//------------------------------------------------------------------------- public virtual void test_forecastValue_RatePaymentPeriod() { double expected = 0.0123d; SwapPaymentPeriodPricer <RatePaymentPeriod> mockNotionalExchangeFn = mock(typeof(SwapPaymentPeriodPricer)); when(mockNotionalExchangeFn.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV)).thenReturn(expected); DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(mockNotionalExchangeFn, MOCK_KNOWN); assertEquals(test.forecastValue(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV), expected, 0d); }
//------------------------------------------------------------------------- public virtual void test_currencyExposure_RatePaymentPeriod() { MultiCurrencyAmount expected = MultiCurrencyAmount.of(GBP, 0.0123d); SwapPaymentPeriodPricer <RatePaymentPeriod> mockNotionalExchangeFn = mock(typeof(SwapPaymentPeriodPricer)); when(mockNotionalExchangeFn.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV)).thenReturn(expected); DispatchingSwapPaymentPeriodPricer test = new DispatchingSwapPaymentPeriodPricer(mockNotionalExchangeFn, MOCK_KNOWN); assertEquals(test.currencyExposure(SwapDummyData.FIXED_RATE_PAYMENT_PERIOD_REC_GBP, MOCK_PROV), expected); }
/// <summary> /// Creates an instance. /// </summary> /// <param name="ratePaymentPeriodPricer"> the pricer for <seealso cref="RatePaymentPeriod"/> </param> /// <param name="knownAmountPaymentPeriodPricer"> the pricer for <seealso cref="KnownAmountSwapPaymentPeriod"/> </param> public DispatchingSwapPaymentPeriodPricer(SwapPaymentPeriodPricer <RatePaymentPeriod> ratePaymentPeriodPricer, SwapPaymentPeriodPricer <KnownAmountSwapPaymentPeriod> knownAmountPaymentPeriodPricer) { this.ratePaymentPeriodPricer = ArgChecker.notNull(ratePaymentPeriodPricer, "ratePaymentPeriodPricer"); this.knownAmountPaymentPeriodPricer = ArgChecker.notNull(knownAmountPaymentPeriodPricer, "knownAmountPaymentPeriodPricer"); }