public void SingleRate_CanClone() { var curve = new SingleRate(0.07, _anchorDate, TestHelpers.ZAR); var newCurve = (SingleRate)Cloner.Clone(curve); var testDate = curve.GetAnchorDate().AddMonths(12); Assert.AreEqual(curve.GetDF(testDate), newCurve.GetDF(testDate), 1e-8); }
public void MarketDataContainer_ThrowsOnMissingCurve() { var curve = new SingleRate(0.07, _anchorDate, TestHelpers.ZAR); var mdc = new MarketDataContainer(); mdc.Set(curve); Assert.ThrowsException <MissingMarketDataException>(() => mdc.Get(new DiscountingSourceDescription(TestHelpers.USD))); }
public void MarketDataContainer_CanAddAndGetCurve() { var curve = new SingleRate(0.07, _anchorDate, TestHelpers.ZAR); var mdc = new MarketDataContainer(); mdc.Set(curve); var curveOut = mdc.Get(new DiscountingSourceDescription(TestHelpers.ZAR)); Assert.IsNotNull(curveOut); }