public virtual void test_presentValue_FxResetNotionalExchange()
{
double expected = 0.0123d;
SwapPaymentEventPricer <FxResetNotionalExchange> mockCalledFn = mock(typeof(SwapPaymentEventPricer));
when(mockCalledFn.presentValue(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentEventPricer test = new DispatchingSwapPaymentEventPricer(MOCK_NOTIONAL_EXG, mockCalledFn);
assertEquals(test.presentValue(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV), expected, 0d);
}
//-------------------------------------------------------------------------
public virtual double presentValue(SwapPaymentEvent paymentEvent, RatesProvider provider)
{
// dispatch by runtime type
if (paymentEvent is NotionalExchange)
{
return(notionalExchangePricer.presentValue((NotionalExchange)paymentEvent, provider));
}
else if (paymentEvent is FxResetNotionalExchange)
{
return(fxResetNotionalExchangePricer.presentValue((FxResetNotionalExchange)paymentEvent, provider));
}
else
{
throw new System.ArgumentException("Unknown PaymentEvent type: " + paymentEvent.GetType().Name);
}
}
