Example #1
0
        public virtual void test_combinedWith_sameCurveNamesClash()
        {
            RatesCurveGroupDefinition base1 = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("Test")).addCurve(CURVE_DEFN1, GBP, GBP_LIBOR_1M, GBP_LIBOR_3M).addForwardCurve(CURVE_DEFN_I, GB_RPI).build();
            RatesCurveGroupDefinition base2 = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("TestX")).addCurve(CURVE_DEFN1B, GBP, GBP_LIBOR_6M).build();

            assertThrowsIllegalArg(() => base1.combinedWith(base2));
        }
Example #2
0
        public virtual void test_combinedWith_differentCurveNames()
        {
            RatesCurveGroupDefinition base1    = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("Test")).addCurve(CURVE_DEFN1, GBP, GBP_LIBOR_1M, GBP_LIBOR_3M).addForwardCurve(CURVE_DEFN_I, GB_RPI).build();
            RatesCurveGroupDefinition base2    = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("TestX")).addForwardCurve(CURVE_DEFN2, GBP_LIBOR_6M).build();
            RatesCurveGroupDefinition expected = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("Test")).addCurve(CURVE_DEFN1, GBP, GBP_LIBOR_1M, GBP_LIBOR_3M).addForwardCurve(CURVE_DEFN_I, GB_RPI).addForwardCurve(CURVE_DEFN2, GBP_LIBOR_6M).build();

            assertEquals(base1.combinedWith(base2), expected);
        }