In the LegalEntityDiscountingProvider, how does the repocurves and the issuercurve relate to the discountcurves of the ImmutableRates provider? altering the nodes on the repocurve does not seem to change the present value of the bond. Changing the issuercurve does change the value as you would expected. I am trying to evaluate a bond using the discountcurve of the immutablerateprovider, but with issuerspesific credit spread/curves. Thanks, Oyvind
LegalEntityDiscountingProvider is a separate class to
ImmutableRatesProvider. It is perfectly possible to share a curve between the two types, something which is up to the caller. Note that since the curves and providers are immuatble, changing one will not have a knock on effect on the other.
Bond pricing currently only uses
LegalEntityDiscountingProvider, and does not use
ImmutableRatesProvider, so the likelihood is that you are changing the wrong input.
Hope that helps - it may be best for your problem to simply debug through the pricing code to see where the data comes from.