//-------------------------------------------------------------------------
public virtual void test_addScenarioValueMap()
{
FxRateId eurGbpId = FxRateId.of(Currency.EUR, Currency.GBP);
FxRateId eurUsdId = FxRateId.of(Currency.EUR, Currency.USD);
FxRateScenarioArray eurGbpRates = FxRateScenarioArray.of(Currency.EUR, Currency.GBP, DoubleArray.of(0.79, 0.8, 0.81));
FxRateScenarioArray eurUsdRates = FxRateScenarioArray.of(Currency.EUR, Currency.USD, DoubleArray.of(1.09, 1.1, 1.11));
IDictionary <FxRateId, FxRateScenarioArray> values = ImmutableMap.of(eurGbpId, eurGbpRates, eurUsdId, eurUsdRates);
ImmutableScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE).addScenarioValueMap(values).build();
assertEquals(marketData.ScenarioCount, 3);
assertEquals(marketData.Ids, ImmutableSet.of(eurGbpId, eurUsdId));
assertEquals(marketData.getValue(eurGbpId), MarketDataBox.ofScenarioValue(eurGbpRates));
assertEquals(marketData.getValue(eurUsdId), MarketDataBox.ofScenarioValue(eurUsdRates));
}
public virtual void test_addSingleAndBox()
{
FxRateId eurGbpId = FxRateId.of(Currency.EUR, Currency.GBP);
FxRateId eurUsdId = FxRateId.of(Currency.EUR, Currency.USD);
FxRate eurGbpRate = FxRate.of(Currency.EUR, Currency.GBP, 0.8);
FxRate eurUsdRate1 = FxRate.of(Currency.EUR, Currency.USD, 1.1);
FxRate eurUsdRate2 = FxRate.of(Currency.EUR, Currency.USD, 1.2);
ImmutableScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE).addValue(eurGbpId, eurGbpRate).addBox(eurUsdId, MarketDataBox.ofScenarioValues(eurUsdRate1, eurUsdRate2)).build();
assertEquals(marketData.ScenarioCount, 2);
assertEquals(marketData.Ids, ImmutableSet.of(eurGbpId, eurUsdId));
assertEquals(marketData.getValue(eurGbpId), MarketDataBox.ofSingleValue(eurGbpRate));
assertEquals(marketData.getValue(eurUsdId), MarketDataBox.ofScenarioValues(eurUsdRate1, eurUsdRate2));
}
//-------------------------------------------------------------------------
public virtual void test_addValueMap()
{
FxRateId eurGbpId = FxRateId.of(Currency.EUR, Currency.GBP);
FxRateId eurUsdId = FxRateId.of(Currency.EUR, Currency.USD);
FxRate eurGbpRate = FxRate.of(Currency.EUR, Currency.GBP, 0.8);
FxRate eurUsdRate = FxRate.of(Currency.EUR, Currency.USD, 1.1);
IDictionary <FxRateId, FxRate> values = ImmutableMap.of(eurGbpId, eurGbpRate, eurUsdId, eurUsdRate);
ImmutableScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE).addValueMap(values).build();
assertEquals(marketData.ScenarioCount, 1);
assertEquals(marketData.Ids, ImmutableSet.of(eurGbpId, eurUsdId));
assertEquals(marketData.getValue(eurGbpId), MarketDataBox.ofSingleValue(eurGbpRate));
assertEquals(marketData.getValue(eurUsdId), MarketDataBox.ofSingleValue(eurUsdRate));
}