public virtual void test_of_function()
{
ScenarioArray <string> test = ScenarioArray.of(3, i => Convert.ToString(i + 1));
DefaultScenarioArray <string> expected = DefaultScenarioArray.of("1", "2", "3");
assertEquals(test, expected);
}
public virtual void test_of_array()
{
ScenarioArray <string> test = ScenarioArray.of("1", "2", "3");
DefaultScenarioArray <string> expected = DefaultScenarioArray.of("1", "2", "3");
assertEquals(test, expected);
}
public virtual void test_of_list()
{
ScenarioArray <string> test = ScenarioArray.of(ImmutableList.of("1", "2", "3"));
DefaultScenarioArray <string> expected = DefaultScenarioArray.of("1", "2", "3");
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
DefaultScenarioArray <int> test = DefaultScenarioArray.of(1, 2, 3);
coverImmutableBean(test);
DefaultScenarioArray <string> test2 = DefaultScenarioArray.of("2", "3");
coverBeanEquals(test, test2);
}
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 create_withFunction()
{
DefaultScenarioArray <int> test = DefaultScenarioArray.of(3, i => (i + 1));
assertThat(test.Values).isEqualTo(ImmutableList.of(1, 2, 3));
assertThat(test.ScenarioCount).isEqualTo(3);
assertThat(test.get(0)).isEqualTo(1);
assertThat(test.get(1)).isEqualTo(2);
assertThat(test.get(2)).isEqualTo(3);
assertThat(test.ToList()).isEqualTo(ImmutableList.of(1, 2, 3));
}
//-------------------------------------------------------------------------
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: @Override public ScenarioArray<?> convertedTo(com.opengamma.strata.basics.currency.Currency resultCurrency, ScenarioFxRateProvider fxRateProvider)
public ScenarioArray <object> convertedTo(Currency resultCurrency, ScenarioFxRateProvider fxRateProvider)
{
int scenarioCount = ScenarioCount;
if (fxRateProvider.ScenarioCount != scenarioCount)
{
throw new System.ArgumentException(Messages.format("Expected {} FX rates but received {}", scenarioCount, fxRateProvider.ScenarioCount));
}
ImmutableList <object> converted = zipWithIndex(values.stream()).map(tp => convert(resultCurrency, fxRateProvider, tp.First, tp.Second)).collect(toImmutableList());
return(DefaultScenarioArray.of(converted));
}
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);
SingleScenarioArray <CurrencyAmount> test = SingleScenarioArray.of(3, CurrencyAmount.of(GBP, 2));
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: ScenarioArray<?> convertedList = test.convertedTo(USD, fxProvider);
ScenarioArray <object> convertedList = test.convertedTo(USD, fxProvider);
IList <CurrencyAmount> expectedValues = ImmutableList.of(CurrencyAmount.of(USD, 2 * 1.61), CurrencyAmount.of(USD, 2 * 1.62), CurrencyAmount.of(USD, 2 * 1.63));
DefaultScenarioArray <CurrencyAmount> expectedList = DefaultScenarioArray.of(expectedValues);
assertThat(convertedList).isEqualTo(expectedList);
}
//-------------------------------------------------------------------------
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: @Override public ScenarioArray<?> convertedTo(com.opengamma.strata.basics.currency.Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider)
public ScenarioArray <object> convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider)
{
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: if (value instanceof com.opengamma.strata.basics.currency.FxConvertible<?>)
if (value is FxConvertible <object> )
{
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.opengamma.strata.basics.currency.FxConvertible<?> convertible = (com.opengamma.strata.basics.currency.FxConvertible<?>) value;
FxConvertible <object> convertible = (FxConvertible <object>)value;
if (fxRateProvider.ScenarioCount != scenarioCount)
{
throw new System.ArgumentException(Messages.format("Expected {} FX rates but received {}", scenarioCount, fxRateProvider.ScenarioCount));
}
ImmutableList <object> converted = IntStream.range(0, scenarioCount).mapToObj(i => convertible.convertedTo(reportingCurrency, fxRateProvider.fxRateProvider(i))).collect(toImmutableList());
return(DefaultScenarioArray.of(converted));
}
return(this);
}