//-------------------------------------------------------------------------
public virtual void test_requirementsAndCurrency()
{
GenericSecurityPositionCalculationFunction function = new GenericSecurityPositionCalculationFunction();
ISet <Measure> measures = function.supportedMeasures();
FunctionRequirements reqs = function.requirements(TRADE, measures, PARAMS, REF_DATA);
assertThat(reqs.OutputCurrencies).containsOnly(CURRENCY);
assertThat(reqs.ValueRequirements).isEqualTo(ImmutableSet.of(QuoteId.of(SEC_ID.StandardId)));
assertThat(reqs.TimeSeriesRequirements).Empty;
assertThat(function.naturalCurrency(TRADE, REF_DATA)).isEqualTo(CURRENCY);
}
public virtual void test_presentValue()
{
GenericSecurityPositionCalculationFunction function = new GenericSecurityPositionCalculationFunction();
ScenarioMarketData md = marketData();
double unitPv = (MARKET_PRICE / TICK_SIZE) * TICK_VALUE;
CurrencyAmount expectedPv = CurrencyAmount.of(CURRENCY, unitPv * QUANTITY);
ISet <Measure> measures = ImmutableSet.of(Measures.PRESENT_VALUE);
assertThat(function.calculate(TRADE, measures, PARAMS, md, REF_DATA)).containsEntry(Measures.PRESENT_VALUE, Result.success(CurrencyScenarioArray.of(ImmutableList.of(expectedPv))));
}