/// <summary>
/// Prepare for valuation anything that is dependent upon the scenario.
/// </summary>
public override void PreValue(PriceFactorList factors)
{
base.PreValue(factors);
CommodityFuture deal = (CommodityFuture)Deal;
fCommodityPrice = factors.GetInterface <ICommodityPrice>(deal.Commodity);
}
/// <summary>
/// Register price factors.
/// </summary>
public override void RegisterFactors(PriceFactorList factors, ErrorList errors)
{
base.RegisterFactors(factors, errors);
CommodityFuture deal = (CommodityFuture)Deal;
factors.RegisterInterface <ICommodityPrice>(deal.Commodity);
}
/// <summary>
/// Calculate forward price.
/// </summary>
protected override void ForwardPrice(double baseDate, double valueDate, Vector forwardPrice)
{
CommodityFuture deal = (CommodityFuture)Deal;
double t = CalcUtils.DaysToYears(valueDate - baseDate);
double tSettle = CalcUtils.DaysToYears(deal.Settlement_Date - baseDate);
forwardPrice.Assign((fCommodityPrice.ForwardFactor(t, tSettle, fFxRate) * fCommodityPrice.Get(t)) / fFxRate.Get(t));
}
