//------------------------------------------------------------------------- public virtual void test_fxRate_separate() { ImmutableRatesProvider test = ImmutableRatesProvider.builder(VAL_DATE).fxRateProvider(FX_MATRIX).build(); assertEquals(test.fxRate(USD, GBP), 1 / FX_GBP_USD, 0d); assertEquals(test.fxRate(USD, USD), 1d, 0d); }
public virtual void test_fxRate_pair() { ImmutableRatesProvider test = ImmutableRatesProvider.builder(VAL_DATE).fxRateProvider(FX_MATRIX).build(); assertEquals(test.fxRate(CurrencyPair.of(USD, GBP)), 1 / FX_GBP_USD, 0d); }