C# (CSharp) com.opengamma.strata.product.cms ResolvedCmsLeg.builder示例

示例#1

        public virtual void test_builder_multiCurrencyIndex()
        {
            CmsPeriod period3 = CmsPeriodTest.sut2();

            assertThrowsIllegalArg(() => ResolvedCmsLeg.builder().payReceive(RECEIVE).cmsPeriods(PERIOD_1, period3).build());
            CmsPeriod period4 = CmsPeriodTest.sutCoupon();

            assertThrowsIllegalArg(() => ResolvedCmsLeg.builder().payReceive(RECEIVE).cmsPeriods(PERIOD_1, period4).build());
        }

示例#2

 internal static ResolvedCmsLeg sut2()
 {
     return(ResolvedCmsLeg.builder().payReceive(PAY).cmsPeriods(CmsLegTest.sutFloor().resolve(REF_DATA).CmsPeriods).build());
 }

示例#3

 //-------------------------------------------------------------------------
 internal static ResolvedCmsLeg sut()
 {
     return(ResolvedCmsLeg.builder().payReceive(RECEIVE).cmsPeriods(PERIOD_1, PERIOD_2).build());
 }