/// <summary>
/// Test the expected exception is thrown if there are not the same number of rates as there are values.
/// </summary>
public virtual void wrongNumberOfFxRates()
{
DoubleArray values = DoubleArray.of(1, 2, 3);
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
CurrencyScenarioArray test = CurrencyScenarioArray.of(GBP, values);
assertThrows(() => test.convertedTo(USD, fxProvider), typeof(System.ArgumentException), "Expected 3 FX rates but received 2");
}
/// <summary>
/// Test the expected exception is thrown when there are no FX rates available to convert the values.
/// </summary>
public virtual void missingFxRates()
{
DoubleArray values = DoubleArray.of(1, 2, 3);
FxRateScenarioArray rates = FxRateScenarioArray.of(EUR, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
CurrencyScenarioArray test = CurrencyScenarioArray.of(GBP, values);
assertThrows(() => test.convertedTo(USD, fxProvider), typeof(System.ArgumentException));
}
/// <summary>
/// Test that no conversion is done and no rates are used if the values are already in the reporting currency.
/// </summary>
public virtual void noConversionNecessary()
{
DoubleArray values = DoubleArray.of(1, 2, 3);
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
CurrencyScenarioArray test = CurrencyScenarioArray.of(GBP, values);
CurrencyScenarioArray convertedList = test.convertedTo(GBP, fxProvider);
assertThat(convertedList).isEqualTo(test);
}
//-------------------------------------------------------------------------
/// <summary>
/// Test that values are converted to the reporting currency using the rates in the market data.
/// </summary>
public virtual void convert()
{
DoubleArray values = DoubleArray.of(1, 2, 3);
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
CurrencyScenarioArray test = CurrencyScenarioArray.of(GBP, values);
CurrencyScenarioArray convertedList = test.convertedTo(USD, fxProvider);
DoubleArray expectedValues = DoubleArray.of(1 * 1.61, 2 * 1.62, 3 * 1.63);
CurrencyScenarioArray expectedList = CurrencyScenarioArray.of(USD, expectedValues);
assertThat(convertedList).isEqualTo(expectedList);
}
