Beispiel #1
0
 public double GetQuote(ICcyAsset item, Currency ccy)
 {
     if (item.IsCcy())
     {
         return(FXMarket.GetQuote(new CurrencyPair(item.Ccy, ccy)));
     }
     else
     {
         return(AssetMarket.GetQuote(new AssetCcyPair(item.Asset, Ccy)));
     }
 }
Beispiel #2
0
        public void ModifyTotalCcy_AssetTest()
        {
            Account     acc   = Init.CreateAccountAsset1();
            FXMarket    fxMkt = Init.CreateFXMarket();
            AssetMarket aMkt  = Init.CreateAssetMarket(fxMkt);

            acc.ModifyTotalCcy(fxMkt, aMkt, fxMkt.CcyRef);
            Assert.IsTrue(
                acc.TotalCcy == fxMkt.CcyRef &&
                acc.TotalAmount == acc.Amount * aMkt.GetQuote(new AssetCcyPair(Init.Asset1(), Init.Ccy2()))
                );
        }
Beispiel #3
0
        public void ModifyCcy_AssetTest()
        {
            Account  acc    = Init.CreateAccountAsset1();
            double   amount = acc.Amount;
            FXMarket fxMkt  = Init.CreateFXMarket();

            acc.ConvertedCcy = fxMkt.CcyRef;
            AssetMarket aMkt = Init.CreateAssetMarket(fxMkt);

            acc.ModifyTotalCcy(fxMkt, aMkt, fxMkt.CcyRef);
            acc.ModifyCcy(fxMkt, aMkt, "NOT USED", Init.Asset3(), false); //last input not used for Accounts
            bool testAmount = acc.ConvertedAmount == amount *aMkt.GetQuote(new AssetCcyPair(Init.Asset3(), fxMkt.CcyRef));

            Assert.IsTrue(
                acc.Ccy.Asset == Init.Asset3() &&
                acc.Amount == amount &&
                testAmount
                );
        }