//-------------------------------------------------------------------------
public virtual void test_presentValue()
{
ScenarioMarketData md = FxNdfTradeCalculationFunctionTest.marketData();
RatesProvider provider = RATES_LOOKUP.marketDataView(md.scenario(0)).ratesProvider();
DiscountingFxNdfTradePricer pricer = DiscountingFxNdfTradePricer.DEFAULT;
CurrencyAmount expectedPv = pricer.presentValue(RTRADE, provider);
MultiCurrencyAmount expectedCurrencyExposure = pricer.currencyExposure(RTRADE, provider);
CurrencyAmount expectedCurrentCash = pricer.currentCash(RTRADE, provider);
FxRate expectedForwardFx = pricer.forwardFxRate(RTRADE, provider);
assertEquals(FxNdfTradeCalculations.DEFAULT.presentValue(RTRADE, RATES_LOOKUP, md), CurrencyScenarioArray.of(ImmutableList.of(expectedPv)));
assertEquals(FxNdfTradeCalculations.DEFAULT.currencyExposure(RTRADE, RATES_LOOKUP, md), MultiCurrencyScenarioArray.of(ImmutableList.of(expectedCurrencyExposure)));
assertEquals(FxNdfTradeCalculations.DEFAULT.currentCash(RTRADE, RATES_LOOKUP, md), CurrencyScenarioArray.of(ImmutableList.of(expectedCurrentCash)));
assertEquals(FxNdfTradeCalculations.DEFAULT.forwardFxRate(RTRADE, RATES_LOOKUP, md), ScenarioArray.of(ImmutableList.of(expectedForwardFx)));
}
// currency exposure for one scenario
internal MultiCurrencyAmount currencyExposure(ResolvedFxNdfTrade trade, RatesProvider ratesProvider)
{
return(tradePricer.currencyExposure(trade, ratesProvider));
}
