public void test_getter() { assertEquals(PRICER.getRateComputationFn(), RateComputationFn.standard()); }
double indexRatio(ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate) { LocalDate endReferenceDate = settlementDate.isBefore(ratesProvider.getValuationDate()) ? ratesProvider.getValuationDate() : settlementDate; RateComputation modifiedComputation = bond.getRateCalculation().createRateComputation(endReferenceDate); return 1d + periodPricer.getRateComputationFn().rate( modifiedComputation, bond.getUnadjustedStartDate(), // dates not used bond.getUnadjustedEndDate(), ratesProvider); }
PointSensitivityBuilder indexRatioSensitivity( ResolvedCapitalIndexedBond bond, RatesProvider ratesProvider, LocalDate settlementDate) { LocalDate endReferenceDate = settlementDate.isBefore(ratesProvider.getValuationDate()) ? ratesProvider.getValuationDate() : settlementDate; RateComputation modifiedComputation = bond.getRateCalculation().createRateComputation(endReferenceDate); return periodPricer.getRateComputationFn().rateSensitivity( modifiedComputation, bond.getUnadjustedStartDate(), // dates not used bond.getUnadjustedEndDate(), ratesProvider); }