//-------------------------------------------------------------------------
public virtual void test_presentValue()
{
ScenarioMarketData md = FxSwapTradeCalculationFunctionTest.marketData();
RatesProvider provider = RATES_LOOKUP.marketDataView(md.scenario(0)).ratesProvider();
DiscountingFxSwapTradePricer pricer = DiscountingFxSwapTradePricer.DEFAULT;
MultiCurrencyAmount expectedPv = pricer.presentValue(RTRADE, provider);
MultiCurrencyAmount expectedCurrencyExposure = pricer.currencyExposure(RTRADE, provider);
MultiCurrencyAmount expectedCurrentCash = pricer.currentCash(RTRADE, provider);
assertEquals(FxSwapTradeCalculations.DEFAULT.presentValue(RTRADE, RATES_LOOKUP, md), MultiCurrencyScenarioArray.of(ImmutableList.of(expectedPv)));
assertEquals(FxSwapTradeCalculations.DEFAULT.currencyExposure(RTRADE, RATES_LOOKUP, md), MultiCurrencyScenarioArray.of(ImmutableList.of(expectedCurrencyExposure)));
assertEquals(FxSwapTradeCalculations.DEFAULT.currentCash(RTRADE, RATES_LOOKUP, md), MultiCurrencyScenarioArray.of(ImmutableList.of(expectedCurrentCash)));
}
// present value for one scenario
internal MultiCurrencyAmount presentValue(ResolvedFxSwapTrade trade, RatesProvider ratesProvider)
{
return(tradePricer.presentValue(trade, ratesProvider));
}