//-------------------------------------------------------------------------
/// <summary>
/// Explain present value builder used to build large explain map from the individual legs.
/// </summary>
/// <param name="leg"> the swap log </param>
/// <param name="provider"> the rates provider </param>
/// <param name="builder"> the explain map builder which will be populated but the leg </param>
internal virtual void explainPresentValueInternal(ResolvedSwapLeg leg, RatesProvider provider, ExplainMapBuilder builder)
{
builder.put(ExplainKey.ENTRY_TYPE, "Leg");
builder.put(ExplainKey.PAY_RECEIVE, leg.PayReceive);
builder.put(ExplainKey.LEG_TYPE, leg.Type.ToString());
foreach (SwapPaymentPeriod period in leg.PaymentPeriods)
{
builder.addListEntry(ExplainKey.PAYMENT_PERIODS, child => paymentPeriodPricer.explainPresentValue(period, provider, child));
}
foreach (SwapPaymentEvent @event in leg.PaymentEvents)
{
builder.addListEntry(ExplainKey.PAYMENT_EVENTS, child => paymentEventPricer.explainPresentValue(@event, provider, child));
}
builder.put(ExplainKey.FORECAST_VALUE, forecastValue(leg, provider));
builder.put(ExplainKey.PRESENT_VALUE, presentValue(leg, provider));
}
