public virtual void test_standard() { CalculationFunctions test = StandardComponents.calculationFunctions(); assertEquals(test.findFunction(FraTradeCalculationFunctionTest.TRADE).Present, true); assertEquals(test.findFunction(FxSingleTradeCalculationFunctionTest.TRADE).Present, true); assertEquals(test.findFunction(FxNdfTradeCalculationFunctionTest.TRADE).Present, true); assertEquals(test.findFunction(FxSwapTradeCalculationFunctionTest.TRADE).Present, true); assertEquals(test.findFunction(SwapTradeCalculationFunctionTest.TRADE).Present, true); assertEquals(test.findFunction(TermDepositTradeCalculationFunctionTest.TRADE).Present, true); }
//------------------------------------------------------------------------- public virtual void calculate() { ImmutableList <CalculationTarget> targets = ImmutableList.of(TARGET); Column column1 = Column.of(TestingMeasures.PRESENT_VALUE); Column column2 = Column.of(TestingMeasures.BUCKETED_PV01); ImmutableList <Column> columns = ImmutableList.of(column1, column2); CalculationRules rules = CalculationRules.of(CalculationFunctions.empty()); MarketData md = MarketData.empty(date(2016, 6, 30)); ScenarioMarketData smd = ScenarioMarketData.empty(); // use of try-with-resources checks class is AutoCloseable using (CalculationRunner test = CalculationRunner.of(MoreExecutors.newDirectExecutorService())) { assertThat(test.calculate(rules, targets, columns, md, REF_DATA).get(0, 0).Failure).True; assertThat(test.calculateMultiScenario(rules, targets, columns, smd, REF_DATA).get(0, 0).Failure).True; } }