public virtual void test_of_wrongCounterCurrency()
{
FxSingle nearLeg = FxSingle.of(USD_P1550, EUR_P1590.negated(), DATE_2011_11_21);
FxSingle farLeg = FxSingle.of(GBP_M1000, EUR_P1590, DATE_2011_12_21);
assertThrowsIllegalArg(() => FxSwap.of(nearLeg, farLeg));
}
private AdjustablePayment parsePremium(XmlElement swaptionEl, FpmlDocument document, TradeInfoBuilder tradeInfoBuilder)
{
XmlElement premiumEl = swaptionEl.getChild("premium");
PayReceive payReceive = document.parsePayerReceiver(premiumEl, tradeInfoBuilder);
XmlElement paymentAmountEl = premiumEl.getChild("paymentAmount");
CurrencyAmount ccyAmount = document.parseCurrencyAmount(paymentAmountEl);
ccyAmount = payReceive.Pay ? ccyAmount.negated() : ccyAmount;
AdjustableDate paymentDate = premiumEl.findChild("paymentDate").map(el => document.parseAdjustableDate(el)).get();
return(AdjustablePayment.of(ccyAmount, paymentDate));
}
public virtual void test_of_sameSign()
{
FxSingle farLeg = FxSingle.of(GBP_M1000.negated(), USD_P1550.negated(), DATE_2011_12_21);
assertThrowsIllegalArg(() => FxSwap.of(NEAR_LEG, farLeg));
}
