// for historical compatibility, we determine known format by looking for these specific things
// the new approach is to require either the 'Reference' or the 'Sensitivity Type' column
private static bool knownReference(string refStr)
{
try
{
Optional <IborIndex> ibor = IborIndex.extendedEnum().find(refStr);
if (ibor.Present)
{
return(true);
}
else
{
Optional <FloatingRateName> frName = FloatingRateName.extendedEnum().find(refStr);
if (frName.Present)
{
return(true);
}
else if (refStr.Length == 3)
{
Currency.of(refStr); // this may throw an exception validating the string
return(true);
}
else
{
return(false);
}
}
}
catch (Exception)
{
return(false);
}
}
public virtual void test_getFloatingRateName()
{
foreach (IborIndex index in IborIndex.extendedEnum().lookupAll().values())
{
string name = index.Name.Substring(0, index.Name.LastIndexOf('-'));
assertEquals(index.FloatingRateName, FloatingRateName.of(name));
}
}
//-------------------------------------------------------------------------
// parses the currency as a column or from the reference
private static Currency parseCurrency(CsvRow row, CurveName reference)
{
Optional <string> currencyStr = row.findValue(CURRENCY_HEADER);
if (currencyStr.Present)
{
return(LoaderUtils.parseCurrency(currencyStr.get()));
}
string referenceStr = reference.Name.ToUpper(Locale.ENGLISH);
try
{
Optional <IborIndex> ibor = IborIndex.extendedEnum().find(referenceStr);
if (ibor.Present)
{
return(ibor.get().Currency);
}
else
{
Optional <FloatingRateName> frName = FloatingRateName.extendedEnum().find(referenceStr);
if (frName.Present)
{
return(frName.get().Currency);
}
else if (referenceStr.Length == 3)
{
return(Currency.of(referenceStr));
}
else if (referenceStr.Length > 3 && referenceStr[3] == '-' || referenceStr[3] == '_')
{
return(LoaderUtils.parseCurrency(referenceStr.Substring(0, 3)));
}
else
{
// drop out to exception
}
}
}
catch (Exception)
{
// drop out to exception
}
throw new System.ArgumentException("Unable to parse currency from reference, consider adding a 'Currency' column");
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "name") public void test_extendedEnum(IborIndex convention, String name)
public virtual void test_extendedEnum(IborIndex convention, string name)
{
ImmutableMap <string, IborIndex> map = IborIndex.extendedEnum().lookupAll();
assertEquals(map.get(name), convention);
}
private static FraConvention createByName(string name)
{
return(IborIndex.extendedEnum().find(name).map(index => ImmutableFraConvention.of(index)).orElse(null));
}