//-------------------------------------------------------------------------
public virtual void test_presentValue()
{
CurrencyAmount computed = PRICER.presentValue(PRODUCT, PROVIDER);
CurrencyAmount expected = PRICER_NOMINAL.presentValue(PRODUCT.NominalPayment, DSC_FACTORS_ISSUER);
int size = PRODUCT.PeriodicPayments.size();
double pvCupon = 0d;
for (int i = 2; i < size; ++i)
{
FixedCouponBondPaymentPeriod payment = PRODUCT.PeriodicPayments.get(i);
pvCupon += PRICER_COUPON.presentValue(payment, IssuerCurveDiscountFactors.of(DSC_FACTORS_ISSUER, GROUP_ISSUER));
}
expected = expected.plus(pvCupon);
assertEquals(computed.Currency, EUR);
assertEquals(computed.Amount, expected.Amount, NOTIONAL * TOL);
}
//-------------------------------------------------------------------------
/// <summary>
/// Calculates the present value of the fixed coupon bond trade.
/// <para>
/// The present value of the trade is the value on the valuation date.
/// The result is expressed using the payment currency of the bond.
/// </para>
/// <para>
/// Coupon payments of the underlying product are considered based on the settlement date of the trade.
///
/// </para>
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="provider"> the discounting provider </param>
/// <returns> the present value of the fixed coupon bond trade </returns>
public virtual CurrencyAmount presentValue(ResolvedFixedCouponBondTrade trade, LegalEntityDiscountingProvider provider)
{
LocalDate settlementDate = this.settlementDate(trade, provider.ValuationDate);
CurrencyAmount pvProduct = productPricer.presentValue(trade.Product, provider, settlementDate);
return(presentValueFromProductPresentValue(trade, provider, pvProduct));
}