//------------------------------------------------------------------------- public virtual void test_defaultByCurrency_valid() { lock (this) { ImmutableMap <Currency, HolidayCalendarId> test = HolidayCalendarIniLookup.loadDefaultsFromIni("HolidayCalendarDefaultDataValid.ini"); assertEquals(test.size(), 2); assertEquals(test.get(Currency.GBP), HolidayCalendarIds.GBLO); assertEquals(test.get(Currency.USD), HolidayCalendarIds.NYSE); } }
public virtual void test_valid2() { ImmutableMap <string, HolidayCalendar> lookup = HolidayCalendarIniLookup.loadFromIni("HolidayCalendarDataValid2.ini"); assertEquals(lookup.size(), 1); HolidayCalendar test = lookup.get("TEST-VALID"); assertTrue(test.isHoliday(date(2015, 1, 1))); assertTrue(test.isHoliday(date(2015, 1, 6))); assertTrue(test.isHoliday(date(2015, 4, 5))); assertTrue(test.isHoliday(date(2015, 12, 25))); assertTrue(test.isHoliday(date(2016, 1, 1))); assertEquals(test.Name, "TEST-VALID"); assertEquals(test.ToString(), "HolidayCalendar[TEST-VALID]"); }
public virtual void test_builder_seasonality() { RatesCurveGroupDefinition test = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("Test")).addCurve(CURVE_DEFN1, GBP, GBP_LIBOR_1M, GBP_LIBOR_3M).addSeasonality(CURVE_NAME_I, SEASONALITY_ADDITIVE_DEF).build(); assertEquals(test.Name, CurveGroupName.of("Test")); assertEquals(test.Entries, ImmutableList.of(ENTRY3)); assertEquals(test.findEntry(CurveName.of("Test")), ENTRY3); assertEquals(test.findEntry(CurveName.of("Test2")), null); assertEquals(test.findEntry(CurveName.of("Rubbish")), null); assertEquals(test.findCurveDefinition(CurveName.of("Test")), CURVE_DEFN1); assertEquals(test.findCurveDefinition(CurveName.of("Test2")), null); assertEquals(test.findCurveDefinition(CurveName.of("Rubbish")), null); ImmutableMap <CurveName, SeasonalityDefinition> seasonMap = test.SeasonalityDefinitions; assertTrue(seasonMap.size() == 1); assertEquals(seasonMap.get(CURVE_NAME_I), SEASONALITY_ADDITIVE_DEF); }