/**
* 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.issuer;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondCapitalIndexedTransaction;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity;
import com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedTransaction;
import com.opengamma.analytics.financial.interestrate.bond.provider.BondCapitalIndexedSecurityDiscountingMethod;
import com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod;
import com.opengamma.analytics.financial.provider.description.inflation.InflationIssuerProviderInterface;
import com.opengamma.analytics.financial.provider.description.interestrate.IssuerProviderInterface;
import com.opengamma.util.ArgumentChecker;
/**
* Calculate clean price from the curves.
*/
public final class CleanPriceFromCurvesCalculator extends InstrumentDerivativeVisitorAdapter<IssuerProviderInterface, Double> {
/**
* The calculator instance.
*/
private static final CleanPriceFromCurvesCalculator s_instance = new CleanPriceFromCurvesCalculator();
/**
* Return the calculator instance.
* @return The instance.
*/
public static CleanPriceFromCurvesCalculator getInstance() {
return s_instance;
}
// TODO : use the method with issuer when inflation curves with issuer are integrated.
private static final BondCapitalIndexedSecurityDiscountingMethod METHOD_INFLATION_BOND_SECURITY =
BondCapitalIndexedSecurityDiscountingMethod.getInstance();
private static final BondSecurityDiscountingMethod METHOD_BOND_SECURITY = BondSecurityDiscountingMethod.getInstance();
/**
* Scaling factor for displaying clean price
*/
private static final int SCALING_FACTOR = 100;
/**
* Private constructor.
*/
private CleanPriceFromCurvesCalculator() {
}
//TODO add BondIborSecurity, BondInterestIndexedSecurity
@Override
public Double visitBondFixedSecurity(final BondFixedSecurity bond, final IssuerProviderInterface issuer) {
ArgumentChecker.notNull(bond, "bond");
ArgumentChecker.notNull(issuer, "Issuer provider");
return SCALING_FACTOR * METHOD_BOND_SECURITY.cleanPriceFromCurves(bond, issuer);
}
@Override
public Double visitBondFixedTransaction(final BondFixedTransaction bond, final IssuerProviderInterface issuer) {
ArgumentChecker.notNull(bond, "bond");
ArgumentChecker.notNull(issuer, "Issuer provider");
return SCALING_FACTOR * METHOD_BOND_SECURITY.cleanPriceFromCurves(bond.getBondStandard(), issuer);
}
@Override
public Double visitBondCapitalIndexedTransaction(final BondCapitalIndexedTransaction<?> bond, final IssuerProviderInterface issuer) {
ArgumentChecker.notNull(bond, "bond");
ArgumentChecker.notNull(issuer, "Issuer provider");
final InflationIssuerProviderInterface inflationIssuer = (InflationIssuerProviderInterface) issuer;
return SCALING_FACTOR * METHOD_INFLATION_BOND_SECURITY.cleanRealPriceFromCurves(bond.getBondStandard(), inflationIssuer);
}
}