//-------------------------------------------------------------------------
public virtual void test_of()
{
DiscountFxForwardRates test = DiscountFxForwardRates.of(CURRENCY_PAIR, FX_RATE, DFCURVE_GBP, DFCURVE_USD);
assertEquals(test.CurrencyPair, CURRENCY_PAIR);
assertEquals(test.ValuationDate, DATE_VAL);
assertEquals(test.BaseCurrencyDiscountFactors, DFCURVE_GBP);
assertEquals(test.CounterCurrencyDiscountFactors, DFCURVE_USD);
assertEquals(test.FxRateProvider, FX_RATE);
assertEquals(test.findData(CURVE1.Name), CURVE1);
assertEquals(test.findData(CURVE2.Name), CURVE2);
assertEquals(test.findData(CurveName.of("Rubbish")), null);
int baseSize = DFCURVE_USD.ParameterCount;
assertEquals(test.ParameterCount, DFCURVE_GBP.ParameterCount + baseSize);
assertEquals(test.getParameter(0), DFCURVE_GBP.getParameter(0));
assertEquals(test.getParameter(baseSize), DFCURVE_USD.getParameter(0));
assertEquals(test.getParameterMetadata(0), DFCURVE_GBP.getParameterMetadata(0));
assertEquals(test.getParameterMetadata(baseSize), DFCURVE_USD.getParameterMetadata(0));
assertEquals(test.withParameter(0, 1d).BaseCurrencyDiscountFactors, DFCURVE_GBP.withParameter(0, 1d));
assertEquals(test.withParameter(0, 1d).CounterCurrencyDiscountFactors, DFCURVE_USD);
assertEquals(test.withParameter(baseSize, 1d).BaseCurrencyDiscountFactors, DFCURVE_GBP);
assertEquals(test.withParameter(baseSize, 1d).CounterCurrencyDiscountFactors, DFCURVE_USD.withParameter(0, 1d));
assertEquals(test.withPerturbation((i, v, m) => v + 1d).BaseCurrencyDiscountFactors, DFCURVE_GBP.withPerturbation((i, v, m) => v + 1d));
assertEquals(test.withPerturbation((i, v, m) => v + 1d).CounterCurrencyDiscountFactors, DFCURVE_USD.withPerturbation((i, v, m) => v + 1d));
}
//-------------------------------------------------------------------------
public virtual void test_of_withoutFixings()
{
DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE);
assertEquals(test.Index, GBP_SONIA);
assertEquals(test.ValuationDate, DATE_VAL);
assertEquals(test.Fixings, SERIES_EMPTY);
assertEquals(test.DiscountFactors, DFCURVE);
assertEquals(test.ParameterCount, DFCURVE.ParameterCount);
assertEquals(test.getParameter(0), DFCURVE.getParameter(0));
assertEquals(test.getParameterMetadata(0), DFCURVE.getParameterMetadata(0));
assertEquals(test.withParameter(0, 1d).DiscountFactors, DFCURVE.withParameter(0, 1d));
assertEquals(test.withPerturbation((i, v, m) => v + 1d).DiscountFactors, DFCURVE.withPerturbation((i, v, m) => v + 1d));
assertEquals(test.findData(CURVE.Name), CURVE);
assertEquals(test.findData(CurveName.of("Rubbish")), null);
// check IborIndexRates
OvernightIndexRates test2 = OvernightIndexRates.of(GBP_SONIA, DATE_VAL, CURVE);
assertEquals(test, test2);
}
