//-------------------------------------------------------------------------
public virtual void test_currencyExposure_RatePaymentPeriod()
{
MultiCurrencyAmount expected = MultiCurrencyAmount.of(GBP, 0.0123d);
SwapPaymentPeriodPricer <RatePaymentPeriod> mockNotionalExchangeFn = mock(typeof(SwapPaymentPeriodPricer));
when(mockNotionalExchangeFn.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(mockNotionalExchangeFn, MOCK_KNOWN);
assertEquals(test.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV), expected);
}
//-------------------------------------------------------------------------
public virtual MultiCurrencyAmount currencyExposure(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
{
// dispatch by runtime type
if (paymentPeriod is RatePaymentPeriod)
{
return(ratePaymentPeriodPricer.currencyExposure((RatePaymentPeriod)paymentPeriod, provider));
}
else if (paymentPeriod is KnownAmountSwapPaymentPeriod)
{
return(knownAmountPaymentPeriodPricer.currencyExposure((KnownAmountSwapPaymentPeriod)paymentPeriod, provider));
}
else
{
throw new System.ArgumentException("Unknown PaymentEvent type: " + paymentPeriod.GetType().Name);
}
}
