//-------------------------------------------------------------------------
/// <summary>
/// Calculates the deposit fair rate given the start and end time and the accrual factor.
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="provider"> the rates provider </param>
/// <returns> the par rate </returns>
public virtual double parRate(ResolvedIborFixingDepositTrade trade, RatesProvider provider)
{
return(productPricer.parRate(trade.Product, provider));
}
/// <summary>
/// Calculates the deposit fair rate sensitivity to the curves.
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="provider"> the rates provider </param>
/// <returns> the par rate curve sensitivity </returns>
public virtual PointSensitivities parRateSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider)
{
return(productPricer.parRateSensitivity(trade.Product, provider));
}
//-------------------------------------------------------------------------
/// <summary>
/// Calculates the present value of the Ibor fixing deposit trade.
/// <para>
/// The present value of the trade is the value on the valuation date.
///
/// </para>
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="provider"> the rates provider </param>
/// <returns> the present value of the product </returns>
public virtual CurrencyAmount presentValue(ResolvedIborFixingDepositTrade trade, RatesProvider provider)
{
return(productPricer.presentValue(trade.Product, provider));
}
