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)); }
//------------------------------------------------------------------------- public BondFutureVolatilities volatilities(SecurityId securityId) { return(lookup.volatilities(securityId, marketData)); }