//-------------------------------------------------------------------------
/// <summary>
/// Compute the present value curve sensitivity of the payment.
/// <para>
/// The present value sensitivity of the payment is the sensitivity of the
/// present value to the discount factor curve.
/// There is no sensitivity if the payment date is before the valuation date.
///
/// </para>
/// </summary>
/// <param name="payment"> the payment </param>
/// <param name="provider"> the provider </param>
/// <returns> the point sensitivity of the present value </returns>
public virtual PointSensitivityBuilder presentValueSensitivity(Payment payment, BaseProvider provider)
{
// duplicated code to avoid looking up in the provider when not necessary
if (provider.ValuationDate.isAfter(payment.Date))
{
return(PointSensitivityBuilder.none());
}
DiscountFactors discountFactors = provider.discountFactors(payment.Currency);
return(discountFactors.zeroRatePointSensitivity(payment.Date).multipliedBy(payment.Amount));
}
