/// <summary>
/// Tests that applying a function multiple times to the value creates a box of scenario values.
/// </summary>
public virtual void mapWithIndex()
{
MarketDataBox <int> box = MarketDataBox.ofScenarioValues(27, 28, 29);
MarketDataBox <int> scenarioBox = box.mapWithIndex(3, (v, idx) => v + idx);
assertThat(scenarioBox.ScenarioValue).True;
assertThat(scenarioBox.ScenarioCount).isEqualTo(3);
assertThat(scenarioBox.getValue(0)).isEqualTo(27);
assertThat(scenarioBox.getValue(1)).isEqualTo(29);
assertThat(scenarioBox.getValue(2)).isEqualTo(31);
}
//-------------------------------------------------------------------------
public MarketDataBox <Curve> applyTo(MarketDataBox <Curve> curve, ReferenceData refData)
{
return(curve.mapWithIndex(ScenarioCount, this.applyShift));
}
//-------------------------------------------------------------------------
public MarketDataBox <ParameterizedData> applyTo(MarketDataBox <ParameterizedData> marketData, ReferenceData refData)
{
log.debug("Applying {} point shift to ParameterizedData '{}'", shiftType, marketData.getValue(0).ToString());
return(marketData.mapWithIndex(shifts.rowCount(), (prams, scenarioIndex) => applyShifts(scenarioIndex, prams)));
}
//-------------------------------------------------------------------------
public MarketDataBox <double> applyTo(MarketDataBox <double> marketData, ReferenceData refData)
{
return(marketData.mapWithIndex(ScenarioCount, (value, scenarioIndex) => shiftType.applyShift(value + spread, shiftAmount.get(scenarioIndex)) - spread));
}
//-------------------------------------------------------------------------
public MarketDataBox <FxRate> applyTo(MarketDataBox <FxRate> marketData, ReferenceData refData)
{
log.debug("Applying {} shift to FX rate '{}'", shiftType, marketData.getValue(0).Pair.ToString());
return(marketData.mapWithIndex(ScenarioCount, (fxRate, scenarioIndex) => FxRate.of(currencyPair, shiftType.applyShift(fxRate.fxRate(currencyPair), shiftAmount.get(scenarioIndex)))));
}
/// <summary>
/// Tests that an exception is thrown when trying to apply a function multiple times with a scenario count
/// that doesn't match the scenario count of the box.
/// </summary>
public virtual void mapWithIndexWrongNumberOfScenarios()
{
MarketDataBox <int> box = MarketDataBox.ofScenarioValues(27, 28, 29);
assertThrows(() => box.mapWithIndex(4, (v, idx) => v + idx), typeof(System.ArgumentException));
}