private static Multimap <LocalDate, Curve> parseSingle(System.Predicate <LocalDate> datePredicate, CharSource curvesResource, IDictionary <CurveName, LoadedCurveSettings> settingsMap)
{
CsvFile csv = CsvFile.of(curvesResource, true);
IDictionary <LoadedCurveKey, IList <LoadedCurveNode> > allNodes = new Dictionary <LoadedCurveKey, IList <LoadedCurveNode> >();
foreach (CsvRow row in csv.rows())
{
string dateStr = row.getField(CURVE_DATE);
string curveNameStr = row.getField(CURVE_NAME);
string pointDateStr = row.getField(CURVE_POINT_DATE);
string pointValueStr = row.getField(CURVE_POINT_VALUE);
string pointLabel = row.getField(CURVE_POINT_LABEL);
LocalDate date = LoaderUtils.parseDate(dateStr);
if (datePredicate(date))
{
LocalDate pointDate = LoaderUtils.parseDate(pointDateStr);
double pointValue = Convert.ToDouble(pointValueStr);
LoadedCurveKey key = LoadedCurveKey.of(date, CurveName.of(curveNameStr));
IList <LoadedCurveNode> curveNodes = allNodes.computeIfAbsent(key, k => new List <LoadedCurveNode>());
curveNodes.Add(LoadedCurveNode.of(pointDate, pointValue, pointLabel));
}
}
return(buildCurves(settingsMap, allNodes));
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
LoadedCurveKey other = (LoadedCurveKey)obj;
return(JodaBeanUtils.equal(curveDate, other.curveDate) && JodaBeanUtils.equal(curveName, other.curveName));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
coverPrivateConstructor(typeof(RatesCurvesCsvLoader));
LoadedCurveKey.meta();
coverImmutableBean(LoadedCurveKey.of(CURVE_DATE, CurveName.of("Test")));
LoadedCurveNode.meta();
coverImmutableBean(LoadedCurveNode.of(CURVE_DATE, 1d, "Test"));
LoadedCurveSettings.meta();
LoadedCurveSettings settings1 = LoadedCurveSettings.of(CurveName.of("Test"), ValueType.YEAR_FRACTION, ValueType.ZERO_RATE, DayCounts.ACT_365F, CurveInterpolators.LINEAR, CurveExtrapolators.FLAT, CurveExtrapolators.FLAT);
LoadedCurveSettings settings2 = LoadedCurveSettings.of(CurveName.of("Test2"), ValueType.YEAR_FRACTION, ValueType.DISCOUNT_FACTOR, DayCounts.ACT_ACT_ISDA, CurveInterpolators.LOG_LINEAR, CurveExtrapolators.LINEAR, CurveExtrapolators.LINEAR);
coverImmutableBean(settings1);
coverBeanEquals(settings1, settings2);
}
private static Multimap <LocalDate, Curve> buildCurves(IDictionary <CurveName, LoadedCurveSettings> settingsMap, IDictionary <LoadedCurveKey, IList <LoadedCurveNode> > allNodes)
{
ImmutableMultimap.Builder <LocalDate, Curve> results = ImmutableMultimap.builder();
foreach (KeyValuePair <LoadedCurveKey, IList <LoadedCurveNode> > entry in allNodes.SetOfKeyValuePairs())
{
LoadedCurveKey key = entry.Key;
LoadedCurveSettings settings = settingsMap[key.CurveName];
if (settings == null)
{
throw new System.ArgumentException(Messages.format("Missing settings for curve: {}", key));
}
results.put(key.CurveDate, settings.createCurve(key.CurveDate, entry.Value));
}
return(results.build());
}
