//------------------------------------------------------------------------- /// <summary> /// Calculates the deposit fair rate given the start and end time and the accrual factor. /// </summary> /// <param name="trade"> the trade </param> /// <param name="provider"> the rates provider </param> /// <returns> the par rate </returns> public virtual double parRate(ResolvedIborFixingDepositTrade trade, RatesProvider provider) { return(productPricer.parRate(trade.Product, provider)); }
/// <summary> /// Calculates the deposit fair rate sensitivity to the curves. /// </summary> /// <param name="trade"> the trade </param> /// <param name="provider"> the rates provider </param> /// <returns> the par rate curve sensitivity </returns> public virtual PointSensitivities parRateSensitivity(ResolvedIborFixingDepositTrade trade, RatesProvider provider) { return(productPricer.parRateSensitivity(trade.Product, provider)); }
//------------------------------------------------------------------------- /// <summary> /// Calculates the present value of the Ibor fixing deposit trade. /// <para> /// The present value of the trade is the value on the valuation date. /// /// </para> /// </summary> /// <param name="trade"> the trade </param> /// <param name="provider"> the rates provider </param> /// <returns> the present value of the product </returns> public virtual CurrencyAmount presentValue(ResolvedIborFixingDepositTrade trade, RatesProvider provider) { return(productPricer.presentValue(trade.Product, provider)); }