/**
* 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.normalstirfutures;
import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorAdapter;
import com.opengamma.analytics.financial.interestrate.future.derivative.InterestRateFutureOptionMarginTransaction;
import com.opengamma.analytics.financial.interestrate.future.provider.InterestRateFutureOptionMarginTransactionNormalSmileMethod;
import com.opengamma.analytics.financial.provider.description.interestrate.NormalSTIRFuturesProviderInterface;
import com.opengamma.analytics.financial.provider.sensitivity.multicurve.MultipleCurrencyMulticurveSensitivity;
/**
* Calculator of the present value as a multiple currency amount.
*/
public final class PresentValueCurveSensitivityNormalSTIRFuturesCalculator extends
InstrumentDerivativeVisitorAdapter<NormalSTIRFuturesProviderInterface, MultipleCurrencyMulticurveSensitivity> {
/**
* The unique instance of the calculator.
*/
private static final PresentValueCurveSensitivityNormalSTIRFuturesCalculator INSTANCE = new PresentValueCurveSensitivityNormalSTIRFuturesCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static PresentValueCurveSensitivityNormalSTIRFuturesCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
private PresentValueCurveSensitivityNormalSTIRFuturesCalculator() {
}
/**
* Pricing methods.
*/
private static final InterestRateFutureOptionMarginTransactionNormalSmileMethod METHOD_STRIRFUT_MARGIN = InterestRateFutureOptionMarginTransactionNormalSmileMethod.getInstance();
// ----- Futures ------
@Override
public MultipleCurrencyMulticurveSensitivity visitInterestRateFutureOptionMarginTransaction(final InterestRateFutureOptionMarginTransaction futures,
final NormalSTIRFuturesProviderInterface normal) {
return METHOD_STRIRFUT_MARGIN.presentValueCurveSensitivity(futures, normal);
}
}