Ejemplo n.º 1
0
        public virtual void map()
        {
            MarketDataBox <int> box    = MarketDataBox.ofSingleValue(27);
            MarketDataBox <int> result = box.map(v => v * 2);

            assertThat(result).isEqualTo(MarketDataBox.ofSingleValue(54));
        }
Ejemplo n.º 2
0
        public virtual void map()
        {
            MarketDataBox <int> box    = MarketDataBox.ofScenarioValues(27, 28, 29);
            MarketDataBox <int> result = box.map(v => v * 2);

            assertThat(result).isEqualTo(MarketDataBox.ofScenarioValues(54, 56, 58));
        }
        public virtual MarketDataBox <Curve> build(CurveId id, MarketDataConfig config, ScenarioMarketData marketData, ReferenceData refData)
        {
            // find curve
            CurveGroupDefinition groupDefn = config.get(typeof(CurveGroupDefinition), id.CurveGroupName);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.data.MarketDataId<? extends com.opengamma.strata.market.curve.CurveGroup> groupId = groupDefn.createGroupId(id.getObservableSource());
            MarketDataId <CurveGroup> groupId = groupDefn.createGroupId(id.ObservableSource);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.data.scenario.MarketDataBox<? extends com.opengamma.strata.market.curve.CurveGroup> curveGroupBox = marketData.getValue(groupId);
            MarketDataBox <CurveGroup> curveGroupBox = marketData.getValue(groupId);

            return(curveGroupBox.map(curveGroup => findCurve(id, curveGroup)));
        }
Ejemplo n.º 4
0
        private MarketDataBox <FxRate> buildFxRate(FxRateId id, QuoteId key, ScenarioMarketData marketData)
        {
            MarketDataBox <double> quote = marketData.getValue(key);

            return(quote.map(rate => FxRate.of(id.Pair, rate)));
        }