Exemplo n.º 1
0
        public void testFSpreadedObs()
        {
            // ("Testing observability of forward-spreaded term structure...");

             CommonVars vars = new CommonVars();

             SimpleQuote me = new SimpleQuote(0.01);
             Handle<Quote> mh = new Handle<Quote>(me);
             RelinkableHandle<YieldTermStructure> h = new RelinkableHandle<YieldTermStructure>(); //(vars.dummyTermStructure);
             YieldTermStructure spreaded = new ForwardSpreadedTermStructure(h, mh);
             Flag flag = new Flag();
             spreaded.registerWith(flag.update);
             h.linkTo(vars.termStructure);
             if (!flag.isUp())
            Console.WriteLine("Observer was not notified of term structure change");
             flag.lower();
             me.setValue(0.005);
             if (!flag.isUp())
            Console.WriteLine("Observer was not notified of spread change");
        }