private static void AssertEqual(ManageableYieldCurveSnapshot a, ManageableYieldCurveSnapshot b) { AssertEqual(a.Values, b.Values); var timeSpan = a.ValuationTime.LocalDateTime - b.ValuationTime.LocalDateTime; Assert.InRange(timeSpan.TotalMilliseconds, 0, 1000); //Only second accuracy }
private static void AssertSaneValue(ManageableYieldCurveSnapshot yieldCurveSnapshot) { Assert.NotNull(yieldCurveSnapshot); Assert.InRange(yieldCurveSnapshot.Values.Values.Count(), 2, 200); foreach (var valueSnapshot in yieldCurveSnapshot.Values) { foreach (var snapshot in valueSnapshot.Value) { ValueAssertions.AssertSensibleValue(snapshot.Value.MarketValue); Assert.Null(snapshot.Value.OverrideValue); } } }
public static IEnumerable <Warning> Of(YieldCurveKey key, ManageableYieldCurveSnapshot value) { return(value.HaveOverrides() ? new Warning[] { new OverriddenYieldCurveDisappearingWarning(key) } : new Warning[] { }); }
public static IEnumerable<Warning> Of(YieldCurveKey key, ManageableYieldCurveSnapshot value) { return value.HaveOverrides() ? new Warning[] { new OverriddenYieldCurveDisappearingWarning(key) } : new Warning[] { }; }