public void test_currentCash_onPay() { MultiCurrencyAmount cc1 = TRADE_PRICER.currentCash(CMS_TRADE_PREMIUM, RATES_PROVIDER_ON_PAY); MultiCurrencyAmount cc2 = TRADE_PRICER.currentCash(CMS_TRADE, RATES_PROVIDER_ON_PAY); MultiCurrencyAmount ccProd1 = PRODUCT_PRICER.currentCash(CMS_ONE_LEG, RATES_PROVIDER_ON_PAY); MultiCurrencyAmount ccProd2 = PRODUCT_PRICER.currentCash(CMS_TWO_LEGS, RATES_PROVIDER_ON_PAY); assertEquals(cc1, ccProd1); assertEquals(cc2, ccProd2); }
public void test_presentValue() { MultiCurrencyAmount pv1 = TRADE_PRICER.presentValue(CMS_TRADE_PREMIUM, RATES_PROVIDER); MultiCurrencyAmount pv2 = TRADE_PRICER.presentValue(CMS_TRADE, RATES_PROVIDER); MultiCurrencyAmount pvProd1 = PRODUCT_PRICER.presentValue(CMS_ONE_LEG, RATES_PROVIDER); MultiCurrencyAmount pvProd2 = PRODUCT_PRICER.presentValue(CMS_TWO_LEGS, RATES_PROVIDER); CurrencyAmount pvPrem = PREMIUM_PRICER.presentValue(PREMIUM, RATES_PROVIDER); assertEquals(pv1, pvProd1.plus(pvPrem)); assertEquals(pv2, pvProd2); }
public void test_presentValueSensitivity() { PointSensitivities pt1 = TRADE_PRICER.presentValueSensitivity(CMS_TRADE_PREMIUM, RATES_PROVIDER); PointSensitivities pt2 = TRADE_PRICER.presentValueSensitivity(CMS_TRADE, RATES_PROVIDER); PointSensitivityBuilder ptProd1 = PRODUCT_PRICER.presentValueSensitivity(CMS_ONE_LEG, RATES_PROVIDER); PointSensitivityBuilder ptProd2 = PRODUCT_PRICER.presentValueSensitivity(CMS_TWO_LEGS, RATES_PROVIDER); PointSensitivityBuilder ptPrem = PREMIUM_PRICER.presentValueSensitivity(PREMIUM, RATES_PROVIDER); assertEquals(pt1, ptProd1.combinedWith(ptPrem).build()); assertEquals(pt2, ptProd2.build()); }