//-------------------------------------------------------------------------
public virtual void test_loadCurveGroupDefinition()
{
IList <RatesCurveGroupDefinition> defns = RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1));
assertEquals(defns.Count, 1);
RatesCurveGroupDefinition defn = defns[0];
assertEquals(defn.Entries.get(0), RatesCurveGroupEntry.builder().curveName(CurveName.of("USD-Disc")).discountCurrencies(USD).build());
assertEquals(defn.Entries.get(1), RatesCurveGroupEntry.builder().curveName(CurveName.of("USD-3ML")).indices(USD_LIBOR_3M).build());
}
/// <summary>
/// Creates a curve group entry for a curve from a list of keys from the same curve group.
/// </summary>
/// <param name="curveName"> the name of the curve </param>
/// <param name="gars"> the group-reference pairs </param>
/// <returns> a curve group entry built from the data in the IDs </returns>
private static RatesCurveGroupEntry curveGroupEntry(CurveName curveName, IList <GroupAndReference> gars)
{
ISet <Currency> currencies = new LinkedHashSet <Currency>();
ISet <Index> indices = new LinkedHashSet <Index>();
foreach (GroupAndReference gar in gars)
{
if (gar.currency != null)
{
currencies.Add(gar.currency);
}
else
{
indices.Add(gar.index);
}
}
return(RatesCurveGroupEntry.builder().curveName(curveName).discountCurrencies(currencies).indices(indices).build());
}