public virtual void test_currentCash() { MultiCurrencyAmount cc1 = PRICER.currentCash(CAP_ONE_LEG, RATES, VOLS); MultiCurrencyAmount cc2 = PRICER.currentCash(CAP_TWO_LEGS, RATES, VOLS); assertEquals(cc1, MultiCurrencyAmount.of(CurrencyAmount.zero(EUR))); assertEquals(cc2, MultiCurrencyAmount.of(CurrencyAmount.zero(EUR))); }
public virtual void test_currentCash_onPay() { MultiCurrencyAmount computedWithPayLeg = PRICER.currentCash(TRADE_PAYLEG, RATES_PAY, VOLS_PAY); MultiCurrencyAmount computedWithPremium = PRICER.currentCash(TRADE_PREMIUM, RATES_PAY, VOLS_PAY); MultiCurrencyAmount expectedWithPayLeg = PRICER_PRODUCT.currentCash(CAP_TWO_LEGS, RATES_PAY, VOLS_PAY); MultiCurrencyAmount expectedWithPremium = PRICER_PRODUCT.currentCash(CAP_ONE_LEG, RATES_PAY, VOLS_PAY); assertEquals(computedWithPayLeg, expectedWithPayLeg); assertEquals(computedWithPremium, expectedWithPremium); }