public virtual void test_ofMatrix_source() { FxRateLookup test = FxRateLookup.ofMatrix(FxMatrixId.of(OBS_SOURCE)); MarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(FxMatrixId.of(OBS_SOURCE), FxMatrix.of(GBP, USD, 1.5d)).build(); assertEquals(test.fxRateProvider(marketData).fxRate(GBP, USD), 1.5d); }
public virtual void coverage_matrix() { FxRateLookup test = FxRateLookup.ofMatrix(); coverImmutableBean((ImmutableBean)test); FxRateLookup test2 = FxRateLookup.ofMatrix(FxMatrixId.of(OBS_SOURCE)); coverBeanEquals((ImmutableBean)test, (ImmutableBean)test2); }