public void LoadInterestRateCurveAud6MTest() { var curve = CurveEngine.LoadInterestRateCurve(Market, "AUD", "6M", null); Assert.IsNotNull(curve); // 6M does not exist, 3M loaded instead Assert.AreEqual("3M", curve.GetPricingStructureId().Properties.GetString("IndexTenor", true)); }
public void LoadInterestRateCurveGbpNullTenorTest() { var curve = CurveEngine.LoadInterestRateCurve(Market, "GBP", null, null); Assert.IsNotNull(curve); // curve without tenor exists Assert.AreEqual("NotFound", curve.GetPricingStructureId().Properties.GetString("IndexTenor", "NotFound")); }
public void LoadInterestRateCurveAud1MTest() { var curve = CurveEngine.LoadInterestRateCurve(Market, "AUD", "1M", null); Assert.IsNotNull(curve); // 1M does exist Assert.AreEqual("1M", curve.GetPricingStructureId().Properties.GetString("IndexTenor", true)); }
public void LoadInterestRateCurveFailTest() { var curve = CurveEngine.LoadInterestRateCurve(Market, "NZD", "3M", null); Assert.IsNull(curve); }