private static MarketDataConfig config() { IDictionary <CurrencyPair, QuoteId> ratesMap = ImmutableMap.of(CURRENCY_PAIR, QUOTE_ID); FxRateConfig fxRateConfig = FxRateConfig.builder().observableRates(ratesMap).build(); return(MarketDataConfig.builder().add(ObservableSource.NONE, fxRateConfig).build()); }
public virtual void nonConventionPair() { IDictionary <CurrencyPair, QuoteId> ratesMap = ImmutableMap.of(CurrencyPair.of(Currency.USD, Currency.EUR), QUOTE_KEY); string regex = "Currency pairs must be quoted using market conventions but USD/EUR is not"; assertThrowsIllegalArg(() => FxRateConfig.builder().observableRates(ratesMap).build(), regex); assertThrowsIllegalArg(() => FxRateConfig.of(ratesMap), regex); }