public void test_resolve_initial_notional_override() { FxResetCalculation base = FxResetCalculation.builder() .index(EUR_GBP_ECB) .referenceCurrency(GBP) .fixingDateOffset(MINUS_TWO_DAYS) .initialNotionalValue(100000d) .build(); Optional<FxReset> fxResetFirstPeriod = base.resolve(REF_DATA).apply(0, SchedulePeriod.of(DATE_2014_03_31, DATE_2014_06_30)); assertFalse(fxResetFirstPeriod.isPresent()); Optional<FxReset> fxResetSecondPeriod = base.resolve(REF_DATA).apply(1, SchedulePeriod.of(DATE_2014_03_31, DATE_2014_06_30)); assertTrue(fxResetSecondPeriod.isPresent()); }
.referenceCurrency(EUR) .index(EUR_USD_WM) .initialNotionalValue(initialNotional) .build()) .build())