//-------------------------------------------------------------------------
public virtual void test_jumpToDefault()
{
JumpToDefault computed = PRICER.jumpToDefault(TRADE, RATES_PROVIDER, REF_DATA);
JumpToDefault expected = PRICER_PRODUCT.jumpToDefault(PRODUCT, RATES_PROVIDER, SETTLEMENT_DATE, REF_DATA);
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
/// <summary>
/// Calculates the jump-to-default of the underlying product.
/// <para>
/// The jump-to-default is the value of the product in case of immediate default.
///
/// </para>
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="ratesProvider"> the rates provider </param>
/// <param name="refData"> the reference data </param>
/// <returns> the jump-to-default </returns>
public virtual JumpToDefault jumpToDefault(ResolvedCdsTrade trade, CreditRatesProvider ratesProvider, ReferenceData refData)
{
LocalDate settlementDate = calculateSettlementDate(trade, ratesProvider, refData);
return(productPricer.jumpToDefault(trade.Product, ratesProvider, settlementDate, refData));
}
