//-------------------------------------------------------------------------
public virtual void test_forecastValue_RatePaymentPeriod()
{
double expected = 0.0123d;
SwapPaymentPeriodPricer <RatePaymentPeriod> mockNotionalExchangeFn = mock(typeof(SwapPaymentPeriodPricer));
when(mockNotionalExchangeFn.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(mockNotionalExchangeFn, MOCK_KNOWN);
assertEquals(test.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV), expected, 0d);
}
//-------------------------------------------------------------------------
public virtual void test_currencyExposure_RatePaymentPeriod()
{
MultiCurrencyAmount expected = MultiCurrencyAmount.of(GBP, 0.0123d);
SwapPaymentPeriodPricer <RatePaymentPeriod> mockNotionalExchangeFn = mock(typeof(SwapPaymentPeriodPricer));
when(mockNotionalExchangeFn.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(mockNotionalExchangeFn, MOCK_KNOWN);
assertEquals(test.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV), expected);
}
/// <summary>
/// Creates an instance.
/// </summary>
/// <param name="ratePaymentPeriodPricer"> the pricer for <seealso cref="RatePaymentPeriod"/> </param>
/// <param name="knownAmountPaymentPeriodPricer"> the pricer for <seealso cref="KnownAmountSwapPaymentPeriod"/> </param>
public DispatchingSwapPaymentPeriodPricer(SwapPaymentPeriodPricer <RatePaymentPeriod> ratePaymentPeriodPricer, SwapPaymentPeriodPricer <KnownAmountSwapPaymentPeriod> knownAmountPaymentPeriodPricer)
{
this.ratePaymentPeriodPricer = ArgChecker.notNull(ratePaymentPeriodPricer, "ratePaymentPeriodPricer");
this.knownAmountPaymentPeriodPricer = ArgChecker.notNull(knownAmountPaymentPeriodPricer, "knownAmountPaymentPeriodPricer");
}
