//-------------------------------------------------------------------------
// present value for one scenario
private static CurrencyAmount calculatePresentValue(Security security, double quantity, MarketData marketData)
{
QuoteId id = QuoteId.of(security.SecurityId.StandardId);
double price = marketData.getValue(id);
return(security.Info.PriceInfo.calculateMonetaryAmount(quantity, price));
}
//-------------------------------------------------------------------------
// calculates present value for all scenarios
internal static CurrencyScenarioArray presentValue(Security security, double quantity, ScenarioMarketData marketData)
{
return(CurrencyScenarioArray.of(marketData.ScenarioCount, i => calculatePresentValue(security, quantity, marketData.scenario(i))));
}
