Package com.opengamma.util.money

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


  @Override
  public MultipleCurrencyAmount visitGenericAnnuity(final Annuity<? extends Payment> annuity, final SABRSwaptionProviderInterface sabr) {
    ArgumentChecker.notNull(annuity, "Annuity");
    MultipleCurrencyAmount pv = visit(annuity.getNthPayment(0), sabr);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pv = pv.plus(visit(annuity.getNthPayment(loopp), sabr));
    }
    return pv;
  }

  // -----     Swaption     ------
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  @Override
  public MultipleCurrencyAmount visitGenericAnnuity(final Annuity<? extends Payment> annuity, final SABRSwaptionProviderInterface sabr) {
    ArgumentChecker.notNull(annuity, "Annuity");
    MultipleCurrencyAmount pv = visit(annuity.getNthPayment(0), sabr);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pv = pv.plus(visit(annuity.getNthPayment(loopp), sabr));
    }
    return pv;
  }

  // -----     Swaption     ------
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  public MultipleCurrencyAmount visitGenericAnnuity(final Annuity<? extends Payment> annuity, final MulticurveProviderInterface multicurve) {
    ArgumentChecker.notNull(annuity, "Annuity");
    ArgumentChecker.notNull(multicurve, "multicurve");
    MultipleCurrencyAmount pv = annuity.getNthPayment(0).accept(this, multicurve);
    for (int loopp = 1; loopp < annuity.getNumberOfPayments(); loopp++) {
      pv = pv.plus(annuity.getNthPayment(loopp).accept(this, multicurve));
    }
    return pv;
  }

  @Override
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  @Override
  public MultipleCurrencyAmount visitCash(final Cash deposit) {
    ArgumentChecker.notNull(deposit, "instrument");
    MultipleCurrencyAmount cash = MultipleCurrencyAmount.of(deposit.getCurrency(), 0.0);
    if (isWithinLimit(deposit.getStartTime())) {
      cash = cash.plus(deposit.getCurrency(), -deposit.getInitialAmount());
    }
    if (isWithinLimit(deposit.getEndTime())) {
      cash = cash.plus(deposit.getCurrency(), deposit.getNotional() + deposit.getInterestAmount());
    }
    return cash;
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    MultipleCurrencyAmount cash = MultipleCurrencyAmount.of(deposit.getCurrency(), 0.0);
    if (isWithinLimit(deposit.getStartTime())) {
      cash = cash.plus(deposit.getCurrency(), -deposit.getInitialAmount());
    }
    if (isWithinLimit(deposit.getEndTime())) {
      cash = cash.plus(deposit.getCurrency(), deposit.getNotional() + deposit.getInterestAmount());
    }
    return cash;
  }

  @Override
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  @Override
  public MultipleCurrencyAmount visitDepositZero(final DepositZero deposit) {
    ArgumentChecker.notNull(deposit, "instrument");
    MultipleCurrencyAmount cash = MultipleCurrencyAmount.of(deposit.getCurrency(), 0.0);
    if (isWithinLimit(deposit.getStartTime())) {
      cash = cash.plus(deposit.getCurrency(), -deposit.getInitialAmount());
    }
    if (isWithinLimit(deposit.getEndTime())) {
      cash = cash.plus(deposit.getCurrency(), deposit.getNotional() + deposit.getInterestAmount());
    }
    return cash;
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    MultipleCurrencyAmount cash = MultipleCurrencyAmount.of(deposit.getCurrency(), 0.0);
    if (isWithinLimit(deposit.getStartTime())) {
      cash = cash.plus(deposit.getCurrency(), -deposit.getInitialAmount());
    }
    if (isWithinLimit(deposit.getEndTime())) {
      cash = cash.plus(deposit.getCurrency(), deposit.getNotional() + deposit.getInterestAmount());
    }
    return cash;
  }

  @Override
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  @Override
  public MultipleCurrencyAmount visitDepositCounterpart(final DepositCounterpart deposit) {
    ArgumentChecker.notNull(deposit, "instrument");
    MultipleCurrencyAmount cash = MultipleCurrencyAmount.of(deposit.getCurrency(), 0.0);
    if (isWithinLimit(deposit.getStartTime())) {
      cash = cash.plus(deposit.getCurrency(), -deposit.getInitialAmount());
    }
    if (isWithinLimit(deposit.getEndTime())) {
      cash = cash.plus(deposit.getCurrency(), deposit.getNotional() + deposit.getInterestAmount());
    }
    return cash;
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    MultipleCurrencyAmount cash = MultipleCurrencyAmount.of(deposit.getCurrency(), 0.0);
    if (isWithinLimit(deposit.getStartTime())) {
      cash = cash.plus(deposit.getCurrency(), -deposit.getInitialAmount());
    }
    if (isWithinLimit(deposit.getEndTime())) {
      cash = cash.plus(deposit.getCurrency(), deposit.getNotional() + deposit.getInterestAmount());
    }
    return cash;
  }

  @Override
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  @Override
  public MultipleCurrencyAmount visitCouponFixed(final CouponFixed payment) {
    ArgumentChecker.notNull(payment, "instrument");
    MultipleCurrencyAmount cash = MultipleCurrencyAmount.of(payment.getCurrency(), 0.0);
    if (isWithinLimit(payment.getPaymentTime())) {
      cash = cash.plus(payment.getCurrency(), payment.getAmount());
    }
    return cash;
  }

  @Override
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