/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate;
import com.opengamma.analytics.financial.interestrate.swaption.derivative.SwaptionCashFixedIbor;
import com.opengamma.analytics.financial.interestrate.swaption.derivative.SwaptionPhysicalFixedIbor;
import com.opengamma.analytics.financial.interestrate.swaption.method.SwaptionCashFixedIborBlackMethod;
import com.opengamma.analytics.financial.interestrate.swaption.method.SwaptionPhysicalFixedIborBlackMethod;
import com.opengamma.analytics.financial.model.option.definition.YieldCurveWithBlackSwaptionBundle;
import com.opengamma.util.ArgumentChecker;
/**
*
*/
@Deprecated
public class DeltaBlackCalculator extends InstrumentDerivativeVisitorAdapter<YieldCurveBundle, Double> {
/**
* The unique instance of the calculator.
*/
private static final DeltaBlackCalculator INSTANCE = new DeltaBlackCalculator();
/**
* Gets the calculator instance.
* @return The calculator.
*/
public static DeltaBlackCalculator getInstance() {
return INSTANCE;
}
/**
* Constructor.
*/
DeltaBlackCalculator() {
}
/**
* The methods used in the calculator.
*/
private static final SwaptionPhysicalFixedIborBlackMethod PHYSICAL_SWAPTION = SwaptionPhysicalFixedIborBlackMethod.getInstance();
private static final SwaptionCashFixedIborBlackMethod CASH_SWAPTION = SwaptionCashFixedIborBlackMethod.getInstance();
@Override
public Double visitSwaptionCashFixedIbor(final SwaptionCashFixedIbor swaption, final YieldCurveBundle curves) {
ArgumentChecker.notNull(swaption, "swaption");
ArgumentChecker.notNull(curves, "curves");
if (curves instanceof YieldCurveWithBlackSwaptionBundle) {
final YieldCurveWithBlackSwaptionBundle curvesBlack = (YieldCurveWithBlackSwaptionBundle) curves;
return CASH_SWAPTION.delta(swaption, curvesBlack).getAmount();
}
throw new UnsupportedOperationException("The DeltaBlackCalculator visitor visitSwaptionCashFixedIbor requires a YieldCurveWithBlackSwaptionBundle as data.");
}
@Override
public Double visitSwaptionPhysicalFixedIbor(final SwaptionPhysicalFixedIbor swaption, final YieldCurveBundle curves) {
ArgumentChecker.notNull(swaption, "swaption");
ArgumentChecker.notNull(curves, "curves");
if (curves instanceof YieldCurveWithBlackSwaptionBundle) {
final YieldCurveWithBlackSwaptionBundle curvesBlack = (YieldCurveWithBlackSwaptionBundle) curves;
return PHYSICAL_SWAPTION.delta(swaption, curvesBlack).getAmount();
}
throw new UnsupportedOperationException("The DeltaBlackCalculator visitor visitSwaptionPhysicalFixedIbor requires a YieldCurveWithBlackSwaptionBundle as data.");
}
}