Ejemplo n.º 1
0
        //-------------------------------------------------------------------------
        public virtual void test_getValue_fxIdentity()
        {
            BuiltScenarioMarketData test = BuiltScenarioMarketData.builder(MarketDataBox.ofSingleValue(VAL_DATE)).build();

            assertEquals(test.ScenarioCount, 1);
            assertEquals(test.getValue(FxRateId.of(GBP, GBP)), MarketDataBox.ofSingleValue(FxRate.of(GBP, GBP, 1)));
        }
        public virtual void test_ofRates_currency_source()
        {
            FxRateLookup test       = FxRateLookup.ofRates(EUR, OBS_SOURCE);
            MarketData   marketData = ImmutableMarketData.builder(VAL_DATE).addValue(FxRateId.of(GBP, USD, OBS_SOURCE), FxRate.of(GBP, USD, 1.5d)).build();

            assertEquals(test.fxRateProvider(marketData).fxRate(GBP, USD), 1.5d);
        }