/**
* Computes the present value of the future security as the value of one future with a price of 0.
*
* @param future The future security.
* @param curves The curves.
* @return The present value.
*/
public CurrencyAmount presentValue(
final FederalFundsFutureSecurity future, final YieldCurveBundle curves) {
double price = price(future, curves);
double pv = price * future.getPaymentAccrualFactor() * future.getNotional();
return CurrencyAmount.of(future.getCurrency(), pv);
}
