public virtual void getScenarioValueFromRequestedScenarioValue() { MarketDataBox <double> box = MarketDataBox.ofScenarioValue(new TestDoubleArray(DoubleArray.of(9d, 9d, 9d))); TestMarketData marketData = new TestMarketData(box); TestArrayKey key = new TestArrayKey(); TestDoubleArray array = marketData.getScenarioValue(key); assertThat(array.values).isEqualTo(DoubleArray.of(9, 9, 9)); }
//------------------------------------------------------------------------- public virtual void test_addScenarioValueMap() { FxRateId eurGbpId = FxRateId.of(Currency.EUR, Currency.GBP); FxRateId eurUsdId = FxRateId.of(Currency.EUR, Currency.USD); FxRateScenarioArray eurGbpRates = FxRateScenarioArray.of(Currency.EUR, Currency.GBP, DoubleArray.of(0.79, 0.8, 0.81)); FxRateScenarioArray eurUsdRates = FxRateScenarioArray.of(Currency.EUR, Currency.USD, DoubleArray.of(1.09, 1.1, 1.11)); IDictionary <FxRateId, FxRateScenarioArray> values = ImmutableMap.of(eurGbpId, eurGbpRates, eurUsdId, eurUsdRates); ImmutableScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE).addScenarioValueMap(values).build(); assertEquals(marketData.ScenarioCount, 3); assertEquals(marketData.Ids, ImmutableSet.of(eurGbpId, eurUsdId)); assertEquals(marketData.getValue(eurGbpId), MarketDataBox.ofScenarioValue(eurGbpRates)); assertEquals(marketData.getValue(eurUsdId), MarketDataBox.ofScenarioValue(eurUsdRates)); }