/// <summary> /// Prices the product. /// </summary> /// <param name="reportingParty"></param> /// <param name="valuationDate"></param> /// <param name="market"></param> /// <returns></returns> public double GetParRate(string reportingParty, DateTime valuationDate, IMarketEnvironment market) { var modelData = CreateInstrumentModelData(new List <string> { InstrumentMetrics.ImpliedQuote.ToString() }, valuationDate, market, PriceableProduct.PaymentCurrencies[0], reportingParty); var av = PriceableProduct.Calculate(modelData); return((double)av.quote[0].value); }
/// <summary> /// Returns the npv. /// </summary> /// <param name="reportingParty"></param> /// <param name="baseCurrency"></param> /// <param name="valuationDate"></param> /// <param name="market"></param> /// <returns></returns> public double GetNPV(string reportingParty, string baseCurrency, DateTime valuationDate, IMarketEnvironment market) { var modelData = CreateInstrumentModelData(new List <string> { InstrumentMetrics.NPV.ToString() }, valuationDate, market, baseCurrency, reportingParty); var av = PriceableProduct.Calculate(modelData); return((double)av.quote[0].value); }