//-------------------------------------------------------------------------
public virtual void test_fxForwardRates()
{
ImmutableRatesProvider test = ImmutableRatesProvider.builder(VAL_DATE).fxRateProvider(FX_MATRIX).discountCurve(GBP, DISCOUNT_CURVE_GBP).discountCurve(USD, DISCOUNT_CURVE_USD).build();
DiscountFxForwardRates res = (DiscountFxForwardRates)test.fxForwardRates(CurrencyPair.of(GBP, USD));
assertEquals(res.BaseCurrencyDiscountFactors, ZeroRateDiscountFactors.of(GBP, VAL_DATE, DISCOUNT_CURVE_GBP));
assertEquals(res.CounterCurrencyDiscountFactors, ZeroRateDiscountFactors.of(USD, VAL_DATE, DISCOUNT_CURVE_USD));
assertEquals(res.CurrencyPair, CurrencyPair.of(GBP, USD));
assertEquals(res.FxRateProvider, FX_MATRIX);
assertEquals(res.ValuationDate, VAL_DATE);
}
