Exemplos de com.opengamma.strata.pricer.capfloor NormalIborCapFloorLegPricer.currentCash em C# (CSharp)

Exemplo n.º 1

        //-------------------------------------------------------------------------
        public virtual void test_currentCash()
        {
            CurrencyAmount capComputed   = PRICER.currentCash(CAP, RATES, VOLS);
            CurrencyAmount floorComputed = PRICER.currentCash(FLOOR, RATES, VOLS);

            assertEquals(capComputed.Currency, EUR);
            assertEquals(capComputed.Amount, 0d);
            assertEquals(floorComputed.Currency, EUR);
            assertEquals(floorComputed.Amount, 0d);
        }

Exemplo n.º 2

        public virtual void test_currentCash_onPay()
        {
            MultiCurrencyAmount cc1   = PRICER.currentCash(CAP_ONE_LEG, RATES_PAY, VOLS_PAY);
            MultiCurrencyAmount cc2   = PRICER.currentCash(CAP_TWO_LEGS, RATES_PAY, VOLS_PAY);
            CurrencyAmount      ccCap = PRICER_CAP_LEG.currentCash(CAP_LEG, RATES_PAY, VOLS_PAY);
            CurrencyAmount      ccPay = PRICER_PAY_LEG.currentCash(PAY_LEG, RATES_PAY);

            assertEquals(cc1, MultiCurrencyAmount.of(ccCap));
            assertEquals(cc2, MultiCurrencyAmount.of(ccCap).plus(ccPay));
        }