//-------------------------------------------------------------------------
private static void assertArraysEqual(FxRateScenarioArray a1, FxRateScenarioArray a2)
{
assertThat(a1.ScenarioCount).isEqualTo(a2.ScenarioCount);
assertThat(a1.Pair).isEqualTo(a2.Pair);
for (int i = 0; i < a1.ScenarioCount; i++)
{
assertThat(a1.fxRate(Currency.GBP, Currency.USD, i)).isEqualTo(a2.fxRate(Currency.GBP, Currency.USD, i), offset(TOLERANCE));
}
}
public virtual void fxRate()
{
FxRateScenarioArray rates = FxRateScenarioArray.of(CurrencyPair.of(Currency.EUR, Currency.USD), DoubleArray.of(1.07, 1.08, 1.09));
assertThat(rates.fxRate(Currency.EUR, Currency.USD, 0)).isEqualTo(1.07);
assertThat(rates.fxRate(Currency.EUR, Currency.USD, 1)).isEqualTo(1.08);
assertThat(rates.fxRate(Currency.EUR, Currency.USD, 2)).isEqualTo(1.09);
assertThat(rates.fxRate(Currency.USD, Currency.EUR, 0)).isEqualTo(1 / 1.07);
assertThat(rates.fxRate(Currency.USD, Currency.EUR, 1)).isEqualTo(1 / 1.08);
assertThat(rates.fxRate(Currency.USD, Currency.EUR, 2)).isEqualTo(1 / 1.09);
}
public virtual void unknownCurrencyPair()
{
FxRateScenarioArray rates = FxRateScenarioArray.of(Currency.EUR, Currency.USD, DoubleArray.of(1.07, 1.08, 1.09));
assertThrowsIllegalArg(() => rates.fxRate(Currency.AED, Currency.ARS, 0));
}
