コード例 #1
0
 // -------------------------------------------------------------------------
 public void test_withDiscountFactors() {
   DiscountFxForwardRates test =
       DiscountFxForwardRates.of(CURRENCY_PAIR, FX_RATE, DFCURVE_GBP, DFCURVE_USD);
   test = test.withDiscountFactors(DFCURVE_GBP2, DFCURVE_USD2);
   assertEquals(test.getCurrencyPair(), CURRENCY_PAIR);
   assertEquals(test.getValuationDate(), DATE_VAL);
   assertEquals(test.getBaseCurrencyDiscountFactors(), DFCURVE_GBP2);
   assertEquals(test.getCounterCurrencyDiscountFactors(), DFCURVE_USD2);
   assertEquals(test.getFxRateProvider(), FX_RATE);
 }