//-------------------------------------------------------------------------
public virtual void test_marketDataView()
{
LocalDate valDate = LocalDate.of(2015, 6, 30);
ScenarioMarketData md = new TestMarketDataMap(valDate, ImmutableMap.of(), ImmutableMap.of());
CreditRatesScenarioMarketData multiScenario = LOOKUP_WITH_SOURCE.marketDataView(md);
assertEquals(multiScenario.Lookup, LOOKUP_WITH_SOURCE);
assertEquals(multiScenario.MarketData, md);
assertEquals(multiScenario.ScenarioCount, 1);
CreditRatesMarketData scenario = multiScenario.scenario(0);
assertEquals(scenario.Lookup, LOOKUP_WITH_SOURCE);
assertEquals(scenario.MarketData, md.scenario(0));
assertEquals(scenario.ValuationDate, valDate);
}
public CreditRatesMarketData scenario(int scenarioIndex)
{
CreditRatesMarketData current = cache.get(scenarioIndex);
if (current != null)
{
return(current);
}
return(cache.updateAndGet(scenarioIndex, v => v != null ? v : lookup.marketDataView(marketData.scenario(scenarioIndex))));
}
//-------------------------------------------------------------------------
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: @Override public java.util.Map<com.opengamma.strata.calc.Measure, com.opengamma.strata.collect.result.Result<?>> calculate(com.opengamma.strata.product.credit.CdsIndexTrade trade, java.util.Set<com.opengamma.strata.calc.Measure> measures, com.opengamma.strata.calc.runner.CalculationParameters parameters, com.opengamma.strata.data.scenario.ScenarioMarketData scenarioMarketData, com.opengamma.strata.basics.ReferenceData refData)
public virtual IDictionary <Measure, Result <object> > calculate(CdsIndexTrade trade, ISet <Measure> measures, CalculationParameters parameters, ScenarioMarketData scenarioMarketData, ReferenceData refData)
{
// resolve the trade once for all measures and all scenarios
ResolvedCdsIndexTrade resolved = trade.resolve(refData);
// use lookup to query market data
CreditRatesMarketDataLookup ledLookup = parameters.getParameter(typeof(CreditRatesMarketDataLookup));
CreditRatesScenarioMarketData marketData = ledLookup.marketDataView(scenarioMarketData);
// loop around measures, calculating all scenarios for one measure
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: java.util.Map<com.opengamma.strata.calc.Measure, com.opengamma.strata.collect.result.Result<?>> results = new java.util.HashMap<>();
IDictionary <Measure, Result <object> > results = new Dictionary <Measure, Result <object> >();
foreach (Measure measure in measures)
{
results[measure] = calculate(measure, resolved, marketData, refData);
}
return(results);
}