//------------------------------------------------------------------------- public virtual void test_requirementsAndCurrency() { IborCapFloorTradeCalculationFunction function = new IborCapFloorTradeCalculationFunction(); ISet <Measure> measures = function.supportedMeasures(); FunctionRequirements reqs = function.requirements(TRADE, measures, PARAMS, REF_DATA); assertThat(reqs.OutputCurrencies).containsOnly(CURRENCY); assertThat(reqs.ValueRequirements).isEqualTo(ImmutableSet.of(DISCOUNT_CURVE_ID, FORWARD_CURVE_ID, VOL_ID)); assertThat(reqs.TimeSeriesRequirements).isEqualTo(ImmutableSet.of(IndexQuoteId.of(INDEX))); assertThat(function.naturalCurrency(TRADE, REF_DATA)).isEqualTo(CURRENCY); }