//-------------------------------------------------------------------------
/// <summary>
/// Calculates the current cash of the Ibor cap/floor product.
/// </summary>
/// <param name="capFloor"> the Ibor cap/floor product </param>
/// <param name="ratesProvider"> the rates provider </param>
/// <param name="volatilities"> the volatilities </param>
/// <returns> the current cash </returns>
public virtual MultiCurrencyAmount currentCash(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)
{
CurrencyAmount ccCapFloorLeg = capFloorLegPricer.currentCash(capFloor.CapFloorLeg, ratesProvider, volatilities);
if (!capFloor.PayLeg.Present)
{
return(MultiCurrencyAmount.of(ccCapFloorLeg));
}
CurrencyAmount ccPayLeg = payLegPricer.currentCash(capFloor.PayLeg.get(), ratesProvider);
return(MultiCurrencyAmount.of(ccPayLeg).plus(ccCapFloorLeg));
}
