public virtual void test_forecastValue_unknownType()
{
SwapPaymentEvent mockPaymentEvent = mock(typeof(SwapPaymentEvent));
DispatchingSwapPaymentEventPricer test = DispatchingSwapPaymentEventPricer.DEFAULT;
assertThrowsIllegalArg(() => test.forecastValue(mockPaymentEvent, MOCK_PROV));
}
public virtual void test_currencyExposure_unknownType()
{
SwapPaymentEvent mockPaymentEvent = mock(typeof(SwapPaymentEvent));
DispatchingSwapPaymentEventPricer test = DispatchingSwapPaymentEventPricer.DEFAULT;
assertThrowsIllegalArg(() => test.currencyExposure(mockPaymentEvent, MOCK_PROV));
}
//-------------------------------------------------------------------------
public virtual void test_presentValueSensitivity_unknownType()
{
SwapPaymentEvent mockPaymentEvent = mock(typeof(SwapPaymentEvent));
DispatchingSwapPaymentEventPricer test = DispatchingSwapPaymentEventPricer.DEFAULT;
assertThrowsIllegalArg(() => test.presentValueSensitivity(mockPaymentEvent, MOCK_PROV));
}
public virtual void test_forecastValue_FxResetNotionalExchange()
{
double expected = 0.0123d;
SwapPaymentEventPricer <FxResetNotionalExchange> mockCalledFn = mock(typeof(SwapPaymentEventPricer));
when(mockCalledFn.forecastValue(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentEventPricer test = new DispatchingSwapPaymentEventPricer(MOCK_NOTIONAL_EXG, mockCalledFn);
assertEquals(test.forecastValue(SwapDummyData.FX_RESET_NOTIONAL_EXCHANGE_REC_USD, MOCK_PROV), expected, 0d);
}
//-------------------------------------------------------------------------
public virtual void test_presentValue_NotionalExchange()
{
double expected = 0.0123d;
SwapPaymentEventPricer <NotionalExchange> mockCalledFn = mock(typeof(SwapPaymentEventPricer));
when(mockCalledFn.presentValue(SwapDummyData.NOTIONAL_EXCHANGE_REC_GBP, MOCK_PROV)).thenReturn(expected);
DispatchingSwapPaymentEventPricer test = new DispatchingSwapPaymentEventPricer(mockCalledFn, MOCK_FX_NOTIONAL_EXG);
assertEquals(test.presentValue(SwapDummyData.NOTIONAL_EXCHANGE_REC_GBP, MOCK_PROV), expected, 0d);
}
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);
}
