コード例 #1
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            SwaptionTrade test = SwaptionTrade.of(TRADE_INFO, SWAPTION, PREMIUM);

            assertEquals(test.resolve(REF_DATA).Premium, PREMIUM.resolve(REF_DATA));
            assertEquals(test.resolve(REF_DATA).Product, SWAPTION.resolve(REF_DATA));
            assertEquals(test.resolve(REF_DATA).Info, TRADE_INFO);
        }
コード例 #2
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            Swaption         @base = sut();
            ResolvedSwaption test  = @base.resolve(REF_DATA);

            assertEquals(test.Expiry, ADJUSTMENT.adjust(EXPIRY_DATE, REF_DATA).atTime(EXPIRY_TIME).atZone(ZONE));
            assertEquals(test.LongShort, LONG);
            assertEquals(test.SwaptionSettlement, PHYSICAL_SETTLE);
            assertEquals(test.Underlying, SWAP.resolve(REF_DATA));
        }