMethod.getInstance(); /** Pricing method for cash-settled swaptions */ private static final SwaptionCashFixedIborBlackMethod METHOD_SWT_CASH = SwaptionCashFixedIborBlackMethod.getInstance(); @Override public MultipleCurrencyAmount visitSwaptionPhysicalFixedIbor(final SwaptionPhysicalFixedIbor swaption, final BlackSwaptionFlatProviderInterface black) { return METHOD_SWT_PHYS.presentValue(swaption, black); } @Override public MultipleCurrencyAmount visitSwaptionCashFixedIbor(final SwaptionCashFixedIbor swaption, final BlackSwaptionFlatProviderInterface black) { return METHOD_SWT_CASH.presentValue(swaption, black); } }