public virtual void test_fxProvider() { RatesMarketDataLookup test = RatesMarketDataLookup.of(ImmutableMap.of(), ImmutableMap.of()); LocalDate valDate = date(2015, 6, 30); FxRateId gbpUsdId = FxRateId.of(GBP, USD); FxRate gbpUsdRate = FxRate.of(GBP, USD, 1.6); MarketData md = ImmutableMarketData.of(valDate, ImmutableMap.of(gbpUsdId, gbpUsdRate)); FxRateProvider fxProvider = test.fxRateProvider(md); assertEquals(fxProvider.fxRate(GBP, USD), 1.6); assertEquals(test.marketDataView(md).fxRateProvider().fxRate(GBP, USD), 1.6); assertThrows(() => fxProvider.fxRate(EUR, USD), typeof(MarketDataNotFoundException)); }