Exemplos de com.opengamma.strata.pricer.impl.swap DispatchingSwapPaymentEventPricer.currencyExposure em C# (CSharp)

Exemplo n.º 1

        public virtual void test_currencyExposure_unknownType()
        {
            SwapPaymentEvent mockPaymentEvent      = mock(typeof(SwapPaymentEvent));
            DispatchingSwapPaymentEventPricer test = DispatchingSwapPaymentEventPricer.DEFAULT;

            assertThrowsIllegalArg(() => test.currencyExposure(mockPaymentEvent, MOCK_PROV));
        }

Exemplo n.º 2

        public virtual void test_currencyExposure_FxResetNotionalExchange()
        {
            MultiCurrencyAmount expected = MultiCurrencyAmount.of(Currency.GBP, 0.0123d);
            SwapPaymentEventPricer <FxResetNotionalExchange> mockCalledFn = mock(typeof(SwapPaymentEventPricer));

            when(mockCalledFn.currencyExposure(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV)).thenReturn(expected);
            DispatchingSwapPaymentEventPricer test = new DispatchingSwapPaymentEventPricer(MOCK_NOTIONAL_EXG, mockCalledFn);

            assertEquals(test.currencyExposure(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV), expected);
        }