Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            FxSingleTrade         test     = FxSingleTrade.builder().product(PRODUCT).info(TRADE_INFO).build();
            ResolvedFxSingleTrade expected = ResolvedFxSingleTrade.of(TRADE_INFO, PRODUCT.resolve(REF_DATA));

            assertEquals(test.resolve(REF_DATA), expected);
        }
Exemple #2
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            FxSwap         @base = sut();
            ResolvedFxSwap test  = @base.resolve(REF_DATA);

            assertEquals(test.NearLeg, NEAR_LEG.resolve(REF_DATA));
            assertEquals(test.FarLeg, FAR_LEG.resolve(REF_DATA));
        }
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            FxSingle         fwd  = sut();
            ResolvedFxSingle test = fwd.resolve(REF_DATA);

            assertEquals(test.BaseCurrencyPayment, Payment.of(GBP_P1000, DATE_2015_06_30));
            assertEquals(test.CounterCurrencyPayment, Payment.of(USD_M1600, DATE_2015_06_30));
            assertEquals(test.PaymentDate, DATE_2015_06_30);
        }