//-------------------------------------------------------------------------
public virtual void test_parRate()
{
double parRate = PRICER.parRate(RDEPOSIT, IMM_PROV_NOFIX);
IborFixingDeposit deposit0 = DEPOSIT.toBuilder().fixedRate(parRate).build();
CurrencyAmount pv0 = PRICER.presentValue(deposit0.resolve(REF_DATA), IMM_PROV_NOFIX);
assertEquals(pv0.Amount, 0, TOLERANCE_RATE);
double parRate2 = PRICER.parRate(RDEPOSIT, IMM_PROV_NOFIX);
assertEquals(parRate, parRate2, TOLERANCE_RATE);
}
//-------------------------------------------------------------------------
public virtual void test_parRate()
{
double psTrade = PRICER_TRADE.parRate(RDEPOSIT_TRADE, IMM_PROV);
double psProduct = PRICER_PRODUCT.parRate(RDEPOSIT_PRODUCT, IMM_PROV);
assertEquals(psTrade, psProduct, TOLERANCE_RATE);
}
//-------------------------------------------------------------------------
/// <summary>
/// Calculates the deposit fair rate given the start and end time and the accrual factor.
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="provider"> the rates provider </param>
/// <returns> the par rate </returns>
public virtual double parRate(ResolvedIborFixingDepositTrade trade, RatesProvider provider)
{
return(productPricer.parRate(trade.Product, provider));
}