public virtual void test_multipleCurves()
{
Curve curve1 = ConstantCurve.of(CURVE_NAME1, (double)1);
Curve curve2 = ConstantCurve.of(CURVE_NAME2, (double)2);
CurveId curveId1 = CurveId.of(GROUP_NAME, CURVE_NAME1);
CurveId curveId2 = CurveId.of(GROUP_NAME, CURVE_NAME2);
RatesCurveGroupId groupId = RatesCurveGroupId.of(GROUP_NAME);
RatesCurveGroup curveGroup = RatesCurveGroup.of(GROUP_NAME, ImmutableMap.of(Currency.AUD, curve1, Currency.GBP, curve2), ImmutableMap.of());
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE).addValue(groupId, curveGroup).build();
MarketDataConfig config = MarketDataConfig.builder().add(GROUP_NAME, RatesCurveGroupDefinition.builder().name(GROUP_NAME).build()).build();
CurveMarketDataFunction test = new CurveMarketDataFunction();
MarketDataBox <Curve> result1 = test.build(curveId1, config, marketData, REF_DATA);
assertEquals(result1, MarketDataBox.ofSingleValue(curve1));
MarketDataBox <Curve> result2 = test.build(curveId2, config, marketData, REF_DATA);
assertEquals(result2, MarketDataBox.ofSingleValue(curve2));
}
//-------------------------------------------------------------------------
public virtual void test_singleCurve()
{
Curve curve = ConstantCurve.of(CURVE_NAME1, (double)1);
CurveId curveId1 = CurveId.of(GROUP_NAME, CURVE_NAME1, OBS_SOURCE);
CurveId curveId2 = CurveId.of(GROUP_NAME, CURVE_NAME2, OBS_SOURCE);
CurveId curveId3 = CurveId.of(GROUP_NAME2, CURVE_NAME1, OBS_SOURCE);
RatesCurveGroupId groupId = RatesCurveGroupId.of(GROUP_NAME, OBS_SOURCE);
RatesCurveGroup curveGroup = RatesCurveGroup.of(GROUP_NAME, ImmutableMap.of(Currency.AUD, curve), ImmutableMap.of());
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE).addValue(groupId, curveGroup).build();
MarketDataConfig config = MarketDataConfig.builder().add(GROUP_NAME, RatesCurveGroupDefinition.builder().name(GROUP_NAME).build()).build();
CurveMarketDataFunction test = new CurveMarketDataFunction();
MarketDataRequirements reqs = test.requirements(curveId1, config);
assertEquals(reqs.NonObservables, ImmutableSet.of(groupId));
MarketDataBox <Curve> result = test.build(curveId1, config, marketData, REF_DATA);
assertEquals(result, MarketDataBox.ofSingleValue(curve));
assertThrowsIllegalArg(() => test.build(curveId2, config, marketData, REF_DATA));
assertThrowsIllegalArg(() => test.build(curveId3, config, marketData, REF_DATA));
}
