public virtual void test_getCurves_withGroup()
{
ImmutableRatesProvider test = ImmutableRatesProvider.builder(VAL_DATE).discountCurve(GBP, DISCOUNT_CURVE_GBP).discountCurve(USD, DISCOUNT_CURVE_USD).build();
CurveGroupName group = CurveGroupName.of("GRP");
assertEquals(test.getCurves(group).Count, 2);
assertEquals(test.getCurves(group)[CurveId.of(group, DISCOUNT_CURVE_GBP.Name)], DISCOUNT_CURVE_GBP);
assertEquals(test.getCurves(group)[CurveId.of(group, DISCOUNT_CURVE_USD.Name)], DISCOUNT_CURVE_USD);
}
public virtual void absoluteScenarios()
{
CurveName curveName = CurveName.of("curveName");
CurveGroupName curveGroupName = CurveGroupName.of("curveGroupName");
Curve curve = ConstantCurve.of(curveName, 2);
PerturbationMapping <Curve> mapping = PerturbationMapping.of(MarketDataFilter.ofName(curveName), CurveParallelShifts.absolute(0.1, 0.2, 0.3));
CurveId curveId = CurveId.of(curveGroupName, curveName);
ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(TestHelper.date(2011, 3, 8)).addValue(curveId, curve).build();
ScenarioDefinition scenarioDefinition = ScenarioDefinition.ofMappings(mapping);
MarketDataFactory marketDataFactory = MarketDataFactory.of(mock(typeof(ObservableDataProvider)), mock(typeof(TimeSeriesProvider)));
MarketDataRequirements requirements = MarketDataRequirements.builder().addValues(curveId).build();
ScenarioMarketData scenarioData = marketDataFactory.createMultiScenario(requirements, MarketDataConfig.empty(), marketData, REF_DATA, scenarioDefinition);
MarketDataBox <Curve> curves = scenarioData.getValue(curveId);
assertThat(curves.ScenarioCount).isEqualTo(3);
checkCurveValues(curves.getValue(0), 2.1);
checkCurveValues(curves.getValue(1), 2.2);
checkCurveValues(curves.getValue(2), 2.3);
}