public void LoadInterestRateCurveAud6MTest()
{
var curve = CurveEngine.LoadInterestRateCurve(Market, "AUD", "6M", null);
Assert.IsNotNull(curve);
// 6M does not exist, 3M loaded instead
Assert.AreEqual("3M", curve.GetPricingStructureId().Properties.GetString("IndexTenor", true));
}
public void LoadInterestRateCurveGbpNullTenorTest()
{
var curve = CurveEngine.LoadInterestRateCurve(Market, "GBP", null, null);
Assert.IsNotNull(curve);
// curve without tenor exists
Assert.AreEqual("NotFound", curve.GetPricingStructureId().Properties.GetString("IndexTenor", "NotFound"));
}
public void LoadInterestRateCurveAud1MTest()
{
var curve = CurveEngine.LoadInterestRateCurve(Market, "AUD", "1M", null);
Assert.IsNotNull(curve);
// 1M does exist
Assert.AreEqual("1M", curve.GetPricingStructureId().Properties.GetString("IndexTenor", true));
}
public void LoadInterestRateCurveFailTest()
{
var curve = CurveEngine.LoadInterestRateCurve(Market, "NZD", "3M", null);
Assert.IsNull(curve);
}
