public virtual void test_presentValue_unknownType() { SwapPaymentEvent mockPaymentEvent = mock(typeof(SwapPaymentEvent)); DispatchingSwapPaymentEventPricer test = DispatchingSwapPaymentEventPricer.DEFAULT; assertThrowsIllegalArg(() => test.presentValue(mockPaymentEvent, MOCK_PROV)); }
public virtual void test_presentValue_FxResetNotionalExchange() { double expected = 0.0123d; SwapPaymentEventPricer <FxResetNotionalExchange> mockCalledFn = mock(typeof(SwapPaymentEventPricer)); when(mockCalledFn.presentValue(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV)).thenReturn(expected); DispatchingSwapPaymentEventPricer test = new DispatchingSwapPaymentEventPricer(MOCK_NOTIONAL_EXG, mockCalledFn); assertEquals(test.presentValue(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV), expected, 0d); }