/**
* 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.generic;
import com.opengamma.analytics.financial.instrument.index.IndexDeposit;
import com.opengamma.analytics.financial.interestrate.swap.derivative.Swap;
import com.opengamma.util.ArgumentChecker;
/**
* Extension of the LastTimeCalculator that
*/
public class LastTimeIndexCalculator extends LastTimeCalculator {
private static final IborIndexVisitor INDEX_VISITOR = IborIndexVisitor.getInstance();
private IndexDeposit _baseLeg;
public LastTimeIndexCalculator(IndexDeposit baseLeg) {
_baseLeg = ArgumentChecker.notNull(baseLeg, "baseLeg");
}
@Override
public Double visitSwap(Swap<?, ?> swap) {
final double a = swap.getFirstLeg().accept(this);
final double b = swap.getSecondLeg().accept(this);
IndexDeposit firstLeg = swap.getFirstLeg().getNthPayment(0).accept(INDEX_VISITOR);
IndexDeposit secondLeg = swap.getSecondLeg().getNthPayment(0).accept(INDEX_VISITOR);
if (firstLeg != null && secondLeg != null) {
if (_baseLeg.equals(firstLeg)) {
return a;
} else if (_baseLeg.equals(secondLeg)) {
return b;
}
}
return Math.max(a, b);
}
}