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();
}
