public virtual void test_of_map()
{
ImmutableMap <IborIndex, IborFutureOptionVolatilitiesId> ids = ImmutableMap.of(USD_LIBOR_3M, VOL_ID1, USD_LIBOR_6M, VOL_ID1);
IborFutureOptionMarketDataLookup test = IborFutureOptionMarketDataLookup.of(ids);
assertEquals(test.queryType(), typeof(IborFutureOptionMarketDataLookup));
assertEquals(test.VolatilityIndices, ImmutableSet.of(USD_LIBOR_3M, USD_LIBOR_6M));
assertEquals(test.getVolatilityIds(USD_LIBOR_3M), ImmutableSet.of(VOL_ID1));
assertThrowsIllegalArg(() => test.getVolatilityIds(GBP_LIBOR_3M));
assertEquals(test.requirements(USD_LIBOR_3M), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertEquals(test.requirements(ImmutableSet.of(USD_LIBOR_3M)), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertThrowsIllegalArg(() => test.requirements(ImmutableSet.of(GBP_LIBOR_3M)));
assertEquals(test.volatilities(USD_LIBOR_3M, MOCK_MARKET_DATA), MOCK_VOLS);
assertThrowsIllegalArg(() => test.volatilities(GBP_LIBOR_3M, MOCK_MARKET_DATA));
}
//-------------------------------------------------------------------------
public IborFutureOptionVolatilities volatilities(IborIndex index)
{
return(lookup.volatilities(index, marketData));
}