Examples of com.opengamma.util.money.MultipleCurrencyAmount.plus()

Class com.opengamma.util.money.MultipleCurrencyAmount

Examples of com.opengamma.util.money.MultipleCurrencyAmount.plus()

com.opengamma.util.money.MultipleCurrencyAmount.plus()
Returns a copy of this {@code MultipleCurrencyAmount} with the specified amount added.
This adds the specified amount to this monetary amount, returning a new object. If the currency is already present, the amount is added to the existing amount. If the currency is not yet present, the currency-amount is added to the map. The addition simply uses standard {@code double} arithmetic.
This instance is immutable and unaffected by this method. @param currencyAmountToAdd the amount to add, in the same currency, not null @return an amount based on this with the specified amount added, not null

  @Override
  public MultipleCurrencyAmount visitGenericAnnuity(final Annuity<? extends Payment> annuity, final SABRCapProviderInterface sabr) {
    ArgumentChecker.notNull(annuity, "Annuity");
    MultipleCurrencyAmount pv = visit(annuity.getNthPayment(0), sabr);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pv = pv.plus(visit(annuity.getNthPayment(loopp), sabr));
    }
    return pv;
  }


  @Override

View Full Code Here

  public MultipleCurrencyAmount visitGenericAnnuity(final Annuity<? extends Payment> annuity, final InflationProviderInterface market) {
    ArgumentChecker.notNull(annuity, "Annuity");
    ArgumentChecker.notNull(market, "market");
    MultipleCurrencyAmount pv = annuity.getNthPayment(0).accept(this, market);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pv = pv.plus(annuity.getNthPayment(loopp).accept(this, market));
    }
    return pv;
  }


  @Override

View Full Code Here

  public MultipleCurrencyAmount visitGenericAnnuity(final Annuity<? extends Payment> annuity, final BlackSmileCapInflationYearOnYearProviderInterface black) {
    ArgumentChecker.notNull(annuity, "Annuity");
    ArgumentChecker.notNull(black, "multicurve");
    MultipleCurrencyAmount pv = annuity.getNthPayment(0).accept(this, black);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pv = pv.plus(annuity.getNthPayment(loopp).accept(this, black));
    }
    return pv;
  }
}

View Full Code Here

    marketUKGovt.setCurve(BOND_SECURITY_GILT_1.getCurrency(), MARKET.getCurve(BOND_SECURITY_GILT_1.getIssuerCurrency()));
    marketUKGovt.setCurve(PRICE_INDEX_UKRPI, MARKET.getCurve(PRICE_INDEX_UKRPI));
    final MultipleCurrencyAmount pvNominal = METHOD_INFLATION_ZC_MONTHLY.presentValue((CouponInflationZeroCouponMonthlyGearing) BOND_SECURITY_GILT_1.getNominal().getNthPayment(0), marketUKGovt);
    MultipleCurrencyAmount pvCoupon = MultipleCurrencyAmount.of(BOND_SECURITY_GILT_1.getCurrency(), 0.0);
    for (int loopcpn = 0; loopcpn < BOND_SECURITY_GILT_1.getCoupon().getNumberOfPayments(); loopcpn++) {
      pvCoupon = pvCoupon.plus(BOND_SECURITY_GILT_1.getCoupon().getNthPayment(loopcpn).accept(PVDIC, marketUKGovt));
    }
    final MultipleCurrencyAmount pvExpectd = pvNominal.plus(pvCoupon);
    final MultipleCurrencyAmount pv = METHOD_BOND_INFLATION.presentValue(BOND_SECURITY_GILT_1, MARKET);
    assertEquals("Inflation Capital Indexed bond: present value", pvExpectd.getAmount(BOND_SECURITY_GILT_1.getCurrency()), pv.getAmount(BOND_SECURITY_GILT_1.getCurrency()), 1.0E-2);
  }

View Full Code Here

    marketUSGovt.setCurve(PRICE_INDEX_USCPI, MARKET.getCurve(PRICE_INDEX_USCPI));
    final MultipleCurrencyAmount pvNominal = METHOD_INFLATION_ZC_INTERPOLATION.presentValue((CouponInflationZeroCouponInterpolationGearing) BOND_SECURITY_TIPS_1.getNominal().getNthPayment(0),
        marketUSGovt);
    MultipleCurrencyAmount pvCoupon = MultipleCurrencyAmount.of(BOND_SECURITY_TIPS_1.getCurrency(), 0.0);
    for (int loopcpn = 0; loopcpn < BOND_SECURITY_TIPS_1.getCoupon().getNumberOfPayments(); loopcpn++) {
      pvCoupon = pvCoupon.plus(BOND_SECURITY_TIPS_1.getCoupon().getNthPayment(loopcpn).accept(PVDIC, marketUSGovt));
    }
    final MultipleCurrencyAmount pvExpectd = pvNominal.plus(pvCoupon);
    final MultipleCurrencyAmount pv = METHOD_BOND_INFLATION.presentValue(BOND_SECURITY_TIPS_1, MARKET);
    assertEquals("Inflation Capital Indexed bond: present value", pvExpectd.getAmount(BOND_SECURITY_TIPS_1.getCurrency()), pv.getAmount(BOND_SECURITY_TIPS_1.getCurrency()), 1.0E-2);
  }

View Full Code Here

  public MultipleCurrencyAmount presentValue(final AnnuityCouponFixed annuity, final MulticurveProviderInterface multicurves) {
    ArgumentChecker.notNull(annuity, "Annuity");
    ArgumentChecker.notNull(multicurves, "Multi-curves provider");
    MultipleCurrencyAmount pv = MultipleCurrencyAmount.of(annuity.getCurrency(), 0);
    for (final CouponFixed cpn : annuity.getPayments()) {
      pv = pv.plus(METHOD_CPN_FIXED.presentValue(cpn, multicurves));
    }
    return pv;
  }


  /**

View Full Code Here

    final MultipleCurrencyAmount pvCouponStandard = bond.getBondStandard().getCoupon().accept(PVDC, multicurvesDecorated);
    final MultipleCurrencyAmount pvDiscountingStandard = pvNominalStandard.plus(pvCouponStandard);
    final MultipleCurrencyAmount pvNominalTransaction = bond.getBondTransaction().getNominal().accept(PVDC, multicurvesDecorated);
    final MultipleCurrencyAmount pvCouponTransaction = bond.getBondTransaction().getCoupon().accept(PVDC, multicurvesDecorated);
    final MultipleCurrencyAmount pvDiscountingTransaction = pvNominalTransaction.plus(pvCouponTransaction);
    return pvDiscountingTransaction.plus(pvDiscountingStandard.multipliedBy(-1d)).multipliedBy(bond.getQuantity()).plus(pvPriceStandard);
  }


  /**
   * Compute the present value sensitivity of a bond transaction.
   * @param bond The bond transaction.

View Full Code Here

    final double amount2 = fx.getPaymentCurrency2().getAmount();
    final double df2 = curves.getCurve(fx.getPaymentCurrency2().getFundingCurveName()).getDiscountFactor(payTime);
    final double ce1 = amount1 * df2 * (1.0d + fwdPts / fxRate);
    final double ce2 = amount2 * df2;
    MultipleCurrencyAmount ce = MultipleCurrencyAmount.of(fx.getCurrency1(), ce1);
    ce = ce.plus(fx.getCurrency2(), ce2);
    return ce;
  }


  /**
   * Computes the present value curve sensitivity for forex by forward point method.

View Full Code Here

   * @param curves The curve bundle containing the discounting curves.
   * @return The multi-currency present value.
   */
  public MultipleCurrencyAmount presentValue(final ForexSwap fx, final YieldCurveBundle curves) {
    final MultipleCurrencyAmount pv = METHOD_FX.presentValue(fx.getNearLeg(), curves);
    return pv.plus(METHOD_FX.presentValue(fx.getFarLeg(), curves));
  }


  @Override
  public MultipleCurrencyAmount presentValue(final InstrumentDerivative instrument, final YieldCurveBundle curves) {
    Validate.isTrue(instrument instanceof ForexSwap, "Instrument should be ForexSwap");

View Full Code Here

  public MultipleCurrencyAmount presentValueFromPrice(final BondFutureOptionPremiumTransaction option, final MulticurveProviderInterface multicurves, final double price) {
    ArgumentChecker.notNull(option, "option");
    final Currency ccy = option.getCurrency();
    final MultipleCurrencyAmount premiumPV = METHOD_PAY_FIXED.presentValue(option.getPremium(), multicurves);
    final double optionPV = price * option.getQuantity() * option.getUnderlyingOption().getUnderlyingFuture().getNotional();
    return premiumPV.plus(MultipleCurrencyAmount.of(ccy, optionPV));
  }


  /**
   * Computes the present value of a bond future option. The bond futures price available in the provider is used.
   * @param transaction The option transaction.

View Full Code Here

0 1 2 3 4

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.