/**
* Calculates the present value of an inflation instruments by discounting for a given MarketBundle
*/
public final class CurrencyExposureForexBlackFlatCalculator
extends InstrumentDerivativeVisitorSameMethodAdapter<
BlackForexFlatProviderInterface, MultipleCurrencyAmount> {
/** The unique instance of the calculator. */
private static final CurrencyExposureForexBlackFlatCalculator INSTANCE =
new CurrencyExposureForexBlackFlatCalculator();
/** Constructor. */
private CurrencyExposureForexBlackFlatCalculator() {}
/**
* Gets the calculator instance.
*
* @return The calculator.
*/
public static CurrencyExposureForexBlackFlatCalculator getInstance() {
return INSTANCE;
}
/** Pricing methods. */
private static final ForexOptionVanillaBlackFlatMethod METHOD_FX_VAN =
ForexOptionVanillaBlackFlatMethod.getInstance();
@Override
public MultipleCurrencyAmount visit(
final InstrumentDerivative derivative, final BlackForexFlatProviderInterface blackSmile) {
return derivative.accept(this, blackSmile);
}
// ----- Forex ------
@Override
public MultipleCurrencyAmount visitForexOptionVanilla(
final ForexOptionVanilla option, final BlackForexFlatProviderInterface blackSmile) {
return METHOD_FX_VAN.currencyExposure(option, blackSmile);
}
@Override
public MultipleCurrencyAmount visit(final InstrumentDerivative derivative) {
throw new UnsupportedOperationException();
}
}
@Override
public MultipleCurrencyAmount visitForexOptionVanilla(
final ForexOptionVanilla option, final BlackForexFlatProviderInterface blackSmile) {
return METHOD_FX_VAN.currencyExposure(option, blackSmile);
}
