//------------------------------------------------------------------------- public virtual void test_currentCash() { CurrencyAmount capComputed = PRICER.currentCash(CAP, RATES, VOLS); CurrencyAmount floorComputed = PRICER.currentCash(FLOOR, RATES, VOLS); assertEquals(capComputed.Currency, EUR); assertEquals(capComputed.Amount, 0d); assertEquals(floorComputed.Currency, EUR); assertEquals(floorComputed.Amount, 0d); }
public virtual void test_currentCash_onPay() { MultiCurrencyAmount cc1 = PRICER.currentCash(CAP_ONE_LEG, RATES_PAY, VOLS_PAY); MultiCurrencyAmount cc2 = PRICER.currentCash(CAP_TWO_LEGS, RATES_PAY, VOLS_PAY); CurrencyAmount ccCap = PRICER_CAP_LEG.currentCash(CAP_LEG, RATES_PAY, VOLS_PAY); CurrencyAmount ccPay = PRICER_PAY_LEG.currentCash(PAY_LEG, RATES_PAY); assertEquals(cc1, MultiCurrencyAmount.of(ccCap)); assertEquals(cc2, MultiCurrencyAmount.of(ccCap).plus(ccPay)); }