/// <summary>
/// Prepare for valuation anything that is not dependent upon the scenario.
/// </summary>
public override void PreCloneInitialize(PriceFactorList factors, BaseTimeGrid baseTimes, RequiredResults requiredResults)
{
base.PreCloneInitialize(factors, baseTimes, requiredResults);
CFFixedListDeal deal = (CFFixedListDeal)Deal;
// Add to valuation time grid
fT.AddPayDates <CFFixed>(deal.Cashflows);
}
/// <summary>
/// Value the deal using the cashflow list.
/// </summary>
/// <param name="pv">Present value to be updated.</param>
/// <param name="cash">Realised cash to be updated.</param>
public void Value(Vector pv, Vector cash, double baseDate, double valueDate, Vector settlementDate, IInterestRate discount,
IInterestRate forecast, IInterestRate repo, IInterestRateVol interestRateVol, IInterestYieldVol interestYieldVol,
ISurvivalProb survivalProb, ISACCRResult saccrResult, IIntraValuationDiagnosticsWriter intraValuationDiagnosticsWriter)
{
CFFixedListDeal deal = (CFFixedListDeal)Deal;
pv.Clear();
if (cash != null)
{
cash.Clear();
}
deal.Cashflows.Value(pv, cash, baseDate, valueDate, settlementDate, discount, survivalProb, intraValuationDiagnosticsWriter, fCutoffDate);
ApplySign(pv, cash, fBuySellSign);
}
/// <summary>
/// Collect cashflows realised along the scenario path up to endDate.
/// </summary>
public override void CollectCashflows(CashAccumulators cashAccumulators, double baseDate, double endDate)
{
CFFixedListDeal deal = (CFFixedListDeal)Deal;
deal.Cashflows.CollectCashflows(cashAccumulators, fFxRate, baseDate, endDate, fBuySellSign, fCutoffDate);
}
