//-------------------------------------------------------------------------
public virtual void test_forecastValueSensitivity_unknownType()
{
SwapPaymentPeriod mockPaymentPeriod = mock(typeof(SwapPaymentPeriod));
DispatchingSwapPaymentPeriodPricer test = DispatchingSwapPaymentPeriodPricer.DEFAULT;
assertThrowsIllegalArg(() => test.forecastValueSensitivity(mockPaymentPeriod, MOCK_PROV));
}
public virtual void test_presentValue_unknownType()
{
SwapPaymentPeriod mockPaymentPeriod = mock(typeof(SwapPaymentPeriod));
DispatchingSwapPaymentPeriodPricer test = DispatchingSwapPaymentPeriodPricer.DEFAULT;
assertThrowsIllegalArg(() => test.presentValue(mockPaymentPeriod, MOCK_PROV));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(MOCK_RATE, MOCK_KNOWN);
SwapPaymentPeriod kapp = KnownAmountSwapPaymentPeriod.builder().payment(Payment.of(CurrencyAmount.of(GBP, 1000), date(2015, 8, 21))).startDate(date(2015, 5, 19)).endDate(date(2015, 8, 19)).build();
SwapPaymentPeriod mockPaymentPeriod = mock(typeof(SwapPaymentPeriod));
ignoreThrows(() => test.presentValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.presentValue(kapp, MOCK_PROV));
ignoreThrows(() => test.presentValue(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.forecastValue(kapp, MOCK_PROV));
ignoreThrows(() => test.forecastValue(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.pvbp(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.pvbp(kapp, MOCK_PROV));
ignoreThrows(() => test.pvbp(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.presentValueSensitivity(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.presentValueSensitivity(kapp, MOCK_PROV));
ignoreThrows(() => test.presentValueSensitivity(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.forecastValueSensitivity(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.forecastValueSensitivity(kapp, MOCK_PROV));
ignoreThrows(() => test.forecastValueSensitivity(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.pvbpSensitivity(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.pvbpSensitivity(kapp, MOCK_PROV));
ignoreThrows(() => test.pvbpSensitivity(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.accruedInterest(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.accruedInterest(kapp, MOCK_PROV));
ignoreThrows(() => test.accruedInterest(mockPaymentPeriod, MOCK_PROV));
ExplainMapBuilder explain = ExplainMap.builder();
ignoreThrows(() => test.explainPresentValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV, explain));
ignoreThrows(() => test.explainPresentValue(kapp, MOCK_PROV, explain));
ignoreThrows(() => test.explainPresentValue(mockPaymentPeriod, MOCK_PROV, explain));
ignoreThrows(() => test.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.currencyExposure(kapp, MOCK_PROV));
ignoreThrows(() => test.currencyExposure(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.currentCash(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.currentCash(kapp, MOCK_PROV));
ignoreThrows(() => test.currentCash(mockPaymentPeriod, MOCK_PROV));
}
public virtual void test_of()
{
SwapPaymentPeriod pp = mock(typeof(SwapPaymentPeriod));
when(pp.Currency).thenReturn(Currency.GBP);
ResolvedSwapLeg leg = ResolvedSwapLeg.builder().type(SwapLegType.FIXED).payReceive(PayReceive.PAY).paymentPeriods(pp).build();
SwapLegAmount legAmount = SwapLegAmount.of(leg, CurrencyAmount.of(Currency.GBP, 10));
SwapLegAmount test = legAmount.convertedTo(Currency.USD, FxRate.of(Currency.GBP, Currency.USD, 1.6));
assertThat(test.Amount.Currency).isEqualTo(Currency.USD);
assertThat(test.Amount.Amount).isEqualTo(16.0);
assertThat(test.PayReceive).isEqualTo(legAmount.PayReceive);
assertThat(test.Type).isEqualTo(legAmount.Type);
assertThat(test.Currency).isEqualTo(legAmount.Currency);
}
