//-------------------------------------------------------------------------
public virtual void test_forecastValueSensitivity_unknownType()
{
SwapPaymentPeriod mockPaymentPeriod = mock(typeof(SwapPaymentPeriod));
DispatchingSwapPaymentPeriodPricer test = DispatchingSwapPaymentPeriodPricer.DEFAULT;
assertThrowsIllegalArg(() => test.forecastValueSensitivity(mockPaymentPeriod, MOCK_PROV));
}
public virtual void test_presentValue_unknownType()
{
SwapPaymentPeriod mockPaymentPeriod = mock(typeof(SwapPaymentPeriod));
DispatchingSwapPaymentPeriodPricer test = DispatchingSwapPaymentPeriodPricer.DEFAULT;
assertThrowsIllegalArg(() => test.presentValue(mockPaymentPeriod, MOCK_PROV));
}
//-------------------------------------------------------------------------
public virtual void test_forecastValue_RatePaymentPeriod()
{
double expected = 0.0123d;
SwapPaymentPeriodPricer <RatePaymentPeriod> mockNotionalExchangeFn = mock(typeof(SwapPaymentPeriodPricer));
when(mockNotionalExchangeFn.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(mockNotionalExchangeFn, MOCK_KNOWN);
assertEquals(test.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV), expected, 0d);
}
//-------------------------------------------------------------------------
public virtual void test_currencyExposure_RatePaymentPeriod()
{
MultiCurrencyAmount expected = MultiCurrencyAmount.of(GBP, 0.0123d);
SwapPaymentPeriodPricer <RatePaymentPeriod> mockNotionalExchangeFn = mock(typeof(SwapPaymentPeriodPricer));
when(mockNotionalExchangeFn.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(mockNotionalExchangeFn, MOCK_KNOWN);
assertEquals(test.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV), expected);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(MOCK_RATE, MOCK_KNOWN);
SwapPaymentPeriod kapp = KnownAmountSwapPaymentPeriod.builder().payment(Payment.of(CurrencyAmount.of(GBP, 1000), date(2015, 8, 21))).startDate(date(2015, 5, 19)).endDate(date(2015, 8, 19)).build();
SwapPaymentPeriod mockPaymentPeriod = mock(typeof(SwapPaymentPeriod));
ignoreThrows(() => test.presentValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.presentValue(kapp, MOCK_PROV));
ignoreThrows(() => test.presentValue(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.forecastValue(kapp, MOCK_PROV));
ignoreThrows(() => test.forecastValue(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.pvbp(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.pvbp(kapp, MOCK_PROV));
ignoreThrows(() => test.pvbp(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.presentValueSensitivity(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.presentValueSensitivity(kapp, MOCK_PROV));
ignoreThrows(() => test.presentValueSensitivity(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.forecastValueSensitivity(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.forecastValueSensitivity(kapp, MOCK_PROV));
ignoreThrows(() => test.forecastValueSensitivity(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.pvbpSensitivity(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.pvbpSensitivity(kapp, MOCK_PROV));
ignoreThrows(() => test.pvbpSensitivity(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.accruedInterest(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.accruedInterest(kapp, MOCK_PROV));
ignoreThrows(() => test.accruedInterest(mockPaymentPeriod, MOCK_PROV));
ExplainMapBuilder explain = ExplainMap.builder();
ignoreThrows(() => test.explainPresentValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV, explain));
ignoreThrows(() => test.explainPresentValue(kapp, MOCK_PROV, explain));
ignoreThrows(() => test.explainPresentValue(mockPaymentPeriod, MOCK_PROV, explain));
ignoreThrows(() => test.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.currencyExposure(kapp, MOCK_PROV));
ignoreThrows(() => test.currencyExposure(mockPaymentPeriod, MOCK_PROV));
ignoreThrows(() => test.currentCash(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV));
ignoreThrows(() => test.currentCash(kapp, MOCK_PROV));
ignoreThrows(() => test.currentCash(mockPaymentPeriod, MOCK_PROV));
}
