public static void Setup(TestContext context)
{
// load regresssion test data and expected values
UTE = new UnitTestEnvironment();
//Set the calendar engine
Engine = new CurveEngine.CurveEngine(UTE.Logger, UTE.Cache, UTE.NameSpace);
}
public static void AssemblyInitialize(TestContext testContext)
{
UTE = new UnitTestEnvironment();
var logger = Reference <ILogger> .Create(UTE.Logger);
PricingStructures = new PricingStructures(logger, UTE.Cache, UTE.NameSpace);
//LpmPublisher = new LpmPublisher(logger, UTE.Cache);
CurveEngine = new CurveEngine(logger.Target, UTE.Cache);
}
public static void Setup(TestContext context)
{
UTE = new UnitTestEnvironment();
NameSpace = UTE.NameSpace;
//Set the calendar engine
Engine = new CurveEngine.CurveEngine(UTE.Logger, UTE.Cache, NameSpace);
SaveCurve(Aud3M, new NamedValueSet(Resources.AUD_BBR_BBSW_3M_AppProps), Resources.AUD_BBR_BBSW_3M_Data);
SaveCurveBasis(Aud1M, new NamedValueSet(Resources.AUD_BBR_BBSW_3M_AppProps), Resources.AUD_BBR_BBSW_3M_Data,
new NamedValueSet(Resources.AUD_BBR_BBSW_1M_AppProps), Resources.AUD_BBR_BBSW_1M_Data);
SaveCurve(AudUsd, new NamedValueSet(Resources.AUD_USD_BASIS_AppProps), Resources.AUD_USD_BASIS_Data);
}
public static void Setup(TestContext context)
{
UTE = new UnitTestEnvironment();
Engine = new Orion.CurveEngine.CurveEngine(UTE.Logger, UTE.Cache, UTE.NameSpace);
// load regresssion test data and expected values
LoadConfigDataHelper.LoadConfigurationData(UTE.Logger, UTE.Cache, UTE.NameSpace);
//RegressionTestDataLoader.Load(UTE.Logger, UTE.Cache);
// stress all loaded curves
StressAllFxCurves();
StressAllRateCurves();
//load expected values
ExpectedValues = LoadExpectedValues();
// Set the Retention
Retention = TimeSpan.FromHours(1);
}
public static void ClassInitialize(TestContext context)
{
UTE = new UnitTestEnvironment();
CurveEngine = new CurveEngine(UTE.Logger, UTE.Cache);
CreateFxCurve("AUD", "USD", AudUsdInstruments, AudUsdValues);
CreateFxCurve("GBP", "USD", GbpUsdInstruments, GbpUsdValues);
CreateFxCurve("USD", "JPY", UsdJpyInstruments, UsdJpyValues);
CreateRateCurve("AUD", "1M", IrInstruments, IrValues);
CreateRateCurve("AUD", "3M", IrInstruments, IrValues);
CreateDiscountCurve("GBP", IrInstruments, IrValues);
CreateBondDiscountCurve("AUD", AudBondInstruments, AudBondValues);
CreateBondCurve("AUD", AudBondForwardInstruments, AudBondForwardValues);
CreateBondFinancingCurve("AUD", AudBondFinancingInstruments, AudBondFinancingValues);
CreateBondFinancingBasisCurve("AUD", AudBondFinancingBasisInstruments, AudBondFinancingBasisValues);
}
public static void AssemblyCleanup()
{
UnitTestEnvironment.AssemblyCleanup();
}
public static void AssemblyInitialize(TestContext context)
{
UnitTestEnvironment.AssemblyInitialize(context);
}
public static void AssemblyCleanup()
{
BaseServiceProvider.Cleanup();
UnitTestEnvironment.AssemblyCleanup();
}
public static void Setup(TestContext context)
{
UTE = new UnitTestEnvironment();
//Set the calendar engine
CurveEngine = new CurveEngine(UTE.Logger, UTE.Cache, UTE.NameSpace);
}
