Esempi in C# (CSharp) per com.opengamma.strata.pricer.rate ImmutableRatesProvider.fxRate

Esempio n. 1

File: ImmutableRatesProviderTest.cs Progetto: ckarcz/Strata.ConvertedToCSharp

        //-------------------------------------------------------------------------
        public virtual void test_fxRate_separate()
        {
            ImmutableRatesProvider test = ImmutableRatesProvider.builder(VAL_DATE).fxRateProvider(FX_MATRIX).build();

            assertEquals(test.fxRate(USD, GBP), 1 / FX_GBP_USD, 0d);
            assertEquals(test.fxRate(USD, USD), 1d, 0d);
        }

Esempio n. 2

File: ImmutableRatesProviderTest.cs Progetto: ckarcz/Strata.ConvertedToCSharp

        public virtual void test_fxRate_pair()
        {
            ImmutableRatesProvider test = ImmutableRatesProvider.builder(VAL_DATE).fxRateProvider(FX_MATRIX).build();

            assertEquals(test.fxRate(CurrencyPair.of(USD, GBP)), 1 / FX_GBP_USD, 0d);
        }