public void testGetCotation()
{
DataGestion dg = new DataGestion();
DateTime date = new DateTime(2010, 1, 1);
double d = dg.getCotation("AC FP", date);
Console.WriteLine(d);
}
public void testTailleTableauCotation()
{
DataGestion dataConn = new DataGestion();
double[] tabCote = dataConn.getCotation("CA FP", 10);
if (tabCote.Length != 10)
{
throw new ArgumentOutOfRangeException("le tableau de cotation n'a pas la bonne taille");
}
Debug.Assert(tabCote.Length == 10);
}
public void testValeurTableauCotation()
{
DataGestion dataConn = new DataGestion();
double[] tabCote = dataConn.getCotation("CA FP", 10);
if (tabCote[0] != 29.4250 ||
tabCote[1] != 29.5050 ||
tabCote[2] != 30.2000 ||
tabCote[3] != 30.2800)
{
throw new ArgumentOutOfRangeException("une des valeurs n'est pas bonne dans le tableau de cotation");
}
}
public void TestMethod2()
{
DataGestion dg = new DataGestion();
VanillaCallPricingModel vcpm = new VanillaCallPricingModel();
vcpm.oMaturity = new DateTime(2015, 8, 20);
vcpm.oName = "test";
Share share = new Share("ACCOR SA", "AC FP ");
vcpm.oShares = new Share[1];
vcpm.oShares[0] = share;
vcpm.oStrike = 10;
vcpm.oSpot = new double[1];
DateTime date = new DateTime(2015, 1, 12);
vcpm.oSpot[0] = dg.getCotation("AC FP", date);
List <DataFeed> ldf = dg.getListDataField(date, vcpm.oMaturity, vcpm.oShares);
List <PricingResults> LpR = vcpm.pricingUntilMaturity(ldf);
foreach (PricingResults pr in LpR)
{
Console.WriteLine(pr.Price);
}
}
