示例#1
0
        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;
            }
        }