示例#1
0
        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));
        }
示例#2
0
        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));
        }