public void test_currentCash_position() { CurrencyAmount computed = PRICER.currentCash(POSITION, RATES_PROVIDER_ON_PAY); CurrencyAmount expected = PRODUCT_PRICER.currentCash(RPRODUCT, RATES_PROVIDER_ON_PAY, PAYMENT); assertEquals(computed.getAmount(), expected.getAmount(), NOTIONAL * QUANTITY * TOL); }
public void test_currentCash() { CurrencyAmount computed = PRICER.currentCash(TRADE_SETTLED, RATES_PROVIDER_ON_PAY); CurrencyAmount expected = PRODUCT_PRICER.currentCash(RPRODUCT, RATES_PROVIDER_ON_PAY, SETTLEMENT_BEFORE); assertEquals(computed.getAmount(), expected.getAmount(), NOTIONAL * QUANTITY * TOL); }
public void test_currentCash_early() { CurrencyAmount computed = PRICER.currentCash(TRADE_EARLY, RATES_PROVIDER); CurrencyAmount expected = PRICER.netAmount(TRADE_EARLY, RATES_PROVIDER); assertEquals(computed.getAmount(), expected.getAmount(), NOTIONAL * QUANTITY * TOL); }