Java BlackFxVanillaOptionProductPricer.presentValue 예제들

예제 #1

파일: BlackFxVanillaOptionTradePricerTest.java 프로젝트: Rowmance/Strata

 public void test_presentValue() {
   MultiCurrencyAmount pvSensiTrade =
       PRICER_TRADE.presentValue(OPTION_TRADE, RATES_PROVIDER, VOLS);
   CurrencyAmount pvSensiProduct =
       PRICER_PRODUCT.presentValue(OPTION_PRODUCT, RATES_PROVIDER, VOLS);
   CurrencyAmount pvSensiPremium = PRICER_PAYMENT.presentValue(PREMIUM, RATES_PROVIDER);
   assertEquals(pvSensiTrade, MultiCurrencyAmount.of(pvSensiProduct, pvSensiPremium));
 }