/**
* 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.BondFixedSecurity;
import com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.IssuerProviderInterface;
import com.opengamma.util.ArgumentChecker;
/**
* Calculate dirty price from the curves.
*/
public final class DirtyPriceFromCurvesCalculator extends InstrumentDerivativeVisitorAdapter<IssuerProviderInterface, Double> {
/**
* The calculator instance.
*/
private static final DirtyPriceFromCurvesCalculator s_instance = new DirtyPriceFromCurvesCalculator();
/**
* Return the calculator instance.
* @return The instance.
*/
public static DirtyPriceFromCurvesCalculator getInstance() {
return s_instance;
}
/**
* Private constructor.
*/
private DirtyPriceFromCurvesCalculator() {
}
/** The method used for bonds */
private static final BondSecurityDiscountingMethod METHOD_BOND_SECURITY = BondSecurityDiscountingMethod.getInstance();
@Override
public Double visitBondFixedSecurity(final BondFixedSecurity bond, final IssuerProviderInterface issuer) {
ArgumentChecker.notNull(bond, "bond");
ArgumentChecker.notNull(issuer, "Issuer provider");
return METHOD_BOND_SECURITY.dirtyPriceFromCurves(bond, issuer);
}
}