//-------------------------------------------------------------------------
public virtual void test_defaultByCurrency_valid()
{
lock (this)
{
ImmutableMap <Currency, HolidayCalendarId> test = HolidayCalendarIniLookup.loadDefaultsFromIni("HolidayCalendarDefaultDataValid.ini");
assertEquals(test.size(), 2);
assertEquals(test.get(Currency.GBP), HolidayCalendarIds.GBLO);
assertEquals(test.get(Currency.USD), HolidayCalendarIds.NYSE);
}
}
public virtual void test_valid2()
{
ImmutableMap <string, HolidayCalendar> lookup = HolidayCalendarIniLookup.loadFromIni("HolidayCalendarDataValid2.ini");
assertEquals(lookup.size(), 1);
HolidayCalendar test = lookup.get("TEST-VALID");
assertTrue(test.isHoliday(date(2015, 1, 1)));
assertTrue(test.isHoliday(date(2015, 1, 6)));
assertTrue(test.isHoliday(date(2015, 4, 5)));
assertTrue(test.isHoliday(date(2015, 12, 25)));
assertTrue(test.isHoliday(date(2016, 1, 1)));
assertEquals(test.Name, "TEST-VALID");
assertEquals(test.ToString(), "HolidayCalendar[TEST-VALID]");
}
public virtual void test_builder_seasonality()
{
RatesCurveGroupDefinition test = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("Test")).addCurve(CURVE_DEFN1, GBP, GBP_LIBOR_1M, GBP_LIBOR_3M).addSeasonality(CURVE_NAME_I, SEASONALITY_ADDITIVE_DEF).build();
assertEquals(test.Name, CurveGroupName.of("Test"));
assertEquals(test.Entries, ImmutableList.of(ENTRY3));
assertEquals(test.findEntry(CurveName.of("Test")), ENTRY3);
assertEquals(test.findEntry(CurveName.of("Test2")), null);
assertEquals(test.findEntry(CurveName.of("Rubbish")), null);
assertEquals(test.findCurveDefinition(CurveName.of("Test")), CURVE_DEFN1);
assertEquals(test.findCurveDefinition(CurveName.of("Test2")), null);
assertEquals(test.findCurveDefinition(CurveName.of("Rubbish")), null);
ImmutableMap <CurveName, SeasonalityDefinition> seasonMap = test.SeasonalityDefinitions;
assertTrue(seasonMap.size() == 1);
assertEquals(seasonMap.get(CURVE_NAME_I), SEASONALITY_ADDITIVE_DEF);
}
