doc and test

JuliaActuary · Nov 3, 2023 · b930f73 · b930f73
1 parent 7a2d7e8
commit b930f73
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Showing 2 changed files with 5 additions and 2 deletions.
diff --git a/src/model/Model.jl b/src/model/Model.jl
@@ -18,9 +18,10 @@ include("Volatility.jl")
 include("Equity.jl")
 
 """
-    present_value(model,contract,current_time=0.0)
+present_value(model,contract,current_time=0.0)
+present_value(model,projection,current_time=0.0)
 
-Return the value of the contract as corresponding with the valuation assumptions embedded in the `model`.
+Return the value of the contract as corresponding with the valuation assumptions embedded in the `model` for the given contract or projection with `CashflowProjection` kind.
 
 # Examples
 

diff --git a/test/sp.jl b/test/sp.jl
@@ -20,6 +20,7 @@ end
     @test collect(Bond.Fixed(0.05, Periodic(1), 1)) == [Cashflow(1.05, 1.0)]
 
     @test pv(Yield.Constant(0.05), Bond.Fixed(0.05, Periodic(1), 3.0)) ≈ 1.0
+    @test pv(Yield.Constant(0.05), p) ≈ 1.0
 end
 
 @testset "Floating Bonds" begin
@@ -47,6 +48,7 @@ end
     swap = InterestRateSwap(curve, 10)
     proj = Projection(swap, Dict("OIS" => curve), CashflowProjection())
     @test pv(0.04, proj |> collect) ≈ 0.0 atol = 1e-12
+    @test pv(0.04, proj) ≈ 0.0 atol = 1e-12
 end
 
 @testset "Transduced Contracts" begin