public virtual void test_builder_inverse()
{
FxRate fxRate = FxRate.of(USD, GBP, 0.7d);
FxNdf test = FxNdf.builder().agreedFxRate(fxRate).settlementCurrencyNotional(CURRENCY_NOTIONAL).index(GBP_USD_WM).paymentDate(PAYMENT_DATE).build();
assertEquals(test.AgreedFxRate, fxRate);
assertEquals(test.Index, GBP_USD_WM);
assertEquals(test.NonDeliverableCurrency, USD);
assertEquals(test.SettlementCurrencyNotional, CURRENCY_NOTIONAL);
assertEquals(test.PaymentDate, PAYMENT_DATE);
assertEquals(test.SettlementCurrency, GBP);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
FxNdf test = FxNdf.builder().agreedFxRate(FX_RATE).index(GBP_USD_WM).settlementCurrencyNotional(CURRENCY_NOTIONAL).paymentDate(PAYMENT_DATE).build();
assertEquals(test.AgreedFxRate, FX_RATE);
assertEquals(test.Index, GBP_USD_WM);
assertEquals(test.NonDeliverableCurrency, USD);
assertEquals(test.SettlementCurrencyNotional, CURRENCY_NOTIONAL);
assertEquals(test.PaymentDate, PAYMENT_DATE);
assertEquals(test.SettlementCurrency, GBP);
assertEquals(test.CrossCurrency, true);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP));
assertEquals(test.allCurrencies(), ImmutableSet.of(GBP, USD));
}
public virtual void test_builder_wrongCurrency()
{
assertThrowsIllegalArg(() => FxNdf.builder().agreedFxRate(FX_RATE).settlementCurrencyNotional(CurrencyAmount.of(EUR, NOTIONAL)).index(GBP_USD_WM).paymentDate(PAYMENT_DATE).build());
}
public virtual void test_builder_wrongRate()
{
FxRate fxRate = FxRate.of(GBP, EUR, 1.1d);
assertThrowsIllegalArg(() => FxNdf.builder().agreedFxRate(fxRate).settlementCurrencyNotional(CURRENCY_NOTIONAL).index(GBP_USD_WM).paymentDate(PAYMENT_DATE).build());
}
internal static FxNdf sut2()
{
return(FxNdf.builder().agreedFxRate(FX_RATE).settlementCurrencyNotional(CurrencyAmount.of(USD, -NOTIONAL)).index(GBP_USD_WM).paymentDate(PAYMENT_DATE).build());
}