public virtual MarketDataRequirements requirements(FxRateId id, MarketDataConfig marketDataConfig)
{
FxRateConfig fxRateConfig = marketDataConfig.get(typeof(FxRateConfig), id.ObservableSource);
Optional <QuoteId> optional = fxRateConfig.getObservableRateKey(id.Pair);
return(optional.map(key => MarketDataRequirements.of(key)).orElse(MarketDataRequirements.empty()));
}
public MarketDataRequirements requirements(RatesCurveInputsId id, MarketDataConfig marketDataConfig)
{
RatesCurveGroupDefinition groupConfig = marketDataConfig.get(typeof(RatesCurveGroupDefinition), id.CurveGroupName);
Optional <CurveDefinition> optionalDefinition = groupConfig.findCurveDefinition(id.CurveName);
if (!optionalDefinition.Present)
{
return(MarketDataRequirements.empty());
}
CurveDefinition definition = optionalDefinition.get();
return(MarketDataRequirements.builder().addValues(nodeRequirements(ImmutableList.of(definition))).build());
}
public virtual void requirementsNoConfigForPair()
{
FxRateMarketDataFunction function = new FxRateMarketDataFunction();
CurrencyPair gbpUsd = CurrencyPair.of(Currency.GBP, Currency.USD);
assertThat(function.requirements(FxRateId.of(gbpUsd), config())).isEqualTo(MarketDataRequirements.empty());
}
