public virtual void test_of_wrongCounterCurrency()
{
FxSingle nearLeg = FxSingle.of(USD_P1550, EUR_P1590.negated(), DATE_2011_11_21);
FxSingle farLeg = FxSingle.of(GBP_M1000, EUR_P1590, DATE_2011_12_21);
assertThrowsIllegalArg(() => FxSwap.of(nearLeg, farLeg));
}
internal static FxSwap sut2()
{
FxSingle nearLeg = FxSingle.of(CurrencyAmount.of(GBP, 1_100), CurrencyAmount.of(USD, -1_650), DATE_2011_11_21);
FxSingle farLeg = FxSingle.of(CurrencyAmount.of(GBP, -1_100), CurrencyAmount.of(USD, 1_750), DATE_2011_12_21);
return(FxSwap.of(nearLeg, farLeg));
}
public virtual void test_of_ratesCurrencyAmountMismatch()
{
assertThrowsIllegalArg(() => FxSwap.of(GBP_P1000, FxRate.of(EUR, USD, 1.1), date(2018, 6, 1), FxRate.of(EUR, USD, 1.15), date(2018, 7, 1)));
}
public virtual void test_of_sameSign()
{
FxSingle farLeg = FxSingle.of(GBP_M1000.negated(), USD_P1550.negated(), DATE_2011_12_21);
assertThrowsIllegalArg(() => FxSwap.of(NEAR_LEG, farLeg));
}
public virtual void test_of_wrongBaseCurrency()
{
FxSingle nearLeg = FxSingle.of(EUR_P1590, USD_M1600, DATE_2011_11_21);
assertThrowsIllegalArg(() => FxSwap.of(nearLeg, FAR_LEG));
}
public virtual void test_of_wrongOrder()
{
assertThrowsIllegalArg(() => FxSwap.of(FAR_LEG, NEAR_LEG));
}
//-------------------------------------------------------------------------
internal static FxSwap sut()
{
return(FxSwap.of(NEAR_LEG, FAR_LEG));
}