//JAVA TO C# CONVERTER WARNING: Method 'throws' clauses are not available in .NET:
//ORIGINAL LINE: public void test_test_writeCurveGroupDefinition_roundtrip() throws Exception
public virtual void test_test_writeCurveGroupDefinition_roundtrip()
{
IList <RatesCurveGroupDefinition> defn = RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1));
File tempFile = File.createTempFile("TestCurveGroupLoading", "csv");
tempFile.deleteOnExit();
RatesCurveGroupDefinitionCsvLoader.writeCurveGroupDefinition(tempFile, defn[0]);
assertEquals(RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.ofFile(tempFile)), defn);
}
//-------------------------------------------------------------------------
public virtual void test_loadCurveGroupDefinition()
{
IList <RatesCurveGroupDefinition> defns = RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1));
assertEquals(defns.Count, 1);
RatesCurveGroupDefinition defn = defns[0];
assertEquals(defn.Entries.get(0), RatesCurveGroupEntry.builder().curveName(CurveName.of("USD-Disc")).discountCurrencies(USD).build());
assertEquals(defn.Entries.get(1), RatesCurveGroupEntry.builder().curveName(CurveName.of("USD-3ML")).indices(USD_LIBOR_3M).build());
}
// parse based on pre-parsed seasonality
private static ImmutableMap <CurveGroupName, RatesCurveGroupDefinition> parse0(CharSource groupsCharSource, CharSource settingsCharSource, IDictionary <CurveName, SeasonalityDefinition> seasonality, ICollection <CharSource> curveNodeCharSources)
{
// load curve groups and settings
IList <RatesCurveGroupDefinition> curveGroups = RatesCurveGroupDefinitionCsvLoader.parseCurveGroupDefinitions(groupsCharSource);
IDictionary <CurveName, LoadedCurveSettings> settingsMap = RatesCurvesCsvLoader.parseCurveSettings(settingsCharSource);
// load curve definitions
IList <CurveDefinition> curveDefinitions = curveNodeCharSources.stream().flatMap(res => parseSingle(res, settingsMap).stream()).collect(toImmutableList());
// Add the curve definitions to the curve group definitions
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
return(curveGroups.Select(groupDefinition => groupDefinition.withCurveDefinitions(curveDefinitions).withSeasonalityDefinitions(seasonality)).collect(toImmutableMap(groupDefinition => groupDefinition.Name)));
}
public virtual void test_writeCurveGroup()
{
IList <RatesCurveGroup> curveGroups = RatesCurvesCsvLoader.load(CURVE_DATE, ResourceLocator.of(GROUPS_1), ResourceLocator.of(SETTINGS_1), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
Appendable underlying = new StringBuilder();
RatesCurveGroupDefinitionCsvLoader.writeCurveGroup(underlying, curveGroups[0]);
string created = underlying.ToString();
string expected = "Group Name,Curve Type,Reference,Curve Name" + Environment.NewLine +
"Default,discount,USD,USD-Disc" + Environment.NewLine +
"Default,forward,USD-LIBOR-3M,USD-3ML" + Environment.NewLine;
assertEquals(created, expected);
}
//-------------------------------------------------------------------------
public virtual void test_writeCurveGroupDefinition()
{
RatesCurveGroupDefinition defn = RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1))[0];
Appendable underlying = new StringBuilder();
RatesCurveGroupDefinitionCsvLoader.writeCurveGroupDefinition(underlying, defn);
string created = underlying.ToString();
string expected = "Group Name,Curve Type,Reference,Curve Name" + Environment.NewLine +
"Default,discount,USD,USD-Disc" + Environment.NewLine +
"Default,forward,USD-LIBOR-3M,USD-3ML" + Environment.NewLine +
"Default,forward,US-CPI-U,USD-CPI" + Environment.NewLine;
assertEquals(created, expected);
}
//-------------------------------------------------------------------------
/// <summary>
/// Parses one or more CSV format curve files for all available dates.
/// <para>
/// A predicate is specified that is used to filter the dates that are returned.
/// This could match a single date, a set of dates or all dates.
/// </para>
/// <para>
/// If the files contain a duplicate entry an exception will be thrown.
///
/// </para>
/// </summary>
/// <param name="datePredicate"> the predicate used to select the dates </param>
/// <param name="groupsCharSource"> the curve groups CSV character source </param>
/// <param name="settingsCharSource"> the curve settings CSV character source </param>
/// <param name="curveValueCharSources"> the CSV character sources for curves </param>
/// <returns> the loaded curves, mapped by date and identifier </returns>
/// <exception cref="IllegalArgumentException"> if the files contain a duplicate entry </exception>
public static ImmutableListMultimap <LocalDate, RatesCurveGroup> parse(System.Predicate <LocalDate> datePredicate, CharSource groupsCharSource, CharSource settingsCharSource, ICollection <CharSource> curveValueCharSources)
{
IList <RatesCurveGroupDefinition> curveGroups = RatesCurveGroupDefinitionCsvLoader.parseCurveGroupDefinitions(groupsCharSource);
IDictionary <LocalDate, IDictionary <CurveName, Curve> > curves = parseCurves(datePredicate, settingsCharSource, curveValueCharSources);
ImmutableListMultimap.Builder <LocalDate, RatesCurveGroup> builder = ImmutableListMultimap.builder();
foreach (RatesCurveGroupDefinition groupDefinition in curveGroups)
{
foreach (KeyValuePair <LocalDate, IDictionary <CurveName, Curve> > entry in curves.SetOfKeyValuePairs())
{
RatesCurveGroup curveGroup = RatesCurveGroup.ofCurves(groupDefinition, entry.Value.values());
builder.put(entry.Key, curveGroup);
}
}
return(builder.build());
}