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 IborFutureOptionVolatilities volatilities(IborIndex index) { return(lookup.volatilities(index, marketData)); }