Beispiel #1
0
        public virtual void create_fromFunction()
        {
            IList <CurrencyAmount> values = ImmutableList.of(CurrencyAmount.of(GBP, 1), CurrencyAmount.of(GBP, 2), CurrencyAmount.of(GBP, 3));
            CurrencyScenarioArray  test   = CurrencyScenarioArray.of(3, i => values[i]);

            assertThat(test.Currency).isEqualTo(GBP);
            assertThat(test.Amounts.Values).isEqualTo(DoubleArray.of(1d, 2d, 3d));
            assertThat(test.ScenarioCount).isEqualTo(3);
            assertThat(test.get(0)).isEqualTo(CurrencyAmount.of(GBP, 1));
            assertThat(test.get(1)).isEqualTo(CurrencyAmount.of(GBP, 2));
            assertThat(test.get(2)).isEqualTo(CurrencyAmount.of(GBP, 3));
            assertThat(test.ToList()).containsExactly(CurrencyAmount.of(GBP, 1), CurrencyAmount.of(GBP, 2), CurrencyAmount.of(GBP, 3));
        }
Beispiel #2
0
        public virtual void create()
        {
            DoubleArray           values = DoubleArray.of(1, 2, 3);
            CurrencyScenarioArray test   = CurrencyScenarioArray.of(GBP, values);

            assertThat(test.Currency).isEqualTo(GBP);
            assertThat(test.Amounts.Values).isEqualTo(values);
            assertThat(test.ScenarioCount).isEqualTo(3);
            assertThat(test.get(0)).isEqualTo(CurrencyAmount.of(GBP, 1));
            assertThat(test.get(1)).isEqualTo(CurrencyAmount.of(GBP, 2));
            assertThat(test.get(2)).isEqualTo(CurrencyAmount.of(GBP, 3));
            assertThat(test.ToList()).containsExactly(CurrencyAmount.of(GBP, 1), CurrencyAmount.of(GBP, 2), CurrencyAmount.of(GBP, 3));
        }
Beispiel #3
0
        public virtual void convertIntoAnExistingCurrency()
        {
            FxRateScenarioArray    rates1         = FxRateScenarioArray.of(USD, GBP, DoubleArray.of(1 / 1.50, 1 / 1.51, 1 / 1.52));
            FxRateScenarioArray    rates2         = FxRateScenarioArray.of(EUR, GBP, DoubleArray.of(0.7, 0.7, 0.7));
            ScenarioFxRateProvider fxProvider     = new TestScenarioFxRateProvider(rates1, rates2);
            CurrencyScenarioArray  convertedArray = VALUES_ARRAY.convertedTo(Currency.GBP, fxProvider);

            assertThat(convertedArray.Currency).isEqualTo(Currency.GBP);
            double[] expected = new double[] { 20 + 30 / 1.50 + 40 * 0.7, 21 + 32 / 1.51 + 43 * 0.7, 22 + 33 / 1.52 + 44 * 0.7 };

            for (int i = 0; i < 3; i++)
            {
                assertThat(convertedArray.get(i).Amount).isEqualTo(expected[i], offset(1e-6));
            }
        }