public virtual void test_resolve_oneLeg() { IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG); ResolvedIborCapFloor test = @base.resolve(REF_DATA); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.Present, false); }
public virtual void test_resolve_twoLegs() { IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG); ResolvedIborCapFloor test = @base.resolve(REF_DATA); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA)); }
//------------------------------------------------------------------------- public virtual void test_resolve() { IborCapFloorTrade test = sut(); ResolvedIborCapFloorTrade expected = ResolvedIborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build(); assertEquals(test.resolve(REF_DATA), expected); }