public virtual void test_currentCash_zero() { ImmutableRatesProvider prov = ImmutableRatesProvider.builder(VAL_DATE).discountCurve(GBP, DISCOUNT_CURVE_GBP).build(); DiscountingNotionalExchangePricer test = DiscountingNotionalExchangePricer.DEFAULT; double computed = test.currentCash(NOTIONAL_EXCHANGE_REC_GBP, prov); assertEquals(computed, 0d); }
public virtual void test_currentCash_onPayment() { ImmutableRatesProvider prov = ImmutableRatesProvider.builder(NOTIONAL_EXCHANGE_REC_GBP.PaymentDate).discountCurve(GBP, DISCOUNT_CURVE_GBP).build(); DiscountingNotionalExchangePricer test = DiscountingNotionalExchangePricer.DEFAULT; double notional = NOTIONAL_EXCHANGE_REC_GBP.PaymentAmount.Amount; double computed = test.currentCash(NOTIONAL_EXCHANGE_REC_GBP, prov); assertEquals(computed, notional); }