//------------------------------------------------------------------------- public virtual void convertedTo() { SwapLegAmount legAmount = SwapLegAmount.builder().amount(CurrencyAmount.of(Currency.GBP, 10)).payReceive(PayReceive.PAY).type(SwapLegType.FIXED).currency(Currency.GBP).build(); SwapLegAmount convertedAmount = legAmount.convertedTo(Currency.USD, FxRate.of(Currency.GBP, Currency.USD, 1.6)); assertThat(convertedAmount.Amount.Currency).isEqualTo(Currency.USD); assertThat(convertedAmount.Amount.Amount).isEqualTo(16.0); assertThat(convertedAmount.PayReceive).isEqualTo(legAmount.PayReceive); assertThat(convertedAmount.Type).isEqualTo(legAmount.Type); assertThat(convertedAmount.Currency).isEqualTo(legAmount.Currency); }
public virtual void test_of() { SwapPaymentPeriod pp = mock(typeof(SwapPaymentPeriod)); when(pp.Currency).thenReturn(Currency.GBP); ResolvedSwapLeg leg = ResolvedSwapLeg.builder().type(SwapLegType.FIXED).payReceive(PayReceive.PAY).paymentPeriods(pp).build(); SwapLegAmount legAmount = SwapLegAmount.of(leg, CurrencyAmount.of(Currency.GBP, 10)); SwapLegAmount test = legAmount.convertedTo(Currency.USD, FxRate.of(Currency.GBP, Currency.USD, 1.6)); assertThat(test.Amount.Currency).isEqualTo(Currency.USD); assertThat(test.Amount.Amount).isEqualTo(16.0); assertThat(test.PayReceive).isEqualTo(legAmount.PayReceive); assertThat(test.Type).isEqualTo(legAmount.Type); assertThat(test.Currency).isEqualTo(legAmount.Currency); }