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));
}
