public virtual void test_trade_noMarketData() { FixedIborSwapCurveNode node = FixedIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() => node.trade(1d, marketData, REF_DATA), typeof(MarketDataNotFoundException)); }
public virtual void test_trade() { FixedIborSwapCurveNode node = FixedIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); double rate = 0.125; double quantity = -1234.56; MarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(QUOTE_ID, rate).build(); SwapTrade trade = node.trade(quantity, marketData, REF_DATA); SwapTrade expected = TEMPLATE.createTrade(VAL_DATE, BUY, -quantity, rate + SPREAD, REF_DATA); assertEquals(trade, expected); }