public static Money GetFutureValue(CapFloor capFloor, string baseParty)
{
List <Money> list = new List <Money>();
InterestRateStream stream = capFloor.capFloorStream;
Money futureValueOfStream = CashflowsHelper.GetForecastValue(stream.cashflows);
list.AddRange(GetValue(stream.payerPartyReference.href, stream.receiverPartyReference.href, baseParty, futureValueOfStream));
Money futureValueOfAdditionalPayments = GetValueOfAdditionalPayments(capFloor, baseParty);
list.Add(futureValueOfAdditionalPayments);
return(MoneyHelper.Sum(list));
}
public static Money GetFutureValue(Swap swap, string baseParty)
{
List <Money> list = new List <Money>();
foreach (InterestRateStream stream in swap.swapStream)
{
Money futureValueOfStream = CashflowsHelper.GetForecastValue(stream.cashflows);
list.AddRange(GetValue(stream.payerPartyReference.href, stream.receiverPartyReference.href, baseParty, futureValueOfStream));
}
Money futureValueOfAdditionalPayments = GetValueOfAdditionalPayments(swap, baseParty);
list.Add(futureValueOfAdditionalPayments);
return(MoneyHelper.Sum(list));
}
public static Money GetPayFutureValue(CapFloor capFloor, string baseParty)
{
List <Money> list = new List <Money>();
InterestRateStream stream = capFloor.capFloorStream;
{
Money presentValueOfStream = CashflowsHelper.GetForecastValue(stream.cashflows);
if (baseParty == stream.payerPartyReference.href)
{
list.Add(presentValueOfStream);
}
}
Money payFutureValueOfAdditionalPayments = GetPayFutureValueOfAdditionalPayments(capFloor, baseParty);
list.Add(payFutureValueOfAdditionalPayments);
return(MoneyHelper.Sum(list));
}
public static Money GetPayFutureValue(Swap swap, string baseParty)
{
List <Money> list = new List <Money>();
foreach (InterestRateStream stream in swap.swapStream)
{
Money presentValueOfStream = CashflowsHelper.GetForecastValue(stream.cashflows);
if (baseParty == stream.payerPartyReference.href)
{
list.Add(presentValueOfStream);
}
}
Money payFutureValueOfAdditionalPayments = GetPayFutureValueOfAdditionalPayments(swap, baseParty);
list.Add(payFutureValueOfAdditionalPayments);
return(MoneyHelper.Sum(list));
}
