public virtual void test_jodaSerialization() { ImmutableMap <Currency, CurveId> discounts = ImmutableMap.of(USD, CURVE_ID_DSC); ImmutableMap <Index, CurveId> forwards = ImmutableMap.of(USD_LIBOR_3M, CURVE_ID_FWD); DefaultRatesMarketDataLookup test = DefaultRatesMarketDataLookup.of(discounts, forwards, ObservableSource.NONE, FxRateLookup.ofRates()); string xml = JodaBeanSer.PRETTY.xmlWriter().write(test); assertEquals(xml.Contains("<entry key=\"USD-LIBOR-3M\">"), true); assertEquals(xml.Contains("<fixingDateOffset>"), false); assertEquals(xml.Contains("<effectiveDateOffset>"), false); }
public virtual void test_serialization() { ImmutableMap <Currency, CurveId> discounts = ImmutableMap.of(USD, CURVE_ID_DSC); ImmutableMap <Index, CurveId> forwards = ImmutableMap.of(USD_LIBOR_3M, CURVE_ID_FWD); DefaultRatesMarketDataLookup test = DefaultRatesMarketDataLookup.of(discounts, forwards, ObservableSource.NONE, FxRateLookup.ofRates()); assertSerialization(test); Curve curve = ConstantCurve.of(Curves.discountFactors("DSC", ACT_360), 0.99); //JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET: //ORIGINAL LINE: java.util.Map<? extends com.opengamma.strata.data.MarketDataId<?>, ?> valuesMap = com.google.common.collect.ImmutableMap.of(CURVE_ID_DSC, curve, CURVE_ID_FWD, curve); IDictionary <MarketDataId <object>, ?> valuesMap = ImmutableMap.of(CURVE_ID_DSC, curve, CURVE_ID_FWD, curve); MarketData md = MarketData.of(date(2016, 6, 30), valuesMap); assertSerialization(test.marketDataView(md)); assertSerialization(test.ratesProvider(md)); }
//------------------------------------------------------------------------- public virtual void coverage() { ImmutableMap <Currency, CurveId> discounts = ImmutableMap.of(USD, CURVE_ID_DSC); ImmutableMap <Index, CurveId> forwards = ImmutableMap.of(USD_LIBOR_3M, CURVE_ID_FWD); DefaultRatesMarketDataLookup test = DefaultRatesMarketDataLookup.of(discounts, forwards, ObservableSource.NONE, FxRateLookup.ofRates()); coverImmutableBean(test); ImmutableMap <Currency, CurveId> discounts2 = ImmutableMap.of(GBP, CURVE_ID_DSC); ImmutableMap <Index, CurveId> forwards2 = ImmutableMap.of(GBP_LIBOR_3M, CURVE_ID_FWD); DefaultRatesMarketDataLookup test2 = DefaultRatesMarketDataLookup.of(discounts2, forwards2, OBS_SOURCE, FxRateLookup.ofRates(EUR)); coverBeanEquals(test, test2); // related coverage coverImmutableBean((ImmutableBean)test.marketDataView(MOCK_CALC_MARKET_DATA)); DefaultRatesScenarioMarketData.meta(); coverImmutableBean((ImmutableBean)test.marketDataView(MOCK_MARKET_DATA)); DefaultRatesMarketData.meta(); coverImmutableBean((ImmutableBean)test.marketDataView(MOCK_MARKET_DATA).ratesProvider()); DefaultLookupRatesProvider.meta(); }
private readonly FxRateProvider fxRateProvider; // derived //------------------------------------------------------------------------- /// <summary> /// Obtains an instance based on a lookup and market data. /// <para> /// The lookup provides the mapping from currency to discount curve, and from /// index to forward curve. The curves are in the market data. /// /// </para> /// </summary> /// <param name="lookup"> the lookup </param> /// <param name="marketData"> the market data </param> /// <returns> the rates provider </returns> public static DefaultLookupRatesProvider of(DefaultRatesMarketDataLookup lookup, MarketData marketData) { return(new DefaultLookupRatesProvider(lookup, marketData)); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @ImmutableConstructor private DefaultLookupRatesProvider(DefaultRatesMarketDataLookup lookup, com.opengamma.strata.data.MarketData marketData) private DefaultLookupRatesProvider(DefaultRatesMarketDataLookup lookup, MarketData marketData) { this.lookup = ArgChecker.notNull(lookup, "lookup"); this.marketData = ArgChecker.notNull(marketData, "marketData"); this.fxRateProvider = lookup.fxRateProvider(marketData); }