//-------------------------------------------------------------------------
public virtual void test_presentValue()
{
CurrencyAmount pvTrade = PRICER_TRADE.presentValue(RDEPOSIT_TRADE, IMM_PROV);
CurrencyAmount pvProduct = PRICER_PRODUCT.presentValue(RDEPOSIT_PRODUCT, IMM_PROV);
assertEquals(pvTrade.Currency, pvProduct.Currency);
assertEquals(pvTrade.Amount, pvProduct.Amount, TOLERANCE_PV);
}
//-------------------------------------------------------------------------
public virtual void test_presentValue_notStarted()
{
SimpleRatesProvider prov = provider(VAL_DATE, DF_START, DF_END);
CurrencyAmount computed = PRICER.presentValue(RTERM_DEPOSIT, prov);
double expected = ((1d + RATE * RTERM_DEPOSIT.YearFraction) * DF_END - DF_START) * NOTIONAL;
assertEquals(computed.Currency, EUR);
assertEquals(computed.Amount, expected, TOLERANCE * NOTIONAL);
}
//-------------------------------------------------------------------------
/// <summary>
/// Calculates the present value by discounting the final cash flow (nominal + interest)
/// and the initial payment (initial amount).
/// <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(ResolvedTermDepositTrade trade, RatesProvider provider)
{
return(productPricer.presentValue(trade.Product, provider));
}
