//-------------------------------------------------------------------------
/// <summary>
/// Calculates the present value theta of the Ibor cap/floor product.
/// <para>
/// The present value of the product is the sensitivity value on the valuation date.
/// </para>
/// <para>
/// The cap/floor leg and pay leg are typically in the same currency, thus the
/// present value gamma is expressed as a single currency amount in most cases.
///
/// </para>
/// </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 present value theta </returns>
public virtual MultiCurrencyAmount presentValueTheta(ResolvedIborCapFloor capFloor, RatesProvider ratesProvider, IborCapletFloorletVolatilities volatilities)
{
CurrencyAmount pvCapFloorLeg = capFloorLegPricer.presentValueTheta(capFloor.CapFloorLeg, ratesProvider, volatilities);
return(MultiCurrencyAmount.of(pvCapFloorLeg));
}
