public virtual void wrongNumberOfFxRates()
{
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
IList <CurrencyAmount> values = ImmutableList.of(CurrencyAmount.of(Currency.GBP, 1), CurrencyAmount.of(Currency.GBP, 2));
DefaultScenarioArray <CurrencyAmount> test = DefaultScenarioArray.of(values);
assertThrows(() => test.convertedTo(Currency.USD, fxProvider), typeof(System.ArgumentException), "Expected 2 FX rates but received 3");
}
public virtual void missingFxRates()
{
FxRateScenarioArray rates = FxRateScenarioArray.of(EUR, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
IList <CurrencyAmount> values = ImmutableList.of(CurrencyAmount.of(Currency.GBP, 1), CurrencyAmount.of(Currency.GBP, 2), CurrencyAmount.of(Currency.GBP, 3));
DefaultScenarioArray <CurrencyAmount> test = DefaultScenarioArray.of(values);
assertThrows(() => test.convertedTo(Currency.USD, fxProvider), typeof(System.ArgumentException));
}
public virtual void notConvertible()
{
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
IList <string> values = ImmutableList.of("a", "b", "c");
DefaultScenarioArray <string> test = DefaultScenarioArray.of(values);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: ScenarioArray<?> convertedList = test.convertedTo(com.opengamma.strata.basics.currency.Currency.GBP, fxProvider);
ScenarioArray <object> convertedList = test.convertedTo(Currency.GBP, fxProvider);
assertThat(convertedList).isEqualTo(test);
}
//-------------------------------------------------------------------------
public virtual void convertCurrencyAmount()
{
FxRateScenarioArray rates = FxRateScenarioArray.of(GBP, USD, DoubleArray.of(1.61, 1.62, 1.63));
ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates);
IList <CurrencyAmount> values = ImmutableList.of(CurrencyAmount.of(Currency.GBP, 1), CurrencyAmount.of(Currency.GBP, 2), CurrencyAmount.of(Currency.GBP, 3));
DefaultScenarioArray <CurrencyAmount> test = DefaultScenarioArray.of(values);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: ScenarioArray<?> convertedList = test.convertedTo(com.opengamma.strata.basics.currency.Currency.USD, fxProvider);
ScenarioArray <object> convertedList = test.convertedTo(Currency.USD, fxProvider);
IList <CurrencyAmount> expectedValues = ImmutableList.of(CurrencyAmount.of(Currency.USD, 1 * 1.61), CurrencyAmount.of(Currency.USD, 2 * 1.62), CurrencyAmount.of(Currency.USD, 3 * 1.63));
DefaultScenarioArray <CurrencyAmount> expectedList = DefaultScenarioArray.of(expectedValues);
assertThat(convertedList).isEqualTo(expectedList);
}
