private static IDictionary <CurveName, LoadedCurveSettings> parseCurveSettings(CharSource settingsResource) { ImmutableMap.Builder <CurveName, LoadedCurveSettings> builder = ImmutableMap.builder(); CsvFile csv = CsvFile.of(settingsResource, true); foreach (CsvRow row in csv.rows()) { string curveNameStr = row.getField(SETTINGS_CURVE_NAME); string valueTypeStr = row.getField(SETTINGS_VALUE_TYPE); string dayCountStr = row.getField(SETTINGS_DAY_COUNT); string interpolatorStr = row.getField(SETTINGS_INTERPOLATOR); string leftExtrapolatorStr = row.getField(SETTINGS_LEFT_EXTRAPOLATOR); string rightExtrapolatorStr = row.getField(SETTINGS_RIGHT_EXTRAPOLATOR); if (!VALUE_TYPE_MAP.containsKey(valueTypeStr.ToLower(Locale.ENGLISH))) { throw new System.ArgumentException(Messages.format("Unsupported {} in curve settings: {}", SETTINGS_VALUE_TYPE, valueTypeStr)); } CurveName curveName = CurveName.of(curveNameStr); ValueType valueType = VALUE_TYPE_MAP.get(valueTypeStr.ToLower(Locale.ENGLISH)); CurveInterpolator interpolator = CurveInterpolator.of(interpolatorStr); CurveExtrapolator leftExtrap = CurveExtrapolator.of(leftExtrapolatorStr); CurveExtrapolator rightExtrap = CurveExtrapolator.of(rightExtrapolatorStr); // ONE_ONE day count is not used DayCount dayCount = LoaderUtils.parseDayCount(dayCountStr); LoadedCurveSettings settings = LoadedCurveSettings.of(curveName, ValueType.YEAR_FRACTION, valueType, dayCount, interpolator, leftExtrap, rightExtrap); builder.put(curveName, settings); } return(builder.build()); }
//------------------------------------------------------------------------- public virtual void coverage() { coverPrivateConstructor(typeof(RatesCurvesCsvLoader)); LoadedCurveKey.meta(); coverImmutableBean(LoadedCurveKey.of(CURVE_DATE, CurveName.of("Test"))); LoadedCurveNode.meta(); coverImmutableBean(LoadedCurveNode.of(CURVE_DATE, 1d, "Test")); LoadedCurveSettings.meta(); LoadedCurveSettings settings1 = LoadedCurveSettings.of(CurveName.of("Test"), ValueType.YEAR_FRACTION, ValueType.ZERO_RATE, DayCounts.ACT_365F, CurveInterpolators.LINEAR, CurveExtrapolators.FLAT, CurveExtrapolators.FLAT); LoadedCurveSettings settings2 = LoadedCurveSettings.of(CurveName.of("Test2"), ValueType.YEAR_FRACTION, ValueType.DISCOUNT_FACTOR, DayCounts.ACT_ACT_ISDA, CurveInterpolators.LOG_LINEAR, CurveExtrapolators.LINEAR, CurveExtrapolators.LINEAR); coverImmutableBean(settings1); coverBeanEquals(settings1, settings2); }