/// <summary> /// Tests the full set of results against a golden copy. /// </summary> public virtual void testResults() { IList <Trade> trades = ImmutableList.of(createTrade1()); IList <Column> columns = ImmutableList.of(Column.of(Measures.LEG_INITIAL_NOTIONAL), Column.of(Measures.PRESENT_VALUE), Column.of(Measures.LEG_PRESENT_VALUE), Column.of(Measures.PV01_CALIBRATED_SUM), Column.of(Measures.ACCRUED_INTEREST)); ExampleMarketDataBuilder marketDataBuilder = ExampleMarketData.builder(); LocalDate valuationDate = LocalDate.of(2009, 7, 31); CalculationRules rules = CalculationRules.of(StandardComponents.calculationFunctions(), Currency.USD, marketDataBuilder.ratesLookup(valuationDate)); MarketData marketData = marketDataBuilder.buildSnapshot(valuationDate); // using the direct executor means there is no need to close/shutdown the runner CalculationTasks tasks = CalculationTasks.of(rules, trades, columns, REF_DATA); MarketDataRequirements reqs = tasks.requirements(REF_DATA); MarketData calibratedMarketData = marketDataFactory().create(reqs, MarketDataConfig.empty(), marketData, REF_DATA); CalculationTaskRunner runner = CalculationTaskRunner.of(MoreExecutors.newDirectExecutorService()); Results results = runner.calculate(tasks, calibratedMarketData, REF_DATA); ReportCalculationResults calculationResults = ReportCalculationResults.of(valuationDate, trades, columns, results); TradeReportTemplate reportTemplate = ExampleData.loadTradeReportTemplate("swap-report-regression-test-template"); TradeReport tradeReport = TradeReport.of(calculationResults, reportTemplate); string expectedResults = ExampleData.loadExpectedResults("swap-report"); TradeReportRegressionTestUtils.assertAsciiTableEquals(tradeReport.toAsciiTableString(), expectedResults); }