public void UT_calculate_failedEvent_when_invalid_values()
{
var id = Guid.NewGuid();
var marketCurveId = Guid.NewGuid();
var asOfDate = DateTime.Now.Date;
var e1 = new InstrumentPricingPublished(Guid.NewGuid(), asOfDate, DateTime.Now, Guid.NewGuid(), "", 0);
var e2 = new CurvePointAdded(id, "", e1.InstrumentId, 0, true, "");
var e3 = new CurveRecipeCreated(Guid.NewGuid(), id, "", "", "", "", "", "", "", "", 100, "");
Given(new CurveCalculatorCreated(id, marketCurveId, asOfDate));
WhenTransitioned(e1, e2, e3);
ThenTransitioned(e1, e2, e3);
Then <CurveCalculationFailed>();
}
public void UT_calculate_calculatedEvent_when_valid_values()
{
var id = Guid.NewGuid();
var marketCurveId = Guid.NewGuid();
var asOfDate = DateTime.Now.Date;
var e7 = new InstrumentPricingPublished(Guid.NewGuid(), asOfDate, DateTime.Now, Guid.NewGuid(), "EUR", 5);
var e1 = new CurvePointAdded(marketCurveId, Tenor.Y06.ToString(), e7.InstrumentId, 0, true, "");
var e2 = new CurveRecipeCreated(Guid.NewGuid(), id, "", "", Tenor.Y51.ToString(), DayCountConvention.ActualActual.ToString(), Interpolation.Linear.ToString(), ExtrapolationShort.Zero.ToString(), ExtrapolationLong.Flat.ToString(), OutputSeries.Annual.ToString(), 100, OutputType.ZeroCoupon.ToString());
var e5 = new InstrumentPricingPublished(Guid.NewGuid(), asOfDate, DateTime.Now, Guid.NewGuid(), "EUR", 6);
var e6 = new InstrumentPricingPublished(Guid.NewGuid(), asOfDate, DateTime.Now, Guid.NewGuid(), "EUR", 30);
var e3 = new CurvePointAdded(marketCurveId, Tenor.Y07.ToString(), e5.InstrumentId, 0, true, "");
var e4 = new CurvePointAdded(marketCurveId, Tenor.Y50.ToString(), e6.InstrumentId, 0, true, "");
Given(new CurveCalculatorCreated(id, marketCurveId, asOfDate));
WhenTransitioned(e1, e2, e3, e4, e5, e6, e7);
ThenTransitioned(e1, e2, e3, e4, e5, e6, e7);
Then <CurveCalculated>();
}
