예제 #1
0
        public virtual void test_builder()
        {
            CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.builder().label(LABEL).template(TEMPLATE).observableId(QUOTE_ID).quoteConvention(CdsQuoteConvention.PAR_SPREAD).cdsIndexId(INDEX_ID).legalEntityIds(LEGAL_ENTITIES).build();

            assertEquals(test.Label, LABEL);
            assertEquals(test.CdsIndexId, INDEX_ID);
            assertEquals(test.LegalEntityIds, LEGAL_ENTITIES);
            assertEquals(test.ObservableId, QUOTE_ID);
            assertEquals(test.Template, TEMPLATE);
            assertEquals(test.date(VAL_DATE, REF_DATA), date(2025, 6, 20));
        }
예제 #2
0
 public virtual void test_build_fail_noRate()
 {
     assertThrows(() => CdsIndexIsdaCreditCurveNode.builder().template(TEMPLATE).observableId(QUOTE_ID).cdsIndexId(INDEX_ID).legalEntityIds(LEGAL_ENTITIES).quoteConvention(CdsQuoteConvention.QUOTED_SPREAD).build(), typeof(System.ArgumentException));
 }