public virtual void test_initialGuess()
{
FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);
assertEquals(node.initialGuess(MARKET_DATA, ValueType.ZERO_RATE), 0.0d);
assertEquals(node.initialGuess(MARKET_DATA, ValueType.DISCOUNT_FACTOR), 1.0d);
}
public virtual void test_trade_noMarketData()
{
FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);
MarketData marketData = MarketData.empty(VAL_DATE);
assertThrows(() => node.trade(1d, marketData, REF_DATA), typeof(MarketDataNotFoundException));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
FxSwapCurveNode test = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);
coverImmutableBean(test);
FxSwapCurveNode test2 = FxSwapCurveNode.builder().label(LABEL).template(FxSwapTemplate.of(Period.ZERO, FAR_PERIOD, CONVENTION)).fxRateId(FX_RATE_ID2).farForwardPointsId(QUOTE_ID_PTS2).date(CurveNodeDate.LAST_FIXING).build();
coverBeanEquals(test, test2);
}
public virtual void test_of_withLabel()
{
FxSwapCurveNode test = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS, LABEL);
assertEquals(test.Label, LABEL);
assertEquals(test.FxRateId, FX_RATE_ID);
assertEquals(test.FarForwardPointsId, QUOTE_ID_PTS);
assertEquals(test.Template, TEMPLATE);
}
public virtual void test_metadata_fixed()
{
LocalDate nodeDate = VAL_DATE.plusMonths(1);
FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS).withDate(CurveNodeDate.of(nodeDate));
LocalDate valuationDate = LocalDate.of(2015, 1, 22);
DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA);
assertEquals(metadata.Date, nodeDate);
assertEquals(metadata.Label, node.Label);
}
public virtual void test_metadata_end()
{
FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);
LocalDate valuationDate = LocalDate.of(2015, 1, 22);
LocalDate endDate = CONVENTION.BusinessDayAdjustment.adjust(CONVENTION.SpotDateOffset.adjust(valuationDate, REF_DATA).plus(FAR_PERIOD), REF_DATA);
ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA);
assertEquals(((TenorDateParameterMetadata)metadata).Date, endDate);
assertEquals(((TenorDateParameterMetadata)metadata).Tenor, Tenor.of(FAR_PERIOD));
}
public virtual void test_trade()
{
FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);
FxSwapTrade trade = node.trade(1d, MARKET_DATA, REF_DATA);
double rate = FX_RATE_NEAR.fxRate(EUR_USD);
FxSwapTrade expected = TEMPLATE.createTrade(VAL_DATE, BuySell.BUY, 1.0, rate, FX_RATE_PTS, REF_DATA);
assertEquals(trade, expected);
assertEquals(node.resolvedTrade(1d, MARKET_DATA, REF_DATA), trade.resolve(REF_DATA));
}
public virtual void test_requirements()
{
FxSwapCurveNode test = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: java.util.Set<? extends com.opengamma.strata.data.MarketDataId<?>> setExpected = com.google.common.collect.ImmutableSet.of(FX_RATE_ID, QUOTE_ID_PTS);
ISet <MarketDataId <object> > setExpected = ImmutableSet.of(FX_RATE_ID, QUOTE_ID_PTS);
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: java.util.Set<? extends com.opengamma.strata.data.MarketDataId<?>> set = test.requirements();
ISet <MarketDataId <object> > set = test.requirements();
assertTrue(set.SetEquals(setExpected));
}
public virtual void test_serialization()
{
FxSwapCurveNode test = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);
assertSerialization(test);
}
public virtual void test_metadata_last_fixing()
{
FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS).withDate(CurveNodeDate.LAST_FIXING);
assertThrowsWithCause(() => node.metadata(VAL_DATE, REF_DATA), typeof(System.NotSupportedException));
}