private static MarketDataFxRateProvider provider2() { IDictionary <FxRateId, FxRate> marketDataMap = ImmutableMap.of(FxRateId.of(EUR, USD), FxRate.of(EUR, USD, EUR_USD), FxRateId.of(EUR, BEF), FxRate.of(EUR, BEF, EUR_BEF), FxRateId.of(GBP, USD), FxRate.of(GBP, USD, GBP_USD)); MarketData marketData = ImmutableMarketData.of(VAL_DATE, marketDataMap); return(MarketDataFxRateProvider.of(marketData, ObservableSource.NONE, GBP)); }
//------------------------------------------------------------------------- private static MarketDataFxRateProvider provider() { IDictionary <FxRateId, FxRate> marketDataMap = ImmutableMap.of(FxRateId.of(EUR, USD, OBS_SOURCE), FxRate.of(EUR, USD, EUR_USD)); MarketData marketData = ImmutableMarketData.of(VAL_DATE, marketDataMap); return(MarketDataFxRateProvider.of(marketData, OBS_SOURCE, GBP)); }
//------------------------------------------------------------------------- public virtual void coverage() { ExtendedMarketData <string> test = ExtendedMarketData.of(ID1, VAL1, BASE_DATA); coverImmutableBean(test); ExtendedMarketData <string> test2 = ExtendedMarketData.of(ID2, VAL2, ImmutableMarketData.of(VAL_DATE, ImmutableMap.of())); coverBeanEquals(test, test2); }
private static ImmutableMarketData baseData() { //JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET: //ORIGINAL LINE: java.util.Map<MarketDataId<?>, Object> dataMap = com.google.common.collect.ImmutableMap.of(ID1, VAL1, ID2, VAL2); IDictionary <MarketDataId <object>, object> dataMap = ImmutableMap.of(ID1, VAL1, ID2, VAL2); IDictionary <ObservableId, LocalDateDoubleTimeSeries> timeSeriesMap = ImmutableMap.of(ID4, TIME_SERIES); return(ImmutableMarketData.builder(VAL_DATE).values(dataMap).timeSeries(timeSeriesMap).build()); }
public virtual void cross_counter() { IDictionary <FxRateId, FxRate> marketDataMap = ImmutableMap.of(FxRateId.of(EUR, USD), FxRate.of(EUR, USD, EUR_USD), FxRateId.of(EUR, BEF), FxRate.of(EUR, BEF, EUR_BEF)); MarketData marketData = ImmutableMarketData.of(VAL_DATE, marketDataMap); FxRateProvider fx = MarketDataFxRateProvider.of(marketData); assertEquals(fx.fxRate(USD, BEF), EUR_BEF / EUR_USD, 1.0E-10); assertEquals(fx.fxRate(BEF, USD), EUR_USD / EUR_BEF, 1.0E-10); }
public virtual void cross_base() { IDictionary <FxRateId, FxRate> marketDataMap = ImmutableMap.of(FxRateId.of(EUR, USD), FxRate.of(EUR, USD, EUR_USD), FxRateId.of(GBP, USD), FxRate.of(GBP, USD, GBP_USD)); MarketData marketData = ImmutableMarketData.of(VAL_DATE, marketDataMap); FxRateProvider fx = MarketDataFxRateProvider.of(marketData); assertEquals(fx.fxRate(GBP, EUR), GBP_USD / EUR_USD, 1.0E-10); assertEquals(fx.fxRate(EUR, GBP), EUR_USD / GBP_USD, 1.0E-10); }
//------------------------------------------------------------------------- public virtual void test_builder() { ImmutableMarketData test = ImmutableMarketData.builder(VAL_DATE.plusDays(1)).valuationDate(VAL_DATE).addValue(ID1, "123").addValueUnsafe(ID2, "124").addValueMap(ImmutableMap.of(ID3, "201")).addTimeSeries(ID4, TIME_SERIES).build(); assertEquals(test.ValuationDate, VAL_DATE); assertEquals(test.Values.get(ID1), "123"); assertEquals(test.Values.get(ID2), "124"); assertEquals(test.Ids, ImmutableSet.of(ID1, ID2, ID3)); assertEquals(test.TimeSeries.get(ID4), TIME_SERIES); }
public virtual void cross_specified() { IDictionary <FxRateId, FxRate> marketDataMap = ImmutableMap.of(FxRateId.of(EUR, CHF), FxRate.of(EUR, CHF, EUR_CHF), FxRateId.of(GBP, CHF), FxRate.of(GBP, CHF, GBP_CHF)); MarketData marketData = ImmutableMarketData.of(VAL_DATE, marketDataMap); FxRateProvider fx = MarketDataFxRateProvider.of(marketData, ObservableSource.NONE, CHF); assertEquals(fx.fxRate(GBP, EUR), GBP_CHF / EUR_CHF, 1.0E-10); assertEquals(fx.fxRate(EUR, GBP), EUR_CHF / GBP_CHF, 1.0E-10); assertThrows(() => fx.fxRate(EUR, USD), typeof(MarketDataNotFoundException)); }
//------------------------------------------------------------------------- public virtual void coverage() { //JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET: //ORIGINAL LINE: java.util.Map<MarketDataId<?>, Object> dataMap = com.google.common.collect.ImmutableMap.of(ID1, VAL1); IDictionary <MarketDataId <object>, object> dataMap = ImmutableMap.of(ID1, VAL1); ImmutableMarketData test = ImmutableMarketData.of(VAL_DATE, dataMap); coverImmutableBean(test); //JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET: //ORIGINAL LINE: java.util.Map<MarketDataId<?>, Object> dataMap2 = com.google.common.collect.ImmutableMap.of(ID2, VAL2); IDictionary <MarketDataId <object>, object> dataMap2 = ImmutableMap.of(ID2, VAL2); ImmutableMarketData test2 = ImmutableMarketData.of(VAL_DATE.minusDays(1), dataMap2); coverBeanEquals(test, test2); }
/// <summary> /// Combines this set of market data with another. /// <para> /// The result combines both sets of market data. /// Values are taken from this set of market data if available, otherwise they are taken /// from the other set. /// </para> /// <para> /// The valuation dates of the sets of market data must be the same. /// /// </para> /// </summary> /// <param name="other"> the other market data </param> /// <returns> the combined market data </returns> public ImmutableMarketData combinedWith(ImmutableMarketData other) { //JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET: //ORIGINAL LINE: java.util.Map<MarketDataId<?>, Object> combinedValues = new java.util.HashMap<>(other.values); IDictionary <MarketDataId <object>, object> combinedValues = new Dictionary <MarketDataId <object>, object>(other.values); //JAVA TO C# CONVERTER TODO TASK: There is no .NET Dictionary equivalent to the Java 'putAll' method: combinedValues.putAll(values); Dictionary <ObservableId, LocalDateDoubleTimeSeries> combinedTimeSeries = new Dictionary <ObservableId, LocalDateDoubleTimeSeries>(other.timeSeries); //JAVA TO C# CONVERTER TODO TASK: There is no .NET Dictionary equivalent to the Java 'putAll' method: combinedTimeSeries.putAll(timeSeries); if (!valuationDate.Equals(other.valuationDate)) { throw new System.ArgumentException("Unable to combine market data instances with different valuation dates"); } return(new ImmutableMarketData(valuationDate, combinedValues, combinedTimeSeries)); }
public virtual void test_builder_badType() { assertThrows(() => ImmutableMarketData.builder(VAL_DATE).addValueUnsafe(ID1, 123d), typeof(System.InvalidCastException)); }