public virtual void test_resolve_oneLeg() { Cms @base = Cms.of(CMS_LEG); ResolvedCms test = @base.resolve(REF_DATA); assertEquals(test.CmsLeg, CMS_LEG.resolve(REF_DATA)); assertFalse(test.PayLeg.Present); }
public virtual void test_resolve_twoLegs() { Cms @base = sutCap(); ResolvedCms test = @base.resolve(REF_DATA); assertEquals(test.CmsLeg, CMS_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA)); }
//------------------------------------------------------------------------- public virtual void test_resolve() { ResolvedCmsTrade expected = ResolvedCmsTrade.builder().info(TRADE_INFO).product(PRODUCT_CAP.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build(); assertEquals(sut().resolve(REF_DATA), expected); }