public virtual void test_pvExplain()
{
ExplainMap explain1 = PRODUCT_PRICER.explainPresentValue(CMS_ONE_LEG, RATES_PROVIDER, VOLATILITIES);
assertEquals(explain1.get(ExplainKey.ENTRY_TYPE).get(), "CmsSwap");
assertEquals(explain1.get(ExplainKey.LEGS).get().size(), 1);
ExplainMap explain2 = PRODUCT_PRICER.explainPresentValue(CMS_TWO_LEGS, RATES_PROVIDER, VOLATILITIES);
assertEquals(explain2.get(ExplainKey.ENTRY_TYPE).get(), "CmsSwap");
assertEquals(explain2.get(ExplainKey.LEGS).get().size(), 2);
ExplainMap explainCms = CMS_LEG_PRICER.explainPresentValue(CMS_LEG, RATES_PROVIDER, VOLATILITIES);
ExplainMap explainOther = SWAP_LEG_PRICER.explainPresentValue(CMS_TWO_LEGS.PayLeg.get(), RATES_PROVIDER);
assertEquals(explain2.get(ExplainKey.LEGS).get().get(0), explainCms);
assertEquals(explain2.get(ExplainKey.LEGS).get().get(1), explainOther);
}
//-------------------------------------------------------------------------
/// <summary>
/// Explains the present value of the CMS trade.
/// <para>
/// This returns explanatory information about the calculation.
///
/// </para>
/// </summary>
/// <param name="cms"> the CMS product </param>
/// <param name="ratesProvider"> the rates provider </param>
/// <param name="swaptionVolatilities"> the swaption volatilities </param>
/// <returns> the explain PV map </returns>
public virtual ExplainMap explainPresentValue(ResolvedCms cms, RatesProvider ratesProvider, SabrSwaptionVolatilities swaptionVolatilities)
{
return(productPricer.explainPresentValue(cms, ratesProvider, swaptionVolatilities));
}
