private static Tuple<int, int> GetCount(MarketDataSnapshotProcessor dataSnapshotProcessor)
{
int count = dataSnapshotProcessor.Snapshot.GlobalValues.Values.Count;
int ycCount = dataSnapshotProcessor.Snapshot.YieldCurves.Any() ? dataSnapshotProcessor.Snapshot.YieldCurves.First().Value.Values.Values.Count : 0;
return Tuple.Create(count, ycCount);
}
private static void CheckYieldCurves(MarketDataSnapshotProcessor dataSnapshotProcessor, Dictionary<YieldCurveKey, Tuple<YieldCurve, InterpolatedYieldCurveSpecificationWithSecurities, NodalDoublesCurve>> valuedCurves)
{
var unexpectedCurves = valuedCurves.Keys.Except(dataSnapshotProcessor.Snapshot.YieldCurves.Keys);
if (unexpectedCurves.Any())
{
Assert.False(true, string.Format(
"Found {0} curves which weren't in snapshot",
string.Join(",", unexpectedCurves)));
}
}
private static void GetAndCheckYieldCurves(MarketDataSnapshotProcessor dataSnapshotProcessor)
{
var valuedCurves = dataSnapshotProcessor.GetYieldCurves();
CheckYieldCurves(dataSnapshotProcessor, valuedCurves);
}
public MarketDataSnapshotProcessor CreateFromViewDefinition(ViewDefinition definition, CancellationToken ct = default(CancellationToken))
{
return(MarketDataSnapshotProcessor.Create(_remoteEngineContext, definition, ct));
}