/// <summary>
/// Computes the present value of the payment with z-spread by discounting.
/// <para>
/// The present value is zero if the payment date is before the valuation date.
/// </para>
/// <para>
/// The specified discount factors should be for the payment currency, however this is not validated.
/// </para>
/// <para>
/// The z-spread is a parallel shift applied to continuously compounded rates or periodic
/// compounded rates of the discounting curve.
///
/// </para>
/// </summary>
/// <param name="payment"> the payment </param>
/// <param name="discountFactors"> the discount factors to price against </param>
/// <param name="zSpread"> the z-spread </param>
/// <param name="compoundedRateType"> the compounded rate type </param>
/// <param name="periodsPerYear"> the number of periods per year </param>
/// <returns> the present value </returns>
public virtual CurrencyAmount presentValueWithSpread(Payment payment, DiscountFactors discountFactors, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
{
if (discountFactors.ValuationDate.isAfter(payment.Date))
{
return(CurrencyAmount.zero(payment.Currency));
}
double df = discountFactors.discountFactorWithSpread(payment.Date, zSpread, compoundedRateType, periodsPerYear);
return(payment.Value.multipliedBy(df));
}
