@@ -46,7 +46,8 @@ TEST_F(TargetRedemptionForwardTest, AtmForward) {
4646 const double expected_npv = 0 .;
4747 const double error_threshold = 20000 ;
4848
49- TargetRedemptionForward tarf (1e6 , 100e6 , 135.657 , 4.0 , 0.25 );
49+ TargetRedemptionForward tarf (
50+ 1e6 , 100e6 , 135.657 , 4.0 , 0.25 , FxTradeDirection::kLong );
5051
5152 for (int i = 0 ; i < 5 ; ++i) {
5253 double npv =
@@ -68,7 +69,8 @@ TEST_F(TargetRedemptionForwardTest, OtmForward) {
6869 const double expected_npv = 50e6 ;
6970 const double error_threshold = 20000 ;
7071
71- TargetRedemptionForward tarf (1e6 , 100e6 , 131.9686 , 4.0 , 0.25 );
72+ TargetRedemptionForward tarf (
73+ 1e6 , 100e6 , 131.9686 , 4.0 , 0.25 , FxTradeDirection::kLong );
7274 for (int i = 0 ; i < 5 ; ++i) {
7375 double npv =
7476 tarf.price (125 ., 0.0002 , 0.1 , 10000 , *foreign_curve_, *domestic_curve_);
@@ -95,7 +97,8 @@ TEST_F(TargetRedemptionForwardTest, KnockoutAlmostDeterministic) {
9597 const double expected_npv = -31.75e6 ;
9698 const double error_threshold = 20000 ;
9799
98- TargetRedemptionForward tarf (1e6 , 6e6 , 135.657 , 4.0 , 0.25 );
100+ TargetRedemptionForward tarf (
101+ 1e6 , 6e6 , 135.657 , 4.0 , 0.25 , FxTradeDirection::kLong );
99102
100103 for (int i = 0 ; i < 5 ; ++i) {
101104 double npv =
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