/// <summary>
/// Computes the present value of the payment by discounting.
/// <para>
/// The present value is zero if the payment date is before the valuation date.
///
/// </para>
/// </summary>
/// <param name="payment"> the payment </param>
/// <param name="provider"> the provider </param>
/// <returns> the present value </returns>
public virtual double presentValueAmount(Payment payment, BaseProvider provider)
{
// duplicated code to avoid looking up in the provider when not necessary
if (provider.ValuationDate.isAfter(payment.Date))
{
return(0d);
}
double df = provider.discountFactor(payment.Currency, payment.Date);
return(payment.Amount * df);
}
//-------------------------------------------------------------------------
/// <summary>
/// Calculates the future cash flow of the payment.
/// <para>
/// The cash flow is returned, empty if the payment has already occurred.
///
/// </para>
/// </summary>
/// <param name="payment"> the payment </param>
/// <param name="provider"> the provider </param>
/// <returns> the cash flow, empty if the payment has occurred </returns>
public virtual CashFlows cashFlows(Payment payment, BaseProvider provider)
{
if (provider.ValuationDate.isAfter(payment.Date))
{
return(CashFlows.NONE);
}
double df = provider.discountFactor(payment.Currency, payment.Date);
CashFlow flow = CashFlow.ofForecastValue(payment.Date, payment.Currency, payment.Amount, df);
return(CashFlows.of(flow));
}
//-------------------------------------------------------------------------
/// <summary>
/// Computes the present value of the payment by discounting.
/// <para>
/// The present value is zero if the payment date is before the valuation date.
///
/// </para>
/// </summary>
/// <param name="payment"> the payment </param>
/// <param name="provider"> the provider </param>
/// <returns> the present value </returns>
public virtual CurrencyAmount presentValue(Payment payment, BaseProvider provider)
{
// duplicated code to avoid looking up in the provider when not necessary
if (provider.ValuationDate.isAfter(payment.Date))
{
return(CurrencyAmount.zero(payment.Currency));
}
double df = provider.discountFactor(payment.Currency, payment.Date);
return(payment.Value.multipliedBy(df));
}
/// <summary>
/// Explains the present value of the payment.
/// <para>
/// This returns explanatory information about the calculation.
///
/// </para>
/// </summary>
/// <param name="payment"> the payment </param>
/// <param name="provider"> the provider </param>
/// <returns> the explanatory information </returns>
public virtual ExplainMap explainPresentValue(Payment payment, BaseProvider provider)
{
Currency currency = payment.Currency;
LocalDate paymentDate = payment.Date;
ExplainMapBuilder builder = ExplainMap.builder();
builder.put(ExplainKey.ENTRY_TYPE, "Payment");
builder.put(ExplainKey.PAYMENT_DATE, paymentDate);
builder.put(ExplainKey.PAYMENT_CURRENCY, currency);
if (paymentDate.isBefore(provider.ValuationDate))
{
builder.put(ExplainKey.COMPLETED, true);
builder.put(ExplainKey.FORECAST_VALUE, CurrencyAmount.zero(currency));
builder.put(ExplainKey.PRESENT_VALUE, CurrencyAmount.zero(currency));
}
else
{
builder.put(ExplainKey.DISCOUNT_FACTOR, provider.discountFactor(currency, paymentDate));
builder.put(ExplainKey.FORECAST_VALUE, forecastValue(payment, provider));
builder.put(ExplainKey.PRESENT_VALUE, presentValue(payment, provider));
}
return(builder.build());
}