Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_requirementsAndCurrency()
        {
            DsfTradeCalculationFunction <DsfTrade> function = DsfTradeCalculationFunction.TRADE;
            ISet <Measure>       measures = function.supportedMeasures();
            FunctionRequirements reqs     = function.requirements(TRADE, measures, PARAMS, REF_DATA);

            assertThat(reqs.OutputCurrencies).containsOnly(CURRENCY);
            assertThat(reqs.ValueRequirements).isEqualTo(ImmutableSet.of(QUOTE_KEY, DISCOUNT_CURVE_ID, FORWARD_CURVE_ID));
            assertThat(reqs.TimeSeriesRequirements).isEqualTo(ImmutableSet.of(IndexQuoteId.of(INDEX)));
            assertThat(function.naturalCurrency(TRADE, REF_DATA)).isEqualTo(CURRENCY);
        }