@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.presentValue(swaption, curvesBlack).getAmount();
}
throw new UnsupportedOperationException(
"The PresentValueBlackCalculator visitor visitSwaptionPhysicalFixedIbor requires a YieldCurveWithBlackSwaptionBundle as data.");
}
