public virtual void test_currentCash()
{
MultiCurrencyAmount cc1 = PRICER.currentCash(CAP_ONE_LEG, RATES, VOLS);
MultiCurrencyAmount cc2 = PRICER.currentCash(CAP_TWO_LEGS, RATES, VOLS);
assertEquals(cc1, MultiCurrencyAmount.of(CurrencyAmount.zero(EUR)));
assertEquals(cc2, MultiCurrencyAmount.of(CurrencyAmount.zero(EUR)));
}
public virtual void test_currentCash_onPay()
{
MultiCurrencyAmount computedWithPayLeg = PRICER.currentCash(TRADE_PAYLEG, RATES_PAY, VOLS_PAY);
MultiCurrencyAmount computedWithPremium = PRICER.currentCash(TRADE_PREMIUM, RATES_PAY, VOLS_PAY);
MultiCurrencyAmount expectedWithPayLeg = PRICER_PRODUCT.currentCash(CAP_TWO_LEGS, RATES_PAY, VOLS_PAY);
MultiCurrencyAmount expectedWithPremium = PRICER_PRODUCT.currentCash(CAP_ONE_LEG, RATES_PAY, VOLS_PAY);
assertEquals(computedWithPayLeg, expectedWithPayLeg);
assertEquals(computedWithPremium, expectedWithPremium);
}
