public virtual void test_trade_noMarketData() { XCcyIborIborSwapCurveNode node = XCcyIborIborSwapCurveNode.of(TEMPLATE, SPREAD_ID, SPREAD_ADJ); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() => node.trade(1d, marketData, REF_DATA), typeof(MarketDataNotFoundException)); }
public virtual void test_trade() { XCcyIborIborSwapCurveNode node = XCcyIborIborSwapCurveNode.of(TEMPLATE, SPREAD_ID, SPREAD_ADJ); double quantity = -1234.56; SwapTrade trade = node.trade(quantity, MARKET_DATA, REF_DATA); double rate = FX_EUR_USD.fxRate(Currency.EUR, Currency.USD); SwapTrade expected = TEMPLATE.createTrade(VAL_DATE, BUY, -quantity, rate, SPREAD_XCS + SPREAD_ADJ, REF_DATA); assertEquals(trade, expected); assertEquals(node.resolvedTrade(quantity, MARKET_DATA, REF_DATA), trade.resolve(REF_DATA)); }