Package com.opengamma.analytics.financial.forex.calculator

Examples of com.opengamma.analytics.financial.forex.calculator.ForwardRateForexCalculator

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  /**
   * Tests the forward Forex rate through the method and through the calculator.
   */
  public void forwardRateMethodVsCalculator() {
    final double fwdMethod = METHOD_NDO.forwardForexRate(NDO, SMILE_BUNDLE);
    final ForwardRateForexCalculator FWDC = ForwardRateForexCalculator.getInstance();
    final double fwdCalculator = NDO.accept(FWDC, SMILE_BUNDLE);
    assertEquals("Forex: forward rate", fwdMethod, fwdCalculator, 1.0E-10);
  }
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  /**
   * Tests the forward Forex rate through the method and through the calculator.
   */
  public void forwardRateMethodVsCalculator() {
    final double fwdMethod = METHOD_OPTION.forwardForexRate(FOREX_CALL_OPTION, SMILE_BUNDLE);
    final ForwardRateForexCalculator FWDC = ForwardRateForexCalculator.getInstance();
    final double fwdCalculator = FOREX_CALL_OPTION.accept(FWDC, SMILE_BUNDLE);
    assertEquals("Forex: forward rate", fwdMethod, fwdCalculator, TOLERANCE_RELATIVE);
  }
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  /**
   * Tests the forward Forex rate through the method and through the calculator.
   */
  public void forwardRateMethodVsCalculator() {
    final double fwdMethod = METHOD_NDF.forwardForexRate(NDF, CURVESFX);
    final ForwardRateForexCalculator FWDC = ForwardRateForexCalculator.getInstance();
    final double fwdCalculator = NDF.accept(FWDC, CURVESFX);
    assertEquals("Forex: forward rate", fwdMethod, fwdCalculator, 1.0E-10);
  }
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Related Classes of com.opengamma.analytics.financial.forex.calculator.ForwardRateForexCalculator

  • com.opengamma.analytics.financial.forex.method.ForexNonDeliverableForwardDiscountingMethodTest
  • com.opengamma.analytics.financial.forex.method.ForexNonDeliverableOptionBlackMethodTest
  • com.opengamma.analytics.financial.forex.method.ForexOptionVanillaBlackSmileMethodTest
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