public virtual void getScenarioValueFromRequestedScenarioValue()
{
MarketDataBox <double> box = MarketDataBox.ofScenarioValue(new TestDoubleArray(DoubleArray.of(9d, 9d, 9d)));
TestMarketData marketData = new TestMarketData(box);
TestArrayKey key = new TestArrayKey();
TestDoubleArray array = marketData.getScenarioValue(key);
assertThat(array.values).isEqualTo(DoubleArray.of(9, 9, 9));
}
//-------------------------------------------------------------------------
public virtual void test_addScenarioValueMap()
{
FxRateId eurGbpId = FxRateId.of(Currency.EUR, Currency.GBP);
FxRateId eurUsdId = FxRateId.of(Currency.EUR, Currency.USD);
FxRateScenarioArray eurGbpRates = FxRateScenarioArray.of(Currency.EUR, Currency.GBP, DoubleArray.of(0.79, 0.8, 0.81));
FxRateScenarioArray eurUsdRates = FxRateScenarioArray.of(Currency.EUR, Currency.USD, DoubleArray.of(1.09, 1.1, 1.11));
IDictionary <FxRateId, FxRateScenarioArray> values = ImmutableMap.of(eurGbpId, eurGbpRates, eurUsdId, eurUsdRates);
ImmutableScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE).addScenarioValueMap(values).build();
assertEquals(marketData.ScenarioCount, 3);
assertEquals(marketData.Ids, ImmutableSet.of(eurGbpId, eurUsdId));
assertEquals(marketData.getValue(eurGbpId), MarketDataBox.ofScenarioValue(eurGbpRates));
assertEquals(marketData.getValue(eurUsdId), MarketDataBox.ofScenarioValue(eurUsdRates));
}