public void RoundTripViaProtoBuf()
{
var aModel = GetModel();
var to = aModel.ToTransportObject();
var ms = new MemoryStream();
ProtoBuf.Serializer.Serialize(ms, to);
//ms.Flush();
ms.Seek(0, SeekOrigin.Begin);
var to2 = ProtoBuf.Serializer.Deserialize <TO_AssetFxModel>(ms);
var aModel2 = new AssetFxModel(to2, TestProviderHelper.CurrencyProvider, TestProviderHelper.CalendarProvider);
Assert.Equal(aModel.GetPriceCurve("OIL").GetPriceForDate(ValDate.AddDays(100)), aModel2.GetPriceCurve("OIL").GetPriceForDate(ValDate.AddDays(100)));
Assert.Equal(aModel.GetPriceCurve("OIL", zar).GetPriceForDate(ValDate.AddDays(100)), aModel2.GetPriceCurve("OIL", zar).GetPriceForDate(ValDate.AddDays(100)));
Assert.Equal(aModel.GetCompositeVolForStrikeAndDate("OIL", ValDate.AddDays(100), 1000, zar), aModel2.GetCompositeVolForStrikeAndDate("OIL", ValDate.AddDays(100), 1000, zar));
}
public void RoundTrip()
{
var aModel = GetModel();
var to = aModel.ToTransportObject();
var aModel2 = new AssetFxModel(to, TestProviderHelper.CurrencyProvider, TestProviderHelper.CalendarProvider);
Assert.Equal(aModel.GetPriceCurve("OIL").GetPriceForDate(ValDate.AddDays(100)), aModel2.GetPriceCurve("OIL").GetPriceForDate(ValDate.AddDays(100)));
Assert.Equal(aModel.GetPriceCurve("OIL", zar).GetPriceForDate(ValDate.AddDays(100)), aModel2.GetPriceCurve("OIL", zar).GetPriceForDate(ValDate.AddDays(100)));
Assert.Equal(aModel.GetCompositeVolForStrikeAndDate("OIL", ValDate.AddDays(100), 1000, zar), aModel2.GetCompositeVolForStrikeAndDate("OIL", ValDate.AddDays(100), 1000, zar));
}