/** * 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.issuer; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter; import com.opengamma.analytics.financial.interestrate.future.derivative.BondFuturesSecurity; import com.opengamma.analytics.financial.interestrate.future.provider.BondFuturesSecurityHullWhiteMethod; import com.opengamma.analytics.financial.provider.description.interestrate.HullWhiteIssuerProviderInterface; import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MulticurveSensitivity; /** * Calculate the market quote of instruments dependent of a Hull-White one factor provider. */ public final class MarketQuoteCurveSensitivityHullWhiteIssuerCalculator extends InstrumentDerivativeVisitorAdapter<HullWhiteIssuerProviderInterface, MulticurveSensitivity> { /** * The unique instance of the calculator. */ private static final MarketQuoteCurveSensitivityHullWhiteIssuerCalculator INSTANCE = new MarketQuoteCurveSensitivityHullWhiteIssuerCalculator(); /** * Constructor. */ private MarketQuoteCurveSensitivityHullWhiteIssuerCalculator() { } /** * Gets the calculator instance. * @return The calculator. */ public static MarketQuoteCurveSensitivityHullWhiteIssuerCalculator getInstance() { return INSTANCE; } /** * Pricing methods. */ private static final BondFuturesSecurityHullWhiteMethod METHOD_BNDFUT_SEC = BondFuturesSecurityHullWhiteMethod.getInstance(); // ----- Futures ----- @Override public MulticurveSensitivity visitBondFuturesSecurity(final BondFuturesSecurity futures, final HullWhiteIssuerProviderInterface hullWhite) { return METHOD_BNDFUT_SEC.priceCurveSensitivity(futures, hullWhite); } }