/// <summary>
/// Calculates the current cash of the FX swap product.
/// </summary>
/// <param name="swap"> the product </param>
/// <param name="valuationDate"> the valuation date </param>
/// <returns> the current cash </returns>
public virtual MultiCurrencyAmount currentCash(ResolvedFxSwap swap, LocalDate valuationDate)
{
MultiCurrencyAmount farPv = fxPricer.currentCash(swap.FarLeg, valuationDate);
MultiCurrencyAmount nearPv = fxPricer.currentCash(swap.NearLeg, valuationDate);
return(nearPv.plus(farPv));
}
public virtual void test_currentCash()
{
assertEquals(TRADE_PRICER.currentCash(TRADE, PROVIDER), PRODUCT_PRICER.currentCash(PRODUCT, PROVIDER.ValuationDate));
}
public virtual void test_currentCash_zero()
{
MultiCurrencyAmount computed = PRICER.currentCash(FWD, PROVIDER.ValuationDate);
assertEquals(computed, MultiCurrencyAmount.empty());
}
/// <summary>
/// Calculates the current cash of the trade.
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="provider"> the rates provider </param>
/// <returns> the current cash of the trade in the settlement currency </returns>
public virtual MultiCurrencyAmount currentCash(ResolvedFxSingleTrade trade, RatesProvider provider)
{
return(productPricer.currentCash(trade.Product, provider.ValuationDate));
}