public void UT_calculate_failedEvent_when_invalid_values() { var id = Guid.NewGuid(); var marketCurveId = Guid.NewGuid(); var asOfDate = DateTime.Now.Date; var e1 = new InstrumentPricingPublished(Guid.NewGuid(), asOfDate, DateTime.Now, Guid.NewGuid(), "", 0); var e2 = new CurvePointAdded(id, "", e1.InstrumentId, 0, true, ""); var e3 = new CurveRecipeCreated(Guid.NewGuid(), id, "", "", "", "", "", "", "", "", 100, ""); Given(new CurveCalculatorCreated(id, marketCurveId, asOfDate)); WhenTransitioned(e1, e2, e3); ThenTransitioned(e1, e2, e3); Then <CurveCalculationFailed>(); }
public void UT_calculate_calculatedEvent_when_valid_values() { var id = Guid.NewGuid(); var marketCurveId = Guid.NewGuid(); var asOfDate = DateTime.Now.Date; var e7 = new InstrumentPricingPublished(Guid.NewGuid(), asOfDate, DateTime.Now, Guid.NewGuid(), "EUR", 5); var e1 = new CurvePointAdded(marketCurveId, Tenor.Y06.ToString(), e7.InstrumentId, 0, true, ""); var e2 = new CurveRecipeCreated(Guid.NewGuid(), id, "", "", Tenor.Y51.ToString(), DayCountConvention.ActualActual.ToString(), Interpolation.Linear.ToString(), ExtrapolationShort.Zero.ToString(), ExtrapolationLong.Flat.ToString(), OutputSeries.Annual.ToString(), 100, OutputType.ZeroCoupon.ToString()); var e5 = new InstrumentPricingPublished(Guid.NewGuid(), asOfDate, DateTime.Now, Guid.NewGuid(), "EUR", 6); var e6 = new InstrumentPricingPublished(Guid.NewGuid(), asOfDate, DateTime.Now, Guid.NewGuid(), "EUR", 30); var e3 = new CurvePointAdded(marketCurveId, Tenor.Y07.ToString(), e5.InstrumentId, 0, true, ""); var e4 = new CurvePointAdded(marketCurveId, Tenor.Y50.ToString(), e6.InstrumentId, 0, true, ""); Given(new CurveCalculatorCreated(id, marketCurveId, asOfDate)); WhenTransitioned(e1, e2, e3, e4, e5, e6, e7); ThenTransitioned(e1, e2, e3, e4, e5, e6, e7); Then <CurveCalculated>(); }