public virtual void test_of_list()
{
CalibrationMeasures test = CalibrationMeasures.of("Test", ImmutableList.of(TradeCalibrationMeasure.FRA_PAR_SPREAD, TradeCalibrationMeasure.SWAP_PAR_SPREAD));
assertThat(test.Name).isEqualTo("Test");
assertThat(test.TradeTypes).containsOnly(typeof(ResolvedFraTrade), typeof(ResolvedSwapTrade));
assertThat(test.ToString()).isEqualTo("Test");
}
public virtual void test_measureNotKnown()
{
CalibrationMeasures test = CalibrationMeasures.of("Test", TradeCalibrationMeasure.FRA_PAR_SPREAD);
assertThrowsIllegalArg(() => test.value(SwapDummyData.SWAP_TRADE, ImmutableRatesProviderSimpleData.IMM_PROV_EUR_FIX), "Trade type 'ResolvedSwapTrade' is not supported for calibration");
}
public virtual void test_of_duplicate()
{
assertThrowsIllegalArg(() => CalibrationMeasures.of("Test", TradeCalibrationMeasure.FRA_PAR_SPREAD, TradeCalibrationMeasure.FRA_PAR_SPREAD));
assertThrowsIllegalArg(() => CalibrationMeasures.of("Test", ImmutableList.of(TradeCalibrationMeasure.FRA_PAR_SPREAD, TradeCalibrationMeasure.FRA_PAR_SPREAD)));
}
