public virtual void test_resolve_noRebate() { FxSingleBarrierOption @base = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER); ResolvedFxSingleBarrierOption expected = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION.resolve(REF_DATA), BARRIER); assertEquals(@base.resolve(REF_DATA), expected); }
//------------------------------------------------------------------------- public virtual void test_resolve() { FxSingleBarrierOptionTrade @base = sut(); ResolvedFxSingleBarrierOptionTrade expected = ResolvedFxSingleBarrierOptionTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build(); assertEquals(@base.resolve(REF_DATA), expected); }