Beispiel #1
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        public virtual void test_priceIndex2()
        {
            IDictionary <ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load(FIXING_SERIES_PRICE2);

            assertEquals(ts.Count, 1);
            assertTrue(ts.ContainsKey(ID_GB_RPI));
            assertPriceIndexSeries(ts[ID_GB_RPI]);
        }
Beispiel #2
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        //-------------------------------------------------------------------------
        public virtual void test_single_series_single_file()
        {
            IDictionary <ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load(ImmutableList.of(FIXING_SERIES_1));

            assertEquals(ts.Count, 1);
            assertTrue(ts.ContainsKey(ID_USD_LIBOR_3M));
            assertLibor3mSeries(ts[ID_USD_LIBOR_3M]);
        }
Beispiel #3
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 public virtual void test_single_series_multiple_files()
 {
     assertThrows(() => FixingSeriesCsvLoader.load(FIXING_SERIES_1, FIXING_SERIES_1), typeof(System.ArgumentException), "Multiple entries with same key: .*");
 }
Beispiel #4
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 public virtual void test_priceIndex_invalidDate()
 {
     assertThrowsIllegalArg(() => FixingSeriesCsvLoader.load(FIXING_SERIES_PRICE_INVALID));
 }
Beispiel #5
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        public virtual void test_multiple_series_multiple_files()
        {
            IDictionary <ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load(FIXING_SERIES_1, FIXING_SERIES_2);

            assertLibor3m6mSeries(ts);
        }
Beispiel #6
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        public virtual void test_multiple_series_single_file()
        {
            IDictionary <ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load(ImmutableList.of(FIXING_SERIES_1_AND_2));

            assertLibor3m6mSeries(ts);
        }
Beispiel #7
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 public virtual void test_invalidDate()
 {
     assertThrows(() => FixingSeriesCsvLoader.load(FIXING_SERIES_INVALID_DATE), typeof(System.ArgumentException), "Error processing resource as CSV file: .*");
 }