public static void Setup(TestContext context) { // load regresssion test data and expected values UTE = new UnitTestEnvironment(); //Set the calendar engine Engine = new CurveEngine.CurveEngine(UTE.Logger, UTE.Cache, UTE.NameSpace); }
public static void AssemblyInitialize(TestContext testContext) { UTE = new UnitTestEnvironment(); var logger = Reference <ILogger> .Create(UTE.Logger); PricingStructures = new PricingStructures(logger, UTE.Cache, UTE.NameSpace); //LpmPublisher = new LpmPublisher(logger, UTE.Cache); CurveEngine = new CurveEngine(logger.Target, UTE.Cache); }
public static void Setup(TestContext context) { UTE = new UnitTestEnvironment(); NameSpace = UTE.NameSpace; //Set the calendar engine Engine = new CurveEngine.CurveEngine(UTE.Logger, UTE.Cache, NameSpace); SaveCurve(Aud3M, new NamedValueSet(Resources.AUD_BBR_BBSW_3M_AppProps), Resources.AUD_BBR_BBSW_3M_Data); SaveCurveBasis(Aud1M, new NamedValueSet(Resources.AUD_BBR_BBSW_3M_AppProps), Resources.AUD_BBR_BBSW_3M_Data, new NamedValueSet(Resources.AUD_BBR_BBSW_1M_AppProps), Resources.AUD_BBR_BBSW_1M_Data); SaveCurve(AudUsd, new NamedValueSet(Resources.AUD_USD_BASIS_AppProps), Resources.AUD_USD_BASIS_Data); }
public static void Setup(TestContext context) { UTE = new UnitTestEnvironment(); Engine = new Orion.CurveEngine.CurveEngine(UTE.Logger, UTE.Cache, UTE.NameSpace); // load regresssion test data and expected values LoadConfigDataHelper.LoadConfigurationData(UTE.Logger, UTE.Cache, UTE.NameSpace); //RegressionTestDataLoader.Load(UTE.Logger, UTE.Cache); // stress all loaded curves StressAllFxCurves(); StressAllRateCurves(); //load expected values ExpectedValues = LoadExpectedValues(); // Set the Retention Retention = TimeSpan.FromHours(1); }
public static void ClassInitialize(TestContext context) { UTE = new UnitTestEnvironment(); CurveEngine = new CurveEngine(UTE.Logger, UTE.Cache); CreateFxCurve("AUD", "USD", AudUsdInstruments, AudUsdValues); CreateFxCurve("GBP", "USD", GbpUsdInstruments, GbpUsdValues); CreateFxCurve("USD", "JPY", UsdJpyInstruments, UsdJpyValues); CreateRateCurve("AUD", "1M", IrInstruments, IrValues); CreateRateCurve("AUD", "3M", IrInstruments, IrValues); CreateDiscountCurve("GBP", IrInstruments, IrValues); CreateBondDiscountCurve("AUD", AudBondInstruments, AudBondValues); CreateBondCurve("AUD", AudBondForwardInstruments, AudBondForwardValues); CreateBondFinancingCurve("AUD", AudBondFinancingInstruments, AudBondFinancingValues); CreateBondFinancingBasisCurve("AUD", AudBondFinancingBasisInstruments, AudBondFinancingBasisValues); }
public static void AssemblyCleanup() { UnitTestEnvironment.AssemblyCleanup(); }
public static void AssemblyInitialize(TestContext context) { UnitTestEnvironment.AssemblyInitialize(context); }
public static void AssemblyCleanup() { BaseServiceProvider.Cleanup(); UnitTestEnvironment.AssemblyCleanup(); }
public static void Setup(TestContext context) { UTE = new UnitTestEnvironment(); //Set the calendar engine CurveEngine = new CurveEngine(UTE.Logger, UTE.Cache, UTE.NameSpace); }