//-------------------------------------------------------------------------
public virtual void test_forecastValue_RatePaymentPeriod()
{
double expected = 0.0123d;
SwapPaymentPeriodPricer <RatePaymentPeriod> mockNotionalExchangeFn = mock(typeof(SwapPaymentPeriodPricer));
when(mockNotionalExchangeFn.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(mockNotionalExchangeFn, MOCK_KNOWN);
assertEquals(test.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV), expected, 0d);
}
//-------------------------------------------------------------------------
public virtual double forecastValue(SwapPaymentPeriod paymentPeriod, RatesProvider provider)
{
// dispatch by runtime type
if (paymentPeriod is RatePaymentPeriod)
{
return(ratePaymentPeriodPricer.forecastValue((RatePaymentPeriod)paymentPeriod, provider));
}
else if (paymentPeriod is KnownAmountSwapPaymentPeriod)
{
return(knownAmountPaymentPeriodPricer.forecastValue((KnownAmountSwapPaymentPeriod)paymentPeriod, provider));
}
else
{
throw new System.ArgumentException("Unknown PaymentPeriod type: " + paymentPeriod.GetType().Name);
}
}
