private double MakeBuySpread()
{
IGenericFactory <double> factory =
new BuySpreadFactory(this.leftLeg, this.rightLeg, this.quotesProvider);
return(factory.Make());
}
public void BuySpreadFactory_returns_zero()
{
this.orderBook.Update(0, "Si-12.13_FT", 32000, 85, 32001, 25);
this.orderBook.Update(0, "Eu-12.13_FT", 43800, 200, 43805, 210);
IGenericFactory <double> factory =
new BuySpreadFactory(this.leftLeg, this.rightLeg, this.orderBook);
Assert.AreEqual(0, factory.Make());
}