/// <summary>
/// Prices the product.
/// </summary>
/// <param name="reportingParty"></param>
/// <param name="valuationDate"></param>
/// <param name="market"></param>
/// <returns></returns>
public double GetParRate(string reportingParty, DateTime valuationDate, IMarketEnvironment market)
{
var modelData = CreateInstrumentModelData(new List <string> {
InstrumentMetrics.ImpliedQuote.ToString()
}, valuationDate, market, PriceableProduct.PaymentCurrencies[0], reportingParty);
var av = PriceableProduct.Calculate(modelData);
return((double)av.quote[0].value);
}
/// <summary>
/// Returns the npv.
/// </summary>
/// <param name="reportingParty"></param>
/// <param name="baseCurrency"></param>
/// <param name="valuationDate"></param>
/// <param name="market"></param>
/// <returns></returns>
public double GetNPV(string reportingParty, string baseCurrency, DateTime valuationDate, IMarketEnvironment market)
{
var modelData = CreateInstrumentModelData(new List <string> {
InstrumentMetrics.NPV.ToString()
}, valuationDate, market, baseCurrency, reportingParty);
var av = PriceableProduct.Calculate(modelData);
return((double)av.quote[0].value);
}