public void EvaluateFxAssets()
{
List <string> metrics = new List <string> {
"ImpliedQuote"
};
List <string> keys = new List <string> {
"AUDUSD-FxForward-1D", "AUDUSD-FxSpot-SP", "AUDUSD-FxForward-1M"
};
var valuations = Engine.EvaluateMetricsForAssetSet(metrics, _fxcurveId, keys, DateTime.Today);
object[,] result = MetricsHelper.BuildEvaluationResults(keys, metrics, valuations.assetQuote);
Assert.AreEqual(keys[0], result[0, 0]);
Assert.AreEqual("ImpliedQuote", result[0, 1]);
Assert.AreEqual(typeof(decimal), result[0, 2].GetType());
Assert.AreNotEqual(0, result[0, 2]);
}
public void Evaluate()
{
var metrics = new List <string> {
"ImpliedQuote", "MarketQuote"
};
var keys = new List <string> {
"AUD-CPIndex-1D", "AUD-CPIndex-2M", "AUD-ZCCPISwap-2Y"
};
var valuations = ExcelApi.ExcelAPITests.Engine.EvaluateMetricsForAssetSet(metrics, _curveId, keys, DateTime.Today);
object[,] result = MetricsHelper.BuildEvaluationResults(metrics, valuations.assetQuote);
Assert.AreEqual(keys[0], result[0, 0]);
Assert.AreEqual(metrics[0], result[0, 1]);
Assert.AreEqual(typeof(decimal), result[0, 2].GetType());
Assert.AreNotEqual(0, result[0, 2]);
Assert.AreEqual(metrics[1], result[0, 3]);
Assert.AreEqual(typeof(decimal), result[0, 4].GetType());
Assert.AreNotEqual(0, result[0, 4]);
}