//------------------------------------------------------------------------- public virtual void test_resolve() { SwaptionTrade test = SwaptionTrade.of(TRADE_INFO, SWAPTION, PREMIUM); assertEquals(test.resolve(REF_DATA).Premium, PREMIUM.resolve(REF_DATA)); assertEquals(test.resolve(REF_DATA).Product, SWAPTION.resolve(REF_DATA)); assertEquals(test.resolve(REF_DATA).Info, TRADE_INFO); }
//------------------------------------------------------------------------- public virtual void test_resolve() { Swaption @base = sut(); ResolvedSwaption test = @base.resolve(REF_DATA); assertEquals(test.Expiry, ADJUSTMENT.adjust(EXPIRY_DATE, REF_DATA).atTime(EXPIRY_TIME).atZone(ZONE)); assertEquals(test.LongShort, LONG); assertEquals(test.SwaptionSettlement, PHYSICAL_SETTLE); assertEquals(test.Underlying, SWAP.resolve(REF_DATA)); }