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

Class com.opengamma.util.money.CurrencyAmount

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

com.opengamma.util.money.CurrencyAmount.plus()
Returns a copy of this {@code CurrencyAmount} with the specified amount added.
This adds the specified amount to this monetary amount, returning a new object. The addition simply uses standard {@code double} arithmetic.
This instance is immutable and unaffected by this method. @param amountToAdd the amount to add, in the same currency, not null @return an amount based on this with the specified amount added, not null @throws IllegalArgumentException if the currencies are not equal

  public void presentValue() {
    final CurrencyAmount pvTransactionComputed = METHOD_TRANSACTION.presentValue(BILL_TRA, CURVE_BUNDLE);
    CurrencyAmount pvSecurity = METHOD_SECURITY.presentValue(BILL_TRA.getBillPurchased(), CURVE_BUNDLE);
    pvSecurity = pvSecurity.multipliedBy(QUANTITY);
    final double pvSettle = BILL_TRA_DEFINITION.getSettlementAmount() * CURVE_BUNDLE.getCurve(NAME_CURVES[0]).getDiscountFactor(BILL_TRA.getBillPurchased().getSettlementTime());
    assertEquals("Bill Security: discounting method - present value", pvSecurity.plus(pvSettle).getAmount(), pvTransactionComputed.getAmount(), TOLERANCE_PV);
  }


  @Test
  /**
   * Tests the present value: Method vs Calculator

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


}

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  public CurrencyAmount presentValue(final AnnuityCouponFixed annuity, final YieldCurveBundle curves) {
    Validate.notNull(curves);
    Validate.notNull(annuity);
    CurrencyAmount pv = CurrencyAmount.of(annuity.getCurrency(), 0);
    for (final CouponFixed cpn : annuity.getPayments()) {
      pv = pv.plus(METHOD_CPN_FIXED.presentValue(cpn, curves));
    }
    return pv;
  }


  /**

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  public CurrencyAmount presentValuePositiveNotional(final AnnuityCouponFixed annuity, final YieldCurveBundle curves) {
    Validate.notNull(curves);
    Validate.notNull(annuity);
    CurrencyAmount pv = CurrencyAmount.of(annuity.getCurrency(), 0);
    for (final CouponFixed cpn : annuity.getPayments()) {
      pv = pv.plus(METHOD_CPN_FIXED.presentValuePositiveNotional(cpn, curves));
    }
    return pv;
  }


  /**

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  public CurrencyAmount presentValuePositiveNotional(final Annuity<CouponFixedAccruedCompounding> annuity, final YieldCurveBundle curves) {
    Validate.notNull(curves);
    Validate.notNull(annuity);
    CurrencyAmount pv = CurrencyAmount.of(annuity.getCurrency(), 0);
    for (final Payment cpn : annuity.getPayments()) {
      pv = pv.plus(METHOD_CPN_ACCRUED.presentValuePositiveNotional((CouponFixedAccruedCompounding) cpn, curves));
    }
    return pv;
  }
}

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    ArgumentChecker.notNull(option, "option");
    ArgumentChecker.notNull(curves, "curves");
    final Currency ccy = option.getUnderlyingOption().getCurrency();
    final CurrencyAmount premiumPV = option.getPremium().accept(PVC, curves).getCurrencyAmount(ccy);
    final double optionPV = price * option.getQuantity() * option.getUnderlyingOption().getUnderlyingFuture().getNotional();
    return premiumPV.plus(optionPV);
  }


  /**
   * Computes the present value of a bond future option. The option security price is computed according to the data available in the bundle.
   * If the underlying future price is available it is used, if not it is computed from the curves.

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    final SwaptionBermudaFixedIbor swaptionBermuda = swaptionBermudaDefinition.toDerivative(REFERENCE_DATE, CURVES_NAME);


    // Loop for pricing
    startTime = System.currentTimeMillis();
    for (int looptest = 0; looptest < nbTest; looptest++) {
      totalPv = totalPv.plus(METHOD_BERMUDA.presentValue(swaptionBermuda, BUNDLE_HW));
    }
    endTime = System.currentTimeMillis();
    System.out.println(nbTest + " pv Bermuda swaption Hull-White numerical integration method: " + (endTime - startTime) + " ms");
    // Performance note: HW price: 19-Jan-12: On Mac Pro 3.2 GHz Quad-Core Intel Xeon: 440 ms for 20 swaptions.

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    // Otherwise we create a new MultipleCurrencyAmount
    if (currentTotal instanceof CurrencyAmount) {


      CurrencyAmount total = (CurrencyAmount) currentTotal;
      if (total.getCurrency() == currentAmount.getCurrency()) {
        return total.plus(currentAmount);
      } else {
        return MultipleCurrencyAmount.of(total).plus(currentAmount);
      }
    } else if (currentTotal instanceof MultipleCurrencyAmount) {
      return ((MultipleCurrencyAmount) currentTotal).plus(currentAmount);

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