public virtual void test_map()
{
assertEquals(LOOKUP.queryType(), typeof(CreditRatesMarketDataLookup));
assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_A, USD), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_A_USD, DC_USD, RC_A).outputCurrencies(USD).build());
assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_A, GBP), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_A_GBP, DC_GBP, RC_A).outputCurrencies(GBP).build());
assertEquals(LOOKUP_WITH_SOURCE.requirements(ISSUER_B, GBP), FunctionRequirements.builder().observableSource(OBS_SOURCE).valueRequirements(CC_B_GBP, DC_GBP, RC_B).outputCurrencies(GBP).build());
assertEquals(LOOKUP.requirements(ISSUER_A, USD), FunctionRequirements.builder().valueRequirements(CC_A_USD, DC_USD, RC_A).outputCurrencies(USD).build());
assertEquals(LOOKUP.requirements(ISSUER_A, GBP), FunctionRequirements.builder().valueRequirements(CC_A_GBP, DC_GBP, RC_A).outputCurrencies(GBP).build());
assertEquals(LOOKUP.requirements(ISSUER_B, GBP), FunctionRequirements.builder().valueRequirements(CC_B_GBP, DC_GBP, RC_B).outputCurrencies(GBP).build());
assertThrowsIllegalArg(() => LOOKUP.requirements(ISSUER_A, EUR));
assertThrowsIllegalArg(() => LOOKUP.requirements(ISSUER_C, USD));
assertEquals(LOOKUP.creditRatesProvider(MOCK_MARKET_DATA), DefaultLookupCreditRatesProvider.of((DefaultCreditRatesMarketDataLookup)LOOKUP, MOCK_MARKET_DATA));
}
//-------------------------------------------------------------------------
public virtual FunctionRequirements requirements(CdsIndexTrade trade, ISet <Measure> measures, CalculationParameters parameters, ReferenceData refData)
{
// extract data from product
CdsIndex product = trade.Product;
StandardId legalEntityId = product.CdsIndexId;
Currency currency = product.Currency;
// use lookup to build requirements
CreditRatesMarketDataLookup lookup = parameters.getParameter(typeof(CreditRatesMarketDataLookup));
return(lookup.requirements(legalEntityId, currency));
}