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

Class com.opengamma.util.money.MultipleCurrencyAmount

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

com.opengamma.util.money.MultipleCurrencyAmount.plus()
Returns a copy of this {@code MultipleCurrencyAmount} with the specified amount added.
This adds the specified amount to this monetary amount, returning a new object. If the currency is already present, the amount is added to the existing amount. If the currency is not yet present, the currency-amount is added to the map. The addition simply uses standard {@code double} arithmetic.
This instance is immutable and unaffected by this method. @param currencyAmountToAdd the amount to add, in the same currency, not null @return an amount based on this with the specified amount added, not null

    final AnnuityCouponFixed fixed = fixedDefinition.toDerivative(referenceDate);
    MultipleCurrencyAmount pvFlooredExpected = MultipleCurrencyAmount.of(CUR, 0.0);
    pvFlooredExpected = pvFlooredExpected.plus(ratchetIbor.getNthPayment(0).accept(PVDC, MULTICURVES));
    for (int loopcpn = 1; loopcpn < cap.getNumberOfPayments(); loopcpn++) {
      pvFlooredExpected = pvFlooredExpected.plus(METHOD_HW_CAP.presentValue((CapFloorIbor) cap.getNthPayment(loopcpn), HW_MULTICURVES).multipliedBy(factor));
      pvFlooredExpected = pvFlooredExpected.plus(fixed.getNthPayment(loopcpn).accept(PVDC, MULTICURVES).multipliedBy(factor));
    }
    assertEquals("Annuity Ratchet Ibor - Hull-White - Monte Carlo - Degenerate in floor leg", pvFlooredExpected.getAmount(CUR), pvFlooredMC.getAmount(CUR), 2.5E+3);
  }


  //  @Test(enabled = true)

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    final double amount2 = -NOMINAL_1 * FX_RATE;
    final double df2 = CURVES.getCurve(CURVE_NAMES[1]).getDiscountFactor(payTime);
    final double ce1 = amount1 * df2 * (1.0d + fwdPts / fxRate);
    final double ce2 = amount2 * df2;
    MultipleCurrencyAmount ceExpected = MultipleCurrencyAmount.of(CUR_1, ce1);
    ceExpected = ceExpected.plus(CUR_2, ce2);
    final MultipleCurrencyAmount ceComputed = METHOD_FX_PTS.currencyExposure(FX, CURVES, FWD_PTS);
    assertEquals("ForexForwardPointsMethod: presentValue", 2, ceComputed.size());
    assertEquals("ForexForwardPointsMethod: presentValue", ceExpected.getAmount(CUR_1), ceComputed.getAmount(CUR_1), TOLERANCE_PV);
    assertEquals("ForexForwardPointsMethod: presentValue", ceExpected.getAmount(CUR_2), ceComputed.getAmount(CUR_2), TOLERANCE_PV);
    final MultipleCurrencyAmount pvComputed = METHOD_FX_PTS.presentValue(FX, CURVES, FWD_PTS);

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