// leg initial notional, which is the same for all scenarios
// package-scoped for testing
internal LegAmounts legInitialNotional(ResolvedSwapTrade trade)
{
IList <Pair <ResolvedSwapLeg, CurrencyAmount> > notionals = trade.Product.Legs.Select(leg => Pair.of(leg, buildLegNotional(leg))).ToList();
CurrencyAmount firstNotional = notionals.Where(pair => pair.Second != NOT_FOUND).Select(pair => pair.Second).First().orElseThrow(() => new System.ArgumentException("No notional found on any swap leg"));
notionals = notionals.Select(pair => pair.Second != NOT_FOUND ? pair : Pair.of(pair.First, firstNotional)).ToList();
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
ImmutableList <LegAmount> legAmounts = notionals.Select(pair => SwapLegAmount.of(pair.First, pair.Second)).collect(toImmutableList());
return(LegAmounts.of(legAmounts));
}
// present value for a leg
private SwapLegAmount legAmount(ResolvedSwapLeg leg, RatesProvider provider)
{
CurrencyAmount amount = tradePricer.ProductPricer.LegPricer.presentValue(leg, provider);
return(SwapLegAmount.of(leg, amount));
}
