// calculates the cash flow of the events composing the leg in the currency of the swap leg
internal virtual CashFlows cashFlowEventsInternal(ResolvedSwapLeg leg, RatesProvider provider)
{
ImmutableList.Builder <CashFlow> builder = ImmutableList.builder();
foreach (SwapPaymentEvent @event in leg.PaymentEvents)
{
if ([email protected](provider.ValuationDate))
{
double forecastValue = paymentEventPricer.forecastValue(@event, provider);
if (forecastValue != 0d)
{
Currency currency = @event.Currency;
LocalDate paymentDate = @event.PaymentDate;
double discountFactor = provider.discountFactor(currency, paymentDate);
CashFlow singleCashFlow = CashFlow.ofForecastValue(paymentDate, currency, forecastValue, discountFactor);
builder.add(singleCashFlow);
}
}
}
return(CashFlows.of(builder.build()));
}
//-------------------------------------------------------------------------
public virtual void test_cashFlow_provider()
{
CashFlow expected = CashFlow.ofForecastValue(PAYMENT_DATE, USD, NOTIONAL_USD, DF);
assertEquals(PRICER.cashFlows(PAYMENT, PROVIDER), CashFlows.of(expected));
}