// extracted to aid inlining performance
private string msgValueNotFound <T1>(MarketDataId <T1> id)
{
return(Messages.format("Market data not found for identifier '{}' of type '{}'", id, id.GetType().Name));
}
// semi-parallel gamma PV01 for one scenario
private CurrencyParameterSensitivities pv01SemiParallelGammaBucketed(ResolvedFraTrade trade, RatesMarketData marketData)
{
// find the curve identifiers and resolve to a single curve
Currency currency = trade.Product.Currency;
ISet <IborIndex> indices = trade.Product.allIndices();
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.google.common.collect.ImmutableSet<com.opengamma.strata.data.MarketDataId<?>> discountIds = marketData.getLookup().getDiscountMarketDataIds(currency);
ImmutableSet <MarketDataId <object> > discountIds = marketData.Lookup.getDiscountMarketDataIds(currency);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.google.common.collect.ImmutableSet<com.opengamma.strata.data.MarketDataId<?>> forwardIds = indices.stream().flatMap(idx -> marketData.getLookup().getForwardMarketDataIds(idx).stream()).collect(toImmutableSet());
ImmutableSet <MarketDataId <object> > forwardIds = indices.stream().flatMap(idx => marketData.Lookup.getForwardMarketDataIds(idx).stream()).collect(toImmutableSet());
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: java.util.Set<com.opengamma.strata.data.MarketDataId<?>> allIds = com.google.common.collect.Sets.union(discountIds, forwardIds);
ISet <MarketDataId <object> > allIds = Sets.union(discountIds, forwardIds);
if (allIds.Count != 1)
{
throw new System.ArgumentException(Messages.format("Implementation only supports a single curve, but lookup refers to more than one: {}", allIds));
}
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.data.MarketDataId<?> singleId = allIds.iterator().next();
MarketDataId <object> singleId = allIds.GetEnumerator().next();
if (!(singleId is CurveId))
{
//JAVA TO C# CONVERTER WARNING: The .NET Type.FullName property will not always yield results identical to the Java Class.getName method:
throw new System.ArgumentException(Messages.format("Implementation only supports a single curve, but lookup does not refer to a curve: {} {}", singleId.GetType().FullName, singleId));
}
CurveId curveId = (CurveId)singleId;
Curve curve = marketData.MarketData.getValue(curveId);
// calculate gamma
CurrencyParameterSensitivity gamma = CurveGammaCalculator.DEFAULT.calculateSemiParallelGamma(curve, currency, c => calculateCurveSensitivity(trade, marketData, curveId, c));
return(CurrencyParameterSensitivities.of(gamma).multipliedBy(ONE_BASIS_POINT * ONE_BASIS_POINT));
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @SuppressWarnings("unchecked") @Override public <T> com.opengamma.strata.data.scenario.MarketDataBox<T> getValue(com.opengamma.strata.data.MarketDataId<T> id)
public override MarketDataBox <T> getValue <T>(MarketDataId <T> id)
{
// this code exists to ensure that the error messages from market data building
// are exposed to users when the failures are not checked
// a special case for FX rates containing the same currency twice
if (id is FxRateId && ((FxRateId)id).Pair.Identity)
{
FxRateId fxRateId = (FxRateId)id;
FxRate identityRate = FxRate.of(fxRateId.Pair, 1);
return(MarketDataBox.ofSingleValue((T)identityRate));
}
// find the data and check it against the failures
Optional <MarketDataBox <T> > opt = underlying.findValue(id);
if (!opt.Present)
{
Failure failure = valueFailures.get(id);
if (failure != null)
{
throw new FailureException(failure);
}
throw new MarketDataNotFoundException(Messages.format("Market data not found for identifier '{}' of type '{}'", id, id.GetType().Name));
}
return(opt.get());
}