public void Error_reporting_from_C_Sharp_with_reflected_binders()
{
var rfq = new Rfq
{
FeesPerLot = 1.0M,
Underlyings = new[] {
new Underlying {
BaseSize = 100M,
WeightedDelta = 0.11M,
Legs = new [] {
new Leg {
Size = SolverValue.ProvidedNoConflict(100M), Delta = 0.4M
},
new Leg {
Size = SolverValue.ProvidedNoConflict(100M), Delta = -0.3M
}
}
}
}
};
var settings = new CSharpTestsRules.Settings(true);
var rules = CSharpTestsRules.GetRules(settings);
var problem = BoundProblem.Create(rules, rfq);
var incoherencies = problem.Solve();
Assert.AreEqual(4, incoherencies.Length);
}
public void Using_the_solver_from_C_Sharp_with_reflected_binders()
{
var rfq = new Rfq
{
FeesPerLot = 1.0M,
Underlyings = new[] {
new Underlying {
BaseSize = 100M,
Legs = new [] {
new Leg {
Size = 100M, Delta = 0.4M
},
new Leg {
Size = 100M, Delta = -0.3M
}
}
}
}
};
var settings = new CSharpTestsRules.Settings(true);
var rules = CSharpTestsRules.GetRules(settings);
var problem = BoundProblem.Create(rules, rfq);
var incoherencies = problem.Solve();
Assert.IsEmpty(incoherencies);
Assert.IsNull(rfq.SomePropertyWithoutSetter);
Assert.AreEqual(200M, rfq.TotalExecFees);
var underlying = rfq.Underlyings.First();
Assert.AreEqual(200M, underlying.ExecFees);
Assert.AreEqual(0.1M, underlying.WeightedDelta);
}
