private static IDictionary <CurveName, LoadedCurveSettings> parseCurveSettings(CharSource settingsResource)
{
ImmutableMap.Builder <CurveName, LoadedCurveSettings> builder = ImmutableMap.builder();
CsvFile csv = CsvFile.of(settingsResource, true);
foreach (CsvRow row in csv.rows())
{
string curveNameStr = row.getField(SETTINGS_CURVE_NAME);
string valueTypeStr = row.getField(SETTINGS_VALUE_TYPE);
string dayCountStr = row.getField(SETTINGS_DAY_COUNT);
string interpolatorStr = row.getField(SETTINGS_INTERPOLATOR);
string leftExtrapolatorStr = row.getField(SETTINGS_LEFT_EXTRAPOLATOR);
string rightExtrapolatorStr = row.getField(SETTINGS_RIGHT_EXTRAPOLATOR);
if (!VALUE_TYPE_MAP.containsKey(valueTypeStr.ToLower(Locale.ENGLISH)))
{
throw new System.ArgumentException(Messages.format("Unsupported {} in curve settings: {}", SETTINGS_VALUE_TYPE, valueTypeStr));
}
CurveName curveName = CurveName.of(curveNameStr);
ValueType valueType = VALUE_TYPE_MAP.get(valueTypeStr.ToLower(Locale.ENGLISH));
CurveInterpolator interpolator = CurveInterpolator.of(interpolatorStr);
CurveExtrapolator leftExtrap = CurveExtrapolator.of(leftExtrapolatorStr);
CurveExtrapolator rightExtrap = CurveExtrapolator.of(rightExtrapolatorStr);
// ONE_ONE day count is not used
DayCount dayCount = LoaderUtils.parseDayCount(dayCountStr);
LoadedCurveSettings settings = LoadedCurveSettings.of(curveName, ValueType.YEAR_FRACTION, valueType, dayCount, interpolator, leftExtrap, rightExtrap);
builder.put(curveName, settings);
}
return(builder.build());
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
coverPrivateConstructor(typeof(RatesCurvesCsvLoader));
LoadedCurveKey.meta();
coverImmutableBean(LoadedCurveKey.of(CURVE_DATE, CurveName.of("Test")));
LoadedCurveNode.meta();
coverImmutableBean(LoadedCurveNode.of(CURVE_DATE, 1d, "Test"));
LoadedCurveSettings.meta();
LoadedCurveSettings settings1 = LoadedCurveSettings.of(CurveName.of("Test"), ValueType.YEAR_FRACTION, ValueType.ZERO_RATE, DayCounts.ACT_365F, CurveInterpolators.LINEAR, CurveExtrapolators.FLAT, CurveExtrapolators.FLAT);
LoadedCurveSettings settings2 = LoadedCurveSettings.of(CurveName.of("Test2"), ValueType.YEAR_FRACTION, ValueType.DISCOUNT_FACTOR, DayCounts.ACT_ACT_ISDA, CurveInterpolators.LOG_LINEAR, CurveExtrapolators.LINEAR, CurveExtrapolators.LINEAR);
coverImmutableBean(settings1);
coverBeanEquals(settings1, settings2);
}