/** * 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.util.money.MultipleCurrencyAmount; /** * Calculator of the present value as a multiple currency amount. */ public final class PresentValueNormalSTIRFuturesCalculator extends InstrumentDerivativeVisitorAdapter<NormalSTIRFuturesProviderInterface, MultipleCurrencyAmount> { /** * The unique instance of the calculator. */ private static final PresentValueNormalSTIRFuturesCalculator INSTANCE = new PresentValueNormalSTIRFuturesCalculator(); /** * Gets the calculator instance. * @return The calculator. */ public static PresentValueNormalSTIRFuturesCalculator getInstance() { return INSTANCE; } /** * Constructor. */ private PresentValueNormalSTIRFuturesCalculator() { } /** * Pricing methods. */ private static final InterestRateFutureOptionMarginTransactionNormalSmileMethod METHOD_STRIRFUT_MARGIN = InterestRateFutureOptionMarginTransactionNormalSmileMethod.getInstance(); // ----- Futures ------ @Override public MultipleCurrencyAmount visitInterestRateFutureOptionMarginTransaction( final InterestRateFutureOptionMarginTransaction futures, final NormalSTIRFuturesProviderInterface black) { return METHOD_STRIRFUT_MARGIN.presentValue(futures, black); } }