public void SpotJpyUsdTest() { var curve = CurveEngine.LoadFxCurve(Market, "JPY", "USD", null); Assert.IsNotNull(curve); Assert.AreEqual(0.0117d, (double)curve.GetSpotRate(), 0.0001); }
public void SpotAudJpyTest() { var curve = CurveEngine.LoadFxCurve(Market, "AUD", "JPY", null); Assert.IsNotNull(curve); Assert.AreEqual(80.83d, (double)curve.GetSpotRate(), 0.01); }
public void SpotGbpJpyTest() { var curve = CurveEngine.LoadFxCurve(Market, "GBP", "JPY", null); Assert.IsNotNull(curve); Assert.AreEqual(134.55d, (double)curve.GetSpotRate(), 0.01); }
public void SpotUsdAudTest() { var curve = CurveEngine.LoadFxCurve(Market, "USD", "AUD", null); Assert.IsNotNull(curve); Assert.AreEqual(1.06d, (double)curve.GetSpotRate(), 0.01); }
public void SpotAudGbpTest() { var curve = CurveEngine.LoadFxCurve(Market, "AUD", "GBP", null); Assert.IsNotNull(curve); Assert.AreEqual(0.60d, (double)curve.GetSpotRate(), 0.01); }