public virtual void test_trade_noMarketData() { FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() => node.trade(1d, marketData, REF_DATA), typeof(MarketDataNotFoundException)); }
public virtual void test_trade() { FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS); FxSwapTrade trade = node.trade(1d, MARKET_DATA, REF_DATA); double rate = FX_RATE_NEAR.fxRate(EUR_USD); FxSwapTrade expected = TEMPLATE.createTrade(VAL_DATE, BuySell.BUY, 1.0, rate, FX_RATE_PTS, REF_DATA); assertEquals(trade, expected); assertEquals(node.resolvedTrade(1d, MARKET_DATA, REF_DATA), trade.resolve(REF_DATA)); }