Examples of com.opengamma.analytics.financial.instrument.payment.PaymentFixedDefinition.toDerivative()

com.opengamma.analytics.financial.instrument.payment.PaymentFixedDefinition.toDerivative()
{@inheritDoc} @deprecated Use the method that does not take yield curve names

    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final PaymentFixedDefinition nominalLast = getNominal().getNthPayment(getNominal().getNumberOfPayments() - 1);
    final ZonedDateTime settlementDate2 = settlementDate.isBefore(date) ? date : settlementDate;
    final double notional = settlementDate.isBefore(date) ? 0.0 : 1.0;
    final PaymentFixedDefinition settlementDefinition = new PaymentFixedDefinition(nominalLast.getCurrency(), settlementDate2, notional);
    final PaymentFixed settlement = settlementDefinition.toDerivative(date);
    return new BondInterestIndexedSecurity<>(nominalStandard, couponStandard, settlementTime, accruedInterest, factorToNextCoupon, _yieldConvention, _couponPerYear, settlement, getIssuer(),
        _priceIndex);
  }


  /**

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  //REVIEW: the method that this is testing (one that took an array of InstrumentDerivative has gone - leaving this test in for now
  public void presentValueWithPremium() {
    final double expectedPriceLongPayer = 2419978.690;
    final double premiumAmount = expectedPriceLongPayer / MULTICURVES.getDiscountFactor(EUR, SWAPTION_LONG_PAYER.getSettlementTime());
    final PaymentFixedDefinition premiumDefinition = new PaymentFixedDefinition(EUR, SETTLEMENT_DATE, -premiumAmount);
    final PaymentFixed premium = premiumDefinition.toDerivative(REFERENCE_DATE);
    final MultipleCurrencyAmount pvPremium = premium.accept(PVDC, MULTICURVES);
    final MultipleCurrencyAmount swaptionPV = SWAPTION_LONG_PAYER.accept(PVSSC, SABR_MULTICURVES);
    assertEquals("swaption present value with premium", -expectedPriceLongPayer, pvPremium.getAmount(EUR), TOLERANCE_PV);
    assertEquals("swaption present value with premium", expectedPriceLongPayer, swaptionPV.getAmount(EUR), TOLERANCE_PV);
  }

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    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final PaymentFixedDefinition nominalLast = bondFromDefinition.getNominal().getNthPayment(bondFromDefinition.getNominal().getNumberOfPayments() - 1);
    final ZonedDateTime settlementDate2 = spot;
    final double notional = 1.0;
    final PaymentFixedDefinition settlementDefinition = new PaymentFixedDefinition(nominalLast.getCurrency(), settlementDate2, notional);
    final PaymentFixed settlement = settlementDefinition.toDerivative(pricingDate);
    final BondInterestIndexedSecurity<PaymentFixed, Coupon> bondSecurityExpected = new BondInterestIndexedSecurity<>(nominal, coupon, settleTime, accruedInterest,
        factorToNextCoupon, YIELD_CONVENTION_1, COUPON_PER_YEAR_1, settlement, ISSUER_UK, PRICE_INDEX_UKRPI);
    assertEquals("Interest Index Bond: toDerivative", bondSecurityExpected, bond);
  }

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    final SABRInterestRateParameters sabrParameter = TestsDataSetsSABR.createSABR1();
    final SABRInterestRateDataBundle sabrBundle = new SABRInterestRateDataBundle(sabrParameter, curves);
    final double expectedPriceLongPayer = 5107666.869;
    final double premiumAmount = expectedPriceLongPayer / curves.getCurve(FUNDING_CURVE_NAME).getDiscountFactor(SWAPTION_LONG_PAYER.getSettlementTime());
    final PaymentFixedDefinition premiumDefinition = new PaymentFixedDefinition(CUR, SETTLEMENT_DATE, -premiumAmount);
    final PaymentFixed premium = premiumDefinition.toDerivative(REFERENCE_DATE, CURVES_NAME);
    final double pvPremium = premium.accept(PVC, sabrBundle);
    final double swaptionPV = SWAPTION_LONG_PAYER.accept(PVC, sabrBundle);
    assertEquals("swaption present value with premium", -expectedPriceLongPayer, pvPremium, 1.0E-2);
    assertEquals("swaption present value with premium", expectedPriceLongPayer, swaptionPV, 1.0E-2);
  }

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