add method to allow PV on CashflowProjeciton

JuliaActuary · Nov 3, 2023 · 7a2d7e8 · 7a2d7e8
1 parent 41345cb
commit 7a2d7e8
Showing 1 changed file with 8 additions and 0 deletions.
diff --git a/src/model/Model.jl b/src/model/Model.jl
@@ -36,4 +36,12 @@ function FinanceCore.present_value(model, c::FinanceCore.AbstractContract, cur_t
     p = Projection(c, model, CashflowProjection())
     xf = p |> Filter(cf -> cf.time >= cur_time) |> Map(cf -> FinanceCore.discount(model, cur_time, cf.time) * cf.amount)
     foldxl(+, xf)
+end
+
+function FinanceCore.present_value(model, p::FinanceModels.Projection{C,M,K}, cur_time=0.0) where
+{
+    C,M,K<:CashflowProjection
+}
+    xf = p |> Filter(cf -> cf.time >= cur_time) |> Map(cf -> FinanceCore.discount(model, cur_time, cf.time) * cf.amount)
+    foldxl(+, xf)
 end