// Check synthetic calibration in case no definitions
public virtual void calibrate_noDefinitions()
{
RatesCurveGroupDefinition empty = RatesCurveGroupDefinition.of(CurveGroupName.of("Group"), ImmutableList.of(), ImmutableList.of());
MarketData mad = CALIBRATOR_SYNTHETIC.marketData(empty, MULTICURVE_INPUT_EUR_TSLARGE, REF_DATA);
RatesProvider multicurveSyn = CALIBRATOR_SYNTHETIC.calibrate(empty, MULTICURVE_INPUT_EUR_TSLARGE, REF_DATA);
assertEquals(multicurveSyn.DiscountCurrencies, ImmutableSet.of());
assertEquals(multicurveSyn.IborIndices, ImmutableSet.of());
assertEquals(multicurveSyn.OvernightIndices, ImmutableSet.of());
assertEquals(multicurveSyn.PriceIndices, ImmutableSet.of());
assertEquals(mad.TimeSeriesIds, ImmutableSet.of());
}
/// <summary>
/// Builds a list of curve group definitions from the map of curves and their keys.
/// <para>
/// The keys specify which curve groups each curve belongs to and how it is used in the group, for example
/// as a discount curve for a particular currency or as a forward curve for an index.
///
/// </para>
/// </summary>
/// <param name="garMap"> the map of name to keys </param>
/// <returns> a map of curve group name to curve group definition built from the curves </returns>
private static ImmutableList <RatesCurveGroupDefinition> buildCurveGroups(IDictionary <CurveName, ISet <GroupAndReference> > garMap)
{
Multimap <CurveGroupName, RatesCurveGroupEntry> groups = LinkedHashMultimap.create();
foreach (KeyValuePair <CurveName, ISet <GroupAndReference> > entry in garMap.SetOfKeyValuePairs())
{
CurveName curveName = entry.Key;
ISet <GroupAndReference> curveIds = entry.Value;
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
IDictionary <CurveGroupName, IList <GroupAndReference> > idsByGroup = curveIds.collect(groupingBy(p => p.groupName));
foreach (KeyValuePair <CurveGroupName, IList <GroupAndReference> > groupEntry in idsByGroup.SetOfKeyValuePairs())
{
CurveGroupName groupName = groupEntry.Key;
IList <GroupAndReference> gars = groupEntry.Value;
groups.put(groupName, curveGroupEntry(curveName, gars));
}
}
return(MapStream.of(groups.asMap()).map((name, entry) => RatesCurveGroupDefinition.of(name, entry, ImmutableList.of())).collect(toImmutableList()));
}
public virtual void test_missingEntries()
{
assertThrowsIllegalArg(() => RatesCurveGroupDefinition.of(CurveGroupName.of("group"), ImmutableList.of(ENTRY1), ImmutableList.of(CURVE_DEFN1, CURVE_DEFN2)), "An entry must be provided .* \\[Test2\\]");
}
