Ejemplo n.º 1
0
        public virtual void test_of_oneLeg()
        {
            Cms test = Cms.of(CMS_LEG);

            assertEquals(test.CmsLeg, CMS_LEG);
            assertFalse(test.PayLeg.Present);
            assertEquals(test.CrossCurrency, false);
            assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
            assertEquals(test.allCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
        }
Ejemplo n.º 2
0
        //-------------------------------------------------------------------------
        public virtual void test_of_twoLegs()
        {
            Cms test = sutCap();

            assertEquals(test.CmsLeg, CMS_LEG);
            assertEquals(test.PayLeg.get(), PAY_LEG);
            assertEquals(test.CrossCurrency, false);
            assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
            assertEquals(test.allCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
            assertEquals(test.allRateIndices(), ImmutableSet.of(CMS_LEG.UnderlyingIndex));
        }