public void SingleRate_CanClone()
{
var curve = new SingleRate(0.07, _anchorDate, TestHelpers.ZAR);
var newCurve = (SingleRate)Cloner.Clone(curve);
var testDate = curve.GetAnchorDate().AddMonths(12);
Assert.AreEqual(curve.GetDF(testDate), newCurve.GetDF(testDate), 1e-8);
}
public void MarketDataContainer_ThrowsOnMissingCurve()
{
var curve = new SingleRate(0.07, _anchorDate, TestHelpers.ZAR);
var mdc = new MarketDataContainer();
mdc.Set(curve);
Assert.ThrowsException <MissingMarketDataException>(() => mdc.Get(new DiscountingSourceDescription(TestHelpers.USD)));
}
public void MarketDataContainer_CanAddAndGetCurve()
{
var curve = new SingleRate(0.07, _anchorDate, TestHelpers.ZAR);
var mdc = new MarketDataContainer();
mdc.Set(curve);
var curveOut = mdc.Get(new DiscountingSourceDescription(TestHelpers.ZAR));
Assert.IsNotNull(curveOut);
}
