public virtual void test_of_FunctionsParametersObject() { CalculationRules test = CalculationRules.of(FUNCTIONS, CalculationParameters.of(PARAM)); assertEquals(test.Functions, FUNCTIONS); assertEquals(test.ReportingCurrency, ReportingCurrency.NATURAL); assertEquals(test.Parameters, CalculationParameters.of(PARAM)); }
public virtual void test_of_All() { CalculationRules test = CalculationRules.of(FUNCTIONS, ReportingCurrency.of(USD), CalculationParameters.of(PARAM)); assertEquals(test.Functions, FUNCTIONS); assertEquals(test.ReportingCurrency, ReportingCurrency.of(USD)); assertEquals(test.Parameters, CalculationParameters.of(PARAM)); }
//------------------------------------------------------------------------- public virtual void coverage() { CalculationRules test = CalculationRules.of(FUNCTIONS); coverImmutableBean(test); CalculationRules test2 = CalculationRules.of(FUNCTIONS, USD); coverBeanEquals(test, test2); }
//------------------------------------------------------------------------- public virtual void calculate() { ImmutableList <CalculationTarget> targets = ImmutableList.of(TARGET); Column column1 = Column.of(TestingMeasures.PRESENT_VALUE); Column column2 = Column.of(TestingMeasures.BUCKETED_PV01); ImmutableList <Column> columns = ImmutableList.of(column1, column2); CalculationRules rules = CalculationRules.of(CalculationFunctions.empty()); MarketData md = MarketData.empty(date(2016, 6, 30)); ScenarioMarketData smd = ScenarioMarketData.empty(); // use of try-with-resources checks class is AutoCloseable using (CalculationRunner test = CalculationRunner.of(MoreExecutors.newDirectExecutorService())) { assertThat(test.calculate(rules, targets, columns, md, REF_DATA).get(0, 0).Failure).True; assertThat(test.calculateMultiScenario(rules, targets, columns, smd, REF_DATA).get(0, 0).Failure).True; } }