//-------------------------------------------------------------------------
public virtual void test_of_map()
{
ImmutableMap <SecurityId, RepoGroup> repoSecurityGroups = ImmutableMap.of(SEC_A1, GROUP_REPO_X);
ImmutableMap <LegalEntityId, RepoGroup> repoGroups = ImmutableMap.of(ISSUER_A, GROUP_REPO_Y, ISSUER_B, GROUP_REPO_Y, ISSUER_C, GROUP_REPO_Y, ISSUER_D, GROUP_REPO_Y);
ImmutableMap <Pair <RepoGroup, Currency>, CurveId> repoCurves = ImmutableMap.of(Pair.of(GROUP_REPO_X, USD), CURVE_ID_USD1, Pair.of(GROUP_REPO_Y, USD), CURVE_ID_USD2, Pair.of(GROUP_REPO_Y, GBP), CURVE_ID_GBP1);
ImmutableMap <LegalEntityId, LegalEntityGroup> issuerGroups = ImmutableMap.of(ISSUER_A, GROUP_ISSUER_M, ISSUER_B, GROUP_ISSUER_N, ISSUER_C, GROUP_ISSUER_M);
ImmutableMap <Pair <LegalEntityGroup, Currency>, CurveId> issuerCurves = ImmutableMap.of(Pair.of(GROUP_ISSUER_M, USD), CURVE_ID_USD3, Pair.of(GROUP_ISSUER_N, USD), CURVE_ID_USD4, Pair.of(GROUP_ISSUER_N, GBP), CURVE_ID_GBP2);
LegalEntityDiscountingMarketDataLookup test = LegalEntityDiscountingMarketDataLookup.of(repoSecurityGroups, repoGroups, repoCurves, issuerGroups, issuerCurves);
assertEquals(test.queryType(), typeof(LegalEntityDiscountingMarketDataLookup));
assertEquals(test.requirements(SEC_A1, ISSUER_A, USD), FunctionRequirements.builder().valueRequirements(CURVE_ID_USD1, CURVE_ID_USD3).outputCurrencies(USD).build());
assertEquals(test.requirements(SEC_A2, ISSUER_A, USD), FunctionRequirements.builder().valueRequirements(CURVE_ID_USD2, CURVE_ID_USD3).outputCurrencies(USD).build());
assertEquals(test.requirements(SEC_B1, ISSUER_B, USD), FunctionRequirements.builder().valueRequirements(CURVE_ID_USD2, CURVE_ID_USD4).outputCurrencies(USD).build());
assertEquals(test.requirements(SEC_B1, ISSUER_B, GBP), FunctionRequirements.builder().valueRequirements(CURVE_ID_GBP1, CURVE_ID_GBP2).outputCurrencies(GBP).build());
assertThrowsIllegalArg(() => test.requirements(SEC_B1, LegalEntityId.of("XXX", "XXX"), GBP));
assertThrowsIllegalArg(() => test.requirements(SecurityId.of("XXX", "XXX"), LegalEntityId.of("XXX", "XXX"), GBP));
assertThrowsIllegalArg(() => test.requirements(SEC_A1, ISSUER_A, GBP));
assertThrowsIllegalArg(() => test.requirements(SEC_C1, ISSUER_C, GBP));
assertThrowsIllegalArg(() => test.requirements(SEC_D1, ISSUER_D, GBP));
assertEquals(test.discountingProvider(MOCK_MARKET_DATA), DefaultLookupLegalEntityDiscountingProvider.of((DefaultLegalEntityDiscountingMarketDataLookup)test, MOCK_MARKET_DATA));
}
//-------------------------------------------------------------------------
public virtual void test_of_single()
{
IborFutureOptionMarketDataLookup test = IborFutureOptionMarketDataLookup.of(USD_LIBOR_3M, VOL_ID1);
assertEquals(test.queryType(), typeof(IborFutureOptionMarketDataLookup));
assertEquals(test.VolatilityIndices, ImmutableSet.of(USD_LIBOR_3M));
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)));
}
//-------------------------------------------------------------------------
public virtual void test_of_single()
{
FxOptionMarketDataLookup test = FxOptionMarketDataLookup.of(EUR_USD, VOL_ID1);
assertEquals(test.queryType(), typeof(FxOptionMarketDataLookup));
assertEquals(test.VolatilityCurrencyPairs, ImmutableSet.of(EUR_USD));
assertEquals(test.getVolatilityIds(EUR_USD), ImmutableSet.of(VOL_ID1));
assertThrowsIllegalArg(() => test.getVolatilityIds(GBP_USD));
assertEquals(test.requirements(EUR_USD), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertEquals(test.requirements(ImmutableSet.of(EUR_USD)), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertThrowsIllegalArg(() => test.requirements(ImmutableSet.of(EUR_GBP)));
}
//-------------------------------------------------------------------------
public virtual void test_of_single()
{
BondFutureOptionMarketDataLookup test = BondFutureOptionMarketDataLookup.of(SEC_OG1, VOL_ID1);
assertEquals(test.queryType(), typeof(BondFutureOptionMarketDataLookup));
assertEquals(test.VolatilitySecurityIds, ImmutableSet.of(SEC_OG1));
assertEquals(test.getVolatilityIds(SEC_OG1), ImmutableSet.of(VOL_ID1));
assertThrowsIllegalArg(() => test.getVolatilityIds(SEC_OG2));
assertEquals(test.requirements(SEC_OG1), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertEquals(test.requirements(ImmutableSet.of(SEC_OG1)), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertThrowsIllegalArg(() => test.requirements(ImmutableSet.of(SEC_OG3)));
}
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 virtual void test_of_map()
{
ImmutableMap <CurrencyPair, FxOptionVolatilitiesId> ids = ImmutableMap.of(EUR_USD, VOL_ID1, GBP_USD, VOL_ID1);
FxOptionMarketDataLookup test = FxOptionMarketDataLookup.of(ids);
assertEquals(test.queryType(), typeof(FxOptionMarketDataLookup));
assertEquals(test.VolatilityCurrencyPairs, ImmutableSet.of(EUR_USD, GBP_USD));
assertEquals(test.getVolatilityIds(EUR_USD), ImmutableSet.of(VOL_ID1));
assertThrowsIllegalArg(() => test.getVolatilityIds(EUR_GBP));
assertEquals(test.requirements(EUR_USD), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertEquals(test.requirements(ImmutableSet.of(EUR_USD)), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertThrowsIllegalArg(() => test.requirements(ImmutableSet.of(EUR_GBP)));
assertEquals(test.volatilities(EUR_USD, MOCK_MARKET_DATA), MOCK_VOLS);
assertThrowsIllegalArg(() => test.volatilities(EUR_GBP, MOCK_MARKET_DATA));
}
public virtual void test_of_map()
{
ImmutableMap <SecurityId, BondFutureVolatilitiesId> ids = ImmutableMap.of(SEC_OG1, VOL_ID1, SEC_OG2, VOL_ID1);
BondFutureOptionMarketDataLookup test = BondFutureOptionMarketDataLookup.of(ids);
assertEquals(test.queryType(), typeof(BondFutureOptionMarketDataLookup));
assertEquals(test.VolatilitySecurityIds, ImmutableSet.of(SEC_OG1, SEC_OG2));
assertEquals(test.getVolatilityIds(SEC_OG1), ImmutableSet.of(VOL_ID1));
assertThrowsIllegalArg(() => test.getVolatilityIds(SEC_OG3));
assertEquals(test.requirements(SEC_OG1), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertEquals(test.requirements(ImmutableSet.of(SEC_OG1)), FunctionRequirements.builder().valueRequirements(VOL_ID1).build());
assertThrowsIllegalArg(() => test.requirements(ImmutableSet.of(SEC_OG3)));
assertEquals(test.volatilities(SEC_OG1, MOCK_MARKET_DATA), MOCK_VOLS);
assertThrowsIllegalArg(() => test.volatilities(SEC_OG3, MOCK_MARKET_DATA));
}
