/// <summary>
/// Returns present value of the swap for a specified baseParty.
/// </summary>
/// <param name="swap"></param>
/// <param name="baseParty">The party, from which point of view the valuations are computed.</param>
/// <returns></returns>
public static Money GetPresentValue(Swap swap, string baseParty)
{
var list = new List <Money>();
foreach (InterestRateStream stream in swap.swapStream)
{
Money presentValueOfStream = CashflowsHelper.GetPresentValue(stream.cashflows);
list.AddRange(GetValue(stream.payerPartyReference.href, stream.receiverPartyReference.href, baseParty, presentValueOfStream));
}
Money sumPVs = MoneyHelper.Sum(list);
//only add a pv in the same currency.
Money presentValueOfAdditionalPayments = GetPresentValueOfAdditionalPayments(swap, baseParty, sumPVs.currency);
sumPVs = MoneyHelper.Add(sumPVs, presentValueOfAdditionalPayments);
return(sumPVs);
}
