//-------------------------------------------------------------------------
public virtual void test_presentValue()
{
ScenarioMarketData md = BillTradeCalculationFunctionTest.marketData();
LegalEntityDiscountingProvider provider = LOOKUP.marketDataView(md.scenario(0)).discountingProvider();
CurrencyAmount expectedPv = PRICER.presentValue(RTRADE, provider);
MultiCurrencyAmount expectedCurrencyExposure = PRICER.currencyExposure(RTRADE, provider);
CurrencyAmount expectedCurrentCash = PRICER.currentCash(RTRADE, provider.ValuationDate);
assertEquals(CALC.presentValue(RTRADE, LOOKUP, md), CurrencyScenarioArray.of(ImmutableList.of(expectedPv)));
assertEquals(CALC.currencyExposure(RTRADE, LOOKUP, md), MultiCurrencyScenarioArray.of(ImmutableList.of(expectedCurrencyExposure)));
assertEquals(CALC.currentCash(RTRADE, LOOKUP, md), CurrencyScenarioArray.of(ImmutableList.of(expectedCurrentCash)));
assertEquals(CALC.presentValue(RTRADE, provider), expectedPv);
assertEquals(CALC.currencyExposure(RTRADE, provider), expectedCurrencyExposure);
assertEquals(CALC.currentCash(RTRADE, provider), expectedCurrentCash);
}
// currency exposure for one scenario
internal virtual MultiCurrencyAmount currencyExposure(ResolvedBillTrade trade, LegalEntityDiscountingProvider discountingProvider)
{
return(tradePricer.currencyExposure(trade, discountingProvider));
}
