static CreditRatesMarketDataLookupTest() { ImmutableMap <Pair <StandardId, Currency>, CurveId> creditCurve = ImmutableMap.of(Pair.of(ISSUER_A, USD), CC_A_USD, Pair.of(ISSUER_B, GBP), CC_B_GBP, Pair.of(ISSUER_A, GBP), CC_A_GBP); ImmutableMap <Currency, CurveId> discoutCurve = ImmutableMap.of(USD, DC_USD, GBP, DC_GBP); ImmutableMap <StandardId, CurveId> recoveryCurve = ImmutableMap.of(ISSUER_A, RC_A, ISSUER_B, RC_B); LOOKUP_WITH_SOURCE = CreditRatesMarketDataLookup.of(creditCurve, discoutCurve, recoveryCurve, OBS_SOURCE); LOOKUP = CreditRatesMarketDataLookup.of(creditCurve, discoutCurve, recoveryCurve); }
//------------------------------------------------------------------------- public virtual void coverage() { coverImmutableBean((ImmutableBean)LOOKUP_WITH_SOURCE); ImmutableMap <Pair <StandardId, Currency>, CurveId> ccMap = ImmutableMap.of(Pair.of(ISSUER_A, USD), CC_A_USD); ImmutableMap <Currency, CurveId> dcMap = ImmutableMap.of(USD, DC_USD); ImmutableMap <StandardId, CurveId> rcMap = ImmutableMap.of(ISSUER_A, RC_A); CreditRatesMarketDataLookup test2 = CreditRatesMarketDataLookup.of(ccMap, dcMap, rcMap); coverBeanEquals((ImmutableBean)LOOKUP_WITH_SOURCE, (ImmutableBean)test2); // related coverage coverImmutableBean((ImmutableBean)LOOKUP_WITH_SOURCE.marketDataView(MOCK_CALC_MARKET_DATA)); DefaultCreditRatesScenarioMarketData.meta(); coverImmutableBean((ImmutableBean)LOOKUP_WITH_SOURCE.marketDataView(MOCK_MARKET_DATA)); DefaultCreditRatesMarketData.meta(); coverImmutableBean((ImmutableBean)LOOKUP_WITH_SOURCE.marketDataView(MOCK_MARKET_DATA).creditRatesProvider()); DefaultLookupCreditRatesProvider.meta(); }