public virtual void test_map()
{
assertEquals(LOOKUP.queryType(), typeof(CreditRatesMarketDataLookup));
assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_A, USD), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_A_USD, DC_USD, RC_A).outputCurrencies(USD).build());
assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_A, GBP), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_A_GBP, DC_GBP, RC_A).outputCurrencies(GBP).build());
assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_B, GBP), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_B_GBP, DC_GBP, RC_B).outputCurrencies(GBP).build());
assertEquals(LOOKUP.requirements(ISSUER_A, USD), FunctionRequirements.builder().valueRequirements(CC_A_USD, DC_USD, RC_A).outputCurrencies(USD).build());
assertEquals(LOOKUP.requirements(ISSUER_A, GBP), FunctionRequirements.builder().valueRequirements(CC_A_GBP, DC_GBP, RC_A).outputCurrencies(GBP).build());
assertEquals(LOOKUP.requirements(ISSUER_B, GBP), FunctionRequirements.builder().valueRequirements(CC_B_GBP, DC_GBP, RC_B).outputCurrencies(GBP).build());
assertThrowsIllegalArg(() => LOOKUP.requirements(ISSUER_A, EUR));
assertThrowsIllegalArg(() => LOOKUP.requirements(ISSUER_C, USD));
assertEquals(LOOKUP.creditRatesProvider(MOCK_MARKET_DATA), DefaultLookupCreditRatesProvider.of((DefaultCreditRatesMarketDataLookup)LOOKUP, MOCK_MARKET_DATA));
}
public virtual void test_bondDiscountingProvider()
{
LocalDate valDate = LocalDate.of(2015, 6, 30);
Curve ccAUsd = ConstantNodalCurve.of(Curves.zeroRates(CC_A_USD.CurveName, ACT_365F), 0.5d, 1.5d);
Curve ccBGbp = ConstantNodalCurve.of(Curves.zeroRates(CC_B_GBP.CurveName, ACT_365F), 0.5d, 2d);
Curve ccAGbp = ConstantNodalCurve.of(Curves.zeroRates(CC_A_GBP.CurveName, ACT_365F), 0.5d, 3d);
Curve dcGbp = ConstantNodalCurve.of(Curves.zeroRates(DC_GBP.CurveName, ACT_365F), 0.5d, 0.1d);
Curve dcUsd = ConstantNodalCurve.of(Curves.zeroRates(DC_USD.CurveName, ACT_365F), 0.5d, 0.05d);
Curve rcA = ConstantCurve.of(Curves.recoveryRates(RC_A.CurveName, ACT_365F), 0.5d);
Curve rcB = ConstantCurve.of(Curves.recoveryRates(RC_B.CurveName, ACT_365F), 0.4234d);
IDictionary <CurveId, Curve> curveMap = new Dictionary <CurveId, Curve>();
curveMap[CC_A_USD] = ccAUsd;
curveMap[CC_B_GBP] = ccBGbp;
curveMap[CC_A_GBP] = ccAGbp;
curveMap[DC_USD] = dcUsd;
curveMap[DC_GBP] = dcGbp;
curveMap[RC_A] = rcA;
curveMap[RC_B] = rcB;
MarketData md = ImmutableMarketData.of(valDate, ImmutableMap.copyOf(curveMap));
CreditRatesProvider provider = LOOKUP_WITH_SOURCE.creditRatesProvider(md);
assertEquals(provider.ValuationDate, valDate);
assertEquals(provider.findData(CC_A_USD.CurveName), ccAUsd);
assertEquals(provider.findData(DC_USD.CurveName), dcUsd);
assertEquals(provider.findData(RC_B.CurveName), rcB);
assertEquals(provider.findData(CurveName.of("Rubbish")), null);
// check credit curve
LegalEntitySurvivalProbabilities cc = provider.survivalProbabilities(ISSUER_A, GBP);
IsdaCreditDiscountFactors ccUnder = (IsdaCreditDiscountFactors)cc.SurvivalProbabilities;
assertEquals(ccUnder.Curve.Name, ccAGbp.Name);
assertThrowsRuntime(() => provider.survivalProbabilities(ISSUER_B, USD));
assertThrowsRuntime(() => provider.survivalProbabilities(ISSUER_C, USD));
// check discount curve
IsdaCreditDiscountFactors dc = (IsdaCreditDiscountFactors)provider.discountFactors(USD);
assertEquals(dc.Curve.Name, dcUsd.Name);
assertThrowsRuntime(() => provider.discountFactors(EUR));
// check recovery rate curve
ConstantRecoveryRates rc = (ConstantRecoveryRates)provider.recoveryRates(ISSUER_B);
assertEquals(rc.RecoveryRate, rcB.getParameter(0));
assertThrowsRuntime(() => provider.recoveryRates(ISSUER_C));
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableConstructor private DefaultCreditRatesMarketData(CreditRatesMarketDataLookup lookup, com.opengamma.strata.data.MarketData marketData)
private DefaultCreditRatesMarketData(CreditRatesMarketDataLookup lookup, MarketData marketData)
{
this.lookup = ArgChecker.notNull(lookup, "lookup");
this.marketData = ArgChecker.notNull(marketData, "marketData");
this.creditRatesProvider_Renamed = lookup.creditRatesProvider(marketData);
}