Exemple #1
0
        public virtual void test_resolve_noRebate()
        {
            FxSingleBarrierOption         @base    = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER);
            ResolvedFxSingleBarrierOption expected = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION.resolve(REF_DATA), BARRIER);

            assertEquals(@base.resolve(REF_DATA), expected);
        }
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            FxSingleBarrierOptionTrade         @base    = sut();
            ResolvedFxSingleBarrierOptionTrade expected = ResolvedFxSingleBarrierOptionTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build();

            assertEquals(@base.resolve(REF_DATA), expected);
        }