public virtual void test_currentCash()
{
CurrencyAmount computed = PRICER.currentCash(TRADE_SETTLED, RATES_PROVIDER_ON_PAY);
CurrencyAmount expected = PRODUCT_PRICER.currentCash(RPRODUCT, RATES_PROVIDER_ON_PAY, SETTLEMENT_BEFORE);
assertEquals(computed.Amount, expected.Amount, NOTIONAL * QUANTITY * TOL);
}
/// <summary>
/// Calculates the current cash of the bond trade.
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="ratesProvider"> the rates provider, used to determine price index values </param>
/// <returns> the current cash </returns>
public virtual CurrencyAmount currentCash(ResolvedCapitalIndexedBondTrade trade, RatesProvider ratesProvider)
{
LocalDate valuationDate = ratesProvider.ValuationDate;
LocalDate settlementDate = this.settlementDate(trade, valuationDate);
CurrencyAmount cashProduct = productPricer.currentCash(trade.Product, ratesProvider, settlementDate);
if (!trade.Settlement.Present)
{
return(cashProduct);
}
BondPaymentPeriod settlePeriod = trade.Settlement.get().Payment;
double cashSettle = settlePeriod.PaymentDate.isEqual(valuationDate) ? netAmount(trade, ratesProvider).Amount : 0d;
return(cashProduct.plus(cashSettle));
}
