SXSD-8145: Extensible discounting swap leg pricer

SolumXplain · Jun 19, 2024 · 592db28 · 592db28
1 parent 0c57bf1
commit 592db28
Show file tree

Hide file tree

Showing 15 changed files with 17 additions and 17 deletions.
diff --git a/examples/pom.xml b/examples/pom.xml
@@ -10,7 +10,7 @@
   </parent>
   <groupId>com.opengamma.strata</groupId>
   <artifactId>strata-examples</artifactId>
-  <version>2.12.22-xplain-5</version>
+  <version>2.12.22-xplain-6</version>
   <packaging>jar</packaging>
   <name>Strata-Examples</name>
   <description>Example code to demonstrate use of Strata</description>

diff --git a/modules/basics/pom.xml b/modules/basics/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-basics</artifactId>

diff --git a/modules/calc/pom.xml b/modules/calc/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-calc</artifactId>

diff --git a/modules/collect/pom.xml b/modules/collect/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-collect</artifactId>

diff --git a/modules/data/pom.xml b/modules/data/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-data</artifactId>

diff --git a/modules/loader/pom.xml b/modules/loader/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-loader</artifactId>

diff --git a/modules/market/pom.xml b/modules/market/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-market</artifactId>

diff --git a/modules/math/pom.xml b/modules/math/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-math</artifactId>

diff --git a/modules/measure/pom.xml b/modules/measure/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-measure</artifactId>

diff --git a/modules/pom.xml b/modules/pom.xml
@@ -10,7 +10,7 @@
   </parent>
   <groupId>com.opengamma.strata</groupId>
   <artifactId>strata-parent</artifactId>
-  <version>2.12.22-xplain-5</version>
+  <version>2.12.22-xplain-6</version>
   <packaging>pom</packaging>
   <name>Strata-Parent</name>
   <description>OpenGamma Strata Parent</description>

diff --git a/modules/pricer/pom.xml b/modules/pricer/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-pricer</artifactId>

diff --git a/modules/pricer/src/main/java/com/opengamma/strata/pricer/swap/DiscountingSwapLegPricer.java b/modules/pricer/src/main/java/com/opengamma/strata/pricer/swap/DiscountingSwapLegPricer.java
@@ -122,7 +122,7 @@ public CurrencyAmount presentValue(ResolvedSwapLeg leg, RatesProvider provider)
   }
 
   // calculates the present value in the currency of the swap leg
-  double presentValueInternal(ResolvedSwapLeg leg, RatesProvider provider) {
+  protected double presentValueInternal(ResolvedSwapLeg leg, RatesProvider provider) {
     return presentValuePeriodsInternal(leg, provider) + presentValueEventsInternal(leg, provider);
   }
 
@@ -513,7 +513,7 @@ public CashFlows cashFlows(ResolvedSwapLeg leg, RatesProvider provider) {
   }
 
   // calculates the present value of the events composing the leg in the currency of the swap leg
-  double presentValueEventsInternal(ResolvedSwapLeg leg, RatesProvider provider) {
+  protected double presentValueEventsInternal(ResolvedSwapLeg leg, RatesProvider provider) {
     double total = 0d;
     for (SwapPaymentEvent event : leg.getPaymentEvents()) {
       if (!event.getPaymentDate().isBefore(provider.getValuationDate())) {
@@ -524,7 +524,7 @@ public CashFlows cashFlows(ResolvedSwapLeg leg, RatesProvider provider) {
   }
 
   // calculates the present value of the periods composing the leg in the currency of the swap leg
-  double presentValuePeriodsInternal(ResolvedSwapLeg leg, RatesProvider provider) {
+  protected double presentValuePeriodsInternal(ResolvedSwapLeg leg, RatesProvider provider) {
     double total = 0d;
     for (SwapPaymentPeriod period : leg.getPaymentPeriods()) {
       if (!period.getPaymentDate().isBefore(provider.getValuationDate())) {

diff --git a/modules/product/pom.xml b/modules/product/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-product</artifactId>

diff --git a/modules/report/pom.xml b/modules/report/pom.xml
@@ -5,7 +5,7 @@
   <parent>
     <groupId>com.opengamma.strata</groupId>
     <artifactId>strata-parent</artifactId>
-    <version>2.12.22-xplain-5</version>
+    <version>2.12.22-xplain-6</version>
     <relativePath>..</relativePath>
   </parent>
   <artifactId>strata-report</artifactId>

diff --git a/pom.xml b/pom.xml
@@ -10,7 +10,7 @@
   </parent>
   <groupId>com.opengamma.strata</groupId>
   <artifactId>strata-root</artifactId>
-  <version>2.12.22-xplain-5</version>
+  <version>2.12.22-xplain-6</version>
   <packaging>pom</packaging>
   <name>Strata-Root</name>
   <description>OpenGamma Strata root</description>