//-------------------------------------------------------------------------
 public virtual void test_basics()
 {
     assertEquals(VOL_SIMPLE_MONEY_PRICE.ValuationDate, VAL_DATE_TIME.toLocalDate());
     assertEquals(VOL_SIMPLE_MONEY_PRICE.ValuationDateTime, VAL_DATE_TIME);
     assertEquals(VOL_SIMPLE_MONEY_PRICE.Index, EUR_EURIBOR_3M);
     assertEquals(VOL_SIMPLE_MONEY_PRICE.Name, IborFutureOptionVolatilitiesName.of("Price"));
 }
Ejemplo n.º 2
0
 //-------------------------------------------------------------------------
 /// <summary>
 /// Obtains an identifier used to find Ibor future option volatilities.
 /// </summary>
 /// <param name="name">  the name </param>
 /// <returns> an identifier for the volatilities </returns>
 public static IborFutureOptionVolatilitiesId of(string name)
 {
     return(new IborFutureOptionVolatilitiesId(IborFutureOptionVolatilitiesName.of(name)));
 }