public virtual void test_builder_inverse()
{
CurrencyAmount currencyNotional = CurrencyAmount.of(USD, NOTIONAL);
ResolvedFxNdf test = ResolvedFxNdf.builder().agreedFxRate(FX_RATE).observation(FxIndexObservation.of(GBP_USD_WM, FIXING_DATE, REF_DATA)).paymentDate(PAYMENT_DATE).settlementCurrencyNotional(currencyNotional).build();
assertEquals(test.AgreedFxRate, FX_RATE);
assertEquals(test.Index, GBP_USD_WM);
assertEquals(test.NonDeliverableCurrency, GBP);
assertEquals(test.PaymentDate, PAYMENT_DATE);
assertEquals(test.SettlementCurrency, USD);
assertEquals(test.SettlementCurrencyNotional, currencyNotional);
assertEquals(test.SettlementNotional, NOTIONAL);
}
public virtual void test_builder_wrongRate()
{
FxRate fxRate = FxRate.of(GBP, EUR, 1.1d);
assertThrowsIllegalArg(() => ResolvedFxNdf.builder().agreedFxRate(fxRate).observation(FxIndexObservation.of(GBP_USD_WM, FIXING_DATE, REF_DATA)).paymentDate(PAYMENT_DATE).settlementCurrencyNotional(CURRENCY_NOTIONAL).build());
}
public virtual void test_builder_wrongCurrency()
{
CurrencyAmount currencyNotional = CurrencyAmount.of(EUR, NOTIONAL);
assertThrowsIllegalArg(() => ResolvedFxNdf.builder().agreedFxRate(FX_RATE).observation(FxIndexObservation.of(GBP_USD_WM, FIXING_DATE, REF_DATA)).paymentDate(PAYMENT_DATE).settlementCurrencyNotional(currencyNotional).build());
}
internal static ResolvedFxNdf sut2()
{
FxRate fxRate = FxRate.of(GBP, EUR, 1.1d);
return(ResolvedFxNdf.builder().agreedFxRate(fxRate).observation(FxIndexObservation.of(EUR_GBP_ECB, FIXING_DATE, REF_DATA)).paymentDate(PAYMENT_DATE).settlementCurrencyNotional(CURRENCY_NOTIONAL).build());
}
//-------------------------------------------------------------------------
internal static ResolvedFxNdf sut()
{
return(ResolvedFxNdf.builder().agreedFxRate(FX_RATE).observation(FxIndexObservation.of(GBP_USD_WM, FIXING_DATE, REF_DATA)).paymentDate(PAYMENT_DATE).settlementCurrencyNotional(CURRENCY_NOTIONAL).build());
}