public void SpotJpyUsdTest()
{
var curve = CurveEngine.LoadFxCurve(Market, "JPY", "USD", null);
Assert.IsNotNull(curve);
Assert.AreEqual(0.0117d, (double)curve.GetSpotRate(), 0.0001);
}
public void SpotAudJpyTest()
{
var curve = CurveEngine.LoadFxCurve(Market, "AUD", "JPY", null);
Assert.IsNotNull(curve);
Assert.AreEqual(80.83d, (double)curve.GetSpotRate(), 0.01);
}
public void SpotGbpJpyTest()
{
var curve = CurveEngine.LoadFxCurve(Market, "GBP", "JPY", null);
Assert.IsNotNull(curve);
Assert.AreEqual(134.55d, (double)curve.GetSpotRate(), 0.01);
}
public void SpotUsdAudTest()
{
var curve = CurveEngine.LoadFxCurve(Market, "USD", "AUD", null);
Assert.IsNotNull(curve);
Assert.AreEqual(1.06d, (double)curve.GetSpotRate(), 0.01);
}
public void SpotAudGbpTest()
{
var curve = CurveEngine.LoadFxCurve(Market, "AUD", "GBP", null);
Assert.IsNotNull(curve);
Assert.AreEqual(0.60d, (double)curve.GetSpotRate(), 0.01);
}
