/** * 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); }