Example #1
0
        public void MarketDataContainer_ThrowsOnMissingCurve()
        {
            var curve = new SingleRate(0.07, _anchorDate, TestHelpers.ZAR);
            var mdc   = new MarketDataContainer();

            mdc.Set(curve);

            Assert.ThrowsException <MissingMarketDataException>(() => mdc.Get(new DiscountingSourceDescription(TestHelpers.USD)));
        }
Example #2
0
        public void MarketDataContainer_CanAddAndGetCurve()
        {
            var curve = new SingleRate(0.07, _anchorDate, TestHelpers.ZAR);
            var mdc   = new MarketDataContainer();

            mdc.Set(curve);

            var curveOut = mdc.Get(new DiscountingSourceDescription(TestHelpers.ZAR));

            Assert.IsNotNull(curveOut);
        }