/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.provider.calculator.priceindexmarketmodel; import com.opengamma.analytics.financial.interestrate.InstrumentDerivativeVisitorDelegate; import com.opengamma.analytics.financial.interestrate.inflation.derivative.CapFloorInflationZeroCouponInterpolation; import com.opengamma.analytics.financial.interestrate.inflation.derivative.CapFloorInflationZeroCouponMonthly; import com.opengamma.analytics.financial.interestrate.inflation.provider.CapFloorInflationZeroCouponInterpolationBlackSmileMethod; import com.opengamma.analytics.financial.interestrate.inflation.provider.CapFloorInflationZeroCouponMonthlyBlackSmileMethod; import com.opengamma.analytics.financial.provider.calculator.discounting.PresentValueDiscountingCalculator; import com.opengamma.analytics.financial.provider.description.inflation.BlackSmileCapInflationZeroCouponProviderInterface; import com.opengamma.util.money.MultipleCurrencyAmount; /** * */ public final class PresentValueZeroCouponBlackInflationCalculator extends InstrumentDerivativeVisitorDelegate<BlackSmileCapInflationZeroCouponProviderInterface, MultipleCurrencyAmount> { /** * The unique instance of the calculator. */ private static final PresentValueZeroCouponBlackInflationCalculator INSTANCE = new PresentValueZeroCouponBlackInflationCalculator(); /** * Constructor. */ private PresentValueZeroCouponBlackInflationCalculator() { super(new BlackSmileCapInflationZeroCouponProviderAdapter<>(PresentValueDiscountingCalculator.getInstance())); } /** * Gets the calculator instance. * @return The calculator. */ public static PresentValueZeroCouponBlackInflationCalculator getInstance() { return INSTANCE; } /** * Pricing methods. */ private static final CapFloorInflationZeroCouponInterpolationBlackSmileMethod METHOD_CAPFLOOR_INTERPOLATION = CapFloorInflationZeroCouponInterpolationBlackSmileMethod.getInstance(); private static final CapFloorInflationZeroCouponMonthlyBlackSmileMethod METHOD_CAPFLOOR_MONTHLY = CapFloorInflationZeroCouponMonthlyBlackSmileMethod.getInstance(); //----- Cap/Floor Zero Coupon ----- @Override public MultipleCurrencyAmount visitCapFloorInflationZeroCouponInterpolation(final CapFloorInflationZeroCouponInterpolation cap, final BlackSmileCapInflationZeroCouponProviderInterface black) { return METHOD_CAPFLOOR_INTERPOLATION.presentValue(cap, black); } @Override public MultipleCurrencyAmount visitCapFloorInflationZeroCouponMonthly(final CapFloorInflationZeroCouponMonthly cap, final BlackSmileCapInflationZeroCouponProviderInterface black) { return METHOD_CAPFLOOR_MONTHLY.presentValue(cap, black); } }