public virtual void test_currencyExposure_FxResetNotionalExchange()
{
MultiCurrencyAmount expected = MultiCurrencyAmount.of(Currency.GBP, 0.0123d);
SwapPaymentEventPricer <FxResetNotionalExchange> mockCalledFn = mock(typeof(SwapPaymentEventPricer));
when(mockCalledFn.currencyExposure(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentEventPricer test = new DispatchingSwapPaymentEventPricer(MOCK_NOTIONAL_EXG, mockCalledFn);
assertEquals(test.currencyExposure(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV), expected);
}
//-------------------------------------------------------------------------
public virtual MultiCurrencyAmount currencyExposure(SwapPaymentEvent paymentEvent, RatesProvider provider)
{
// dispatch by runtime type
if (paymentEvent is NotionalExchange)
{
return(notionalExchangePricer.currencyExposure((NotionalExchange)paymentEvent, provider));
}
else if (paymentEvent is FxResetNotionalExchange)
{
return(fxResetNotionalExchangePricer.currencyExposure((FxResetNotionalExchange)paymentEvent, provider));
}
else
{
throw new System.ArgumentException("Unknown PaymentEvent type: " + paymentEvent.GetType().Name);
}
}
