public virtual void test_map() { assertEquals(LOOKUP.queryType(), typeof(CreditRatesMarketDataLookup)); assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_A, USD), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_A_USD, DC_USD, RC_A).outputCurrencies(USD).build()); assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_A, GBP), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_A_GBP, DC_GBP, RC_A).outputCurrencies(GBP).build()); assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_B, GBP), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_B_GBP, DC_GBP, RC_B).outputCurrencies(GBP).build()); assertEquals(LOOKUP.requirements(ISSUER_A, USD), FunctionRequirements.builder().valueRequirements(CC_A_USD, DC_USD, RC_A).outputCurrencies(USD).build()); assertEquals(LOOKUP.requirements(ISSUER_A, GBP), FunctionRequirements.builder().valueRequirements(CC_A_GBP, DC_GBP, RC_A).outputCurrencies(GBP).build()); assertEquals(LOOKUP.requirements(ISSUER_B, GBP), FunctionRequirements.builder().valueRequirements(CC_B_GBP, DC_GBP, RC_B).outputCurrencies(GBP).build()); assertThrowsIllegalArg(() => LOOKUP.requirements(ISSUER_A, EUR)); assertThrowsIllegalArg(() => LOOKUP.requirements(ISSUER_C, USD)); assertEquals(LOOKUP.creditRatesProvider(MOCK_MARKET_DATA), DefaultLookupCreditRatesProvider.of((DefaultCreditRatesMarketDataLookup)LOOKUP, MOCK_MARKET_DATA)); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { DefaultLookupCreditRatesProvider other = (DefaultLookupCreditRatesProvider)obj; return(JodaBeanUtils.equal(lookup, other.lookup) && JodaBeanUtils.equal(marketData, other.marketData)); } return(false); }
//------------------------------------------------------------------------- public virtual void coverage() { coverImmutableBean((ImmutableBean)LOOKUP_WITH_SOURCE); ImmutableMap <Pair <StandardId, Currency>, CurveId> ccMap = ImmutableMap.of(Pair.of(ISSUER_A, USD), CC_A_USD); ImmutableMap <Currency, CurveId> dcMap = ImmutableMap.of(USD, DC_USD); ImmutableMap <StandardId, CurveId> rcMap = ImmutableMap.of(ISSUER_A, RC_A); CreditRatesMarketDataLookup test2 = CreditRatesMarketDataLookup.of(ccMap, dcMap, rcMap); coverBeanEquals((ImmutableBean)LOOKUP_WITH_SOURCE, (ImmutableBean)test2); // related coverage coverImmutableBean((ImmutableBean)LOOKUP_WITH_SOURCE.marketDataView(MOCK_CALC_MARKET_DATA)); DefaultCreditRatesScenarioMarketData.meta(); coverImmutableBean((ImmutableBean)LOOKUP_WITH_SOURCE.marketDataView(MOCK_MARKET_DATA)); DefaultCreditRatesMarketData.meta(); coverImmutableBean((ImmutableBean)LOOKUP_WITH_SOURCE.marketDataView(MOCK_MARKET_DATA).creditRatesProvider()); DefaultLookupCreditRatesProvider.meta(); }
//------------------------------------------------------------------------- public CreditRatesProvider creditRatesProvider(MarketData marketData) { return(DefaultLookupCreditRatesProvider.of(this, marketData)); }