C# (CSharp) com.opengamma.strata.product.cms Cms.resolve Examples

Example #1

File: CmsTest.cs Project: ckarcz/Strata.ConvertedToCSharp

        public virtual void test_resolve_oneLeg()
        {
            Cms         @base = Cms.of(CMS_LEG);
            ResolvedCms test  = @base.resolve(REF_DATA);

            assertEquals(test.CmsLeg, CMS_LEG.resolve(REF_DATA));
            assertFalse(test.PayLeg.Present);
        }

Example #2

File: CmsTest.cs Project: ckarcz/Strata.ConvertedToCSharp

        public virtual void test_resolve_twoLegs()
        {
            Cms         @base = sutCap();
            ResolvedCms test  = @base.resolve(REF_DATA);

            assertEquals(test.CmsLeg, CMS_LEG.resolve(REF_DATA));
            assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA));
        }

Example #3

        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            ResolvedCmsTrade expected = ResolvedCmsTrade.builder().info(TRADE_INFO).product(PRODUCT_CAP.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build();

            assertEquals(sut().resolve(REF_DATA), expected);
        }