public void current_cash_vd() { CurrencyAmount ccTrade = PRICER_TRADE.currentCash(SWAPTION_PRETOD_LONG_REC, VAL_DATE); assertEquals(ccTrade.getAmount(), -PREMIUM_AMOUNT, TOLERANCE_PV); }
public void current_cash_past() { CurrencyAmount ccTrade = PRICER_TRADE.currentCash(SWAPTION_PREPAST_LONG_REC, VAL_DATE); assertEquals(ccTrade.getAmount(), 0, NOTIONAL * TOL); }
public void current_cash_forward() { CurrencyAmount ccTrade = PRICER_TRADE.currentCash(SWAPTION_PREFWD_LONG_REC, VAL_DATE); assertEquals(ccTrade.getAmount(), 0, TOLERANCE_PV); }
public void current_cash_past() { CurrencyAmount ccTrade = PRICER_TRADE.currentCash(SWAPTION_PREPAST_LONG_REC, VAL_DATE); assertEquals(ccTrade.getAmount(), 0, TOLERANCE_PV); }
public void current_cash_forward() { CurrencyAmount ccTrade = PRICER_TRADE.currentCash(SWAPTION_PREFWD_LONG_REC, VAL_DATE); assertEquals(ccTrade.getAmount(), 0, NOTIONAL * TOL); }
public void current_cash_vd() { CurrencyAmount ccTrade = PRICER_TRADE.currentCash(SWAPTION_PRETOD_LONG_REC, VAL_DATE); assertEquals(ccTrade.getAmount(), -PREMIUM_AMOUNT, NOTIONAL * TOL); }