Пример #1
0
        public virtual void test_builder_inverseFx()
        {
            ResolvedFxVanillaOption test = sut2();

            assertEquals(test.Expiry, EXPIRY_DATE_TIME.plusSeconds(1));
            assertEquals(test.ExpiryDate, EXPIRY_DATE_TIME.toLocalDate());
            assertEquals(test.LongShort, SHORT);
            assertEquals(test.CounterCurrency, GBP);
            assertEquals(test.PutCall, PUT);
            assertEquals(test.Strike, STRIKE_RE);
            assertEquals(test.Underlying, FX_RE);
        }