public void testGetCotation() { DataGestion dg = new DataGestion(); DateTime date = new DateTime(2010, 1, 1); double d = dg.getCotation("AC FP", date); Console.WriteLine(d); }
public void testTailleTableauCotation() { DataGestion dataConn = new DataGestion(); double[] tabCote = dataConn.getCotation("CA FP", 10); if (tabCote.Length != 10) { throw new ArgumentOutOfRangeException("le tableau de cotation n'a pas la bonne taille"); } Debug.Assert(tabCote.Length == 10); }
public void testValeurTableauCotation() { DataGestion dataConn = new DataGestion(); double[] tabCote = dataConn.getCotation("CA FP", 10); if (tabCote[0] != 29.4250 || tabCote[1] != 29.5050 || tabCote[2] != 30.2000 || tabCote[3] != 30.2800) { throw new ArgumentOutOfRangeException("une des valeurs n'est pas bonne dans le tableau de cotation"); } }
public void TestMethod2() { DataGestion dg = new DataGestion(); VanillaCallPricingModel vcpm = new VanillaCallPricingModel(); vcpm.oMaturity = new DateTime(2015, 8, 20); vcpm.oName = "test"; Share share = new Share("ACCOR SA", "AC FP "); vcpm.oShares = new Share[1]; vcpm.oShares[0] = share; vcpm.oStrike = 10; vcpm.oSpot = new double[1]; DateTime date = new DateTime(2015, 1, 12); vcpm.oSpot[0] = dg.getCotation("AC FP", date); List <DataFeed> ldf = dg.getListDataField(date, vcpm.oMaturity, vcpm.oShares); List <PricingResults> LpR = vcpm.pricingUntilMaturity(ldf); foreach (PricingResults pr in LpR) { Console.WriteLine(pr.Price); } }