public void FutureFact()
{
var orgin = new DateTime(2019, 06, 12);
var usd = TestProviderHelper.CurrencyProvider.GetCurrency("USD");
var fixDates = new[] { orgin };
var x = new Future()
{
AssetId = "QS",
ExpiryDate = orgin,
Strike = 1000,
ContractQuantity = 1,
LotSize = 1,
Currency = usd,
PriceMultiplier = 1.0,
};
var fakeModel = new Mock <IAssetFxModel>();
var c = new ConstantPriceCurve(100, DateTime.Today, TestProviderHelper.CurrencyProvider)
{
Currency = usd
};
fakeModel.Setup(xx => xx.GetPriceCurve(It.IsAny <string>(), null)).Returns(c);
fakeModel.Setup(xx => xx.BuildDate).Returns(DateTime.Today);
Assert.Equal(usd, x.Currency);
Assert.Equal(usd, x.PaymentCurrency);
var a = x.AssetIds;
Assert.Contains("QS", a);
Assert.Empty(x.IrCurves(fakeModel.Object));
Assert.Equal(FxConversionType.None, x.FxType(fakeModel.Object));
Assert.Equal(orgin, x.LastSensitivityDate);
Assert.Empty(x.PastFixingDates(orgin.AddDays(1)));
Assert.Equal(string.Empty, x.FxPair(fakeModel.Object));
Assert.True(x.Equals(x));
var y = (Future)x.Clone();
y.TradeId = "xxx";
Assert.False(x.Equals(y));
var z = (Future)x.SetStrike(0);
Assert.Equal(0, z.Strike);
}