//-------------------------------------------------------------------------
public virtual void test_of()
{
SyntheticRatesCurveCalibrator test = SyntheticRatesCurveCalibrator.of(CALIBRATOR, MQ_MEASURES);
assertEquals(test.Measures, MQ_MEASURES);
assertEquals(test.Calibrator, CALIBRATOR);
assertEquals(test.ToString(), "SyntheticCurveCalibrator[CurveCalibrator[ParSpread], MarketQuote]");
}
// Check synthetic calibration in the case of existing time-series with fixing on the valuation date
public virtual void calibrate_ts_vd()
{
SyntheticRatesCurveCalibrator calibratorDefault = SyntheticRatesCurveCalibrator.standard();
MarketData mad = calibratorDefault.marketData(GROUPS_SYN_EUR, MULTICURVE_INPUT_EUR_TSLARGE, REF_DATA);
RatesProvider multicurveSyn = CALIBRATOR_SYNTHETIC.calibrate(GROUPS_SYN_EUR, MULTICURVE_INPUT_EUR_TSLARGE, REF_DATA);
foreach (CurveDefinition entry in GROUPS_SYN_EUR.CurveDefinitions)
{
ImmutableList <CurveNode> nodes = entry.Nodes;
foreach (CurveNode node in nodes)
{
ResolvedTrade trade = node.resolvedTrade(1d, mad, REF_DATA);
double mqIn = MQ_MEASURES.value(trade, MULTICURVE_INPUT_EUR_TSLARGE);
double mqSy = MQ_MEASURES.value(trade, multicurveSyn);
assertEquals(mqIn, mqSy, TOLERANCE_MQ);
}
}
}
