//-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            FxNdfTrade         test     = sut();
            ResolvedFxNdfTrade expected = ResolvedFxNdfTrade.of(TRADE_INFO, PRODUCT.resolve(REF_DATA));

            assertEquals(test.resolve(REF_DATA), expected);
        }
Пример #2
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            FxNdf         @base    = sut();
            ResolvedFxNdf resolved = @base.resolve(REF_DATA);

            assertEquals(resolved.AgreedFxRate, FX_RATE);
            assertEquals(resolved.Index, GBP_USD_WM);
            assertEquals(resolved.NonDeliverableCurrency, USD);
            assertEquals(resolved.PaymentDate, PAYMENT_DATE);
            assertEquals(resolved.SettlementCurrency, GBP);
            assertEquals(resolved.SettlementCurrencyNotional, CURRENCY_NOTIONAL);
            assertEquals(resolved.SettlementNotional, NOTIONAL);
        }