Pricer-2592 use isRegular to compute the power of factorOnPeriod

JEAN-PROST Frédéric · ritonglue · commit 43b6eb71a1ec · 2024-07-17T16:39:22.000+02:00
diff --git a/modules/pricer/src/main/java/com/opengamma/strata/pricer/bond/DiscountingFixedCouponBondProductPricer.java b/modules/pricer/src/main/java/com/opengamma/strata/pricer/bond/DiscountingFixedCouponBondProductPricer.java
@@ -640,8 +640,11 @@ private double dirtyPriceFromYieldStandard(
           first = false;
           factor = 1;
         } else {
-          double delta = yearFraction * eventsPerYear;
-          factor *= Math.pow(factorOnPeriod, delta);
+          if (period.isIsRegular()) {
+            factor *= factorOnPeriod;
+          } else {
+            factor *= Math.pow(factorOnPeriod, yearFraction * eventsPerYear);
+          }
         }
         pvAtFirstCoupon += yearFraction / factor;
       }

Original file line number	Diff line number	Diff line change
`@@ -640,8 +640,11 @@ private double dirtyPriceFromYieldStandard(`
`640`	`640`	`first = false;`
`641`	`641`	`factor = 1;`
`642`	`642`	`} else {`
`643`		`- double delta = yearFraction * eventsPerYear;`
`644`		`- factor *= Math.pow(factorOnPeriod, delta);`
	`643`	`+ if (period.isIsRegular()) {`
	`644`	`+ factor *= factorOnPeriod;`
	`645`	`+ } else {`
	`646`	`+ factor = Math.pow(factorOnPeriod, yearFraction eventsPerYear);`
	`647`	`+ }`
`645`	`648`	`}`
`646`	`649`	`pvAtFirstCoupon += yearFraction / factor;`
`647`	`650`	`}`