示例#1
0
        public virtual void test_load()
        {
            ImmutableListMultimap <LocalDate, LegalEntityCurveGroup> allCurves = LegalEntityRatesCurvesCsvLoader.loadAllDates(ResourceLocator.of(GROUPS), ResourceLocator.of(SETTINGS), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));

            foreach (LocalDate date in ALL_DATES)
            {
                ImmutableList <LegalEntityCurveGroup> oneDayCurves = LegalEntityRatesCurvesCsvLoader.load(date, ResourceLocator.of(GROUPS), ResourceLocator.of(SETTINGS), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
                assertEquals(oneDayCurves, allCurves.get(date));
            }
        }
示例#2
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//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class, expectedExceptionsMessageRegExp = "Rates curve loader found multiple curves with the same name: .*") public void test_multiple_curves()
        public virtual void test_multiple_curves()
        {
            LegalEntityRatesCurvesCsvLoader.load(ALL_DATES[6], ResourceLocator.of(GROUPS), ResourceLocator.of(SETTINGS), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
        }
示例#3
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        public virtual void test_date_outside_range()
        {
            ImmutableList <LegalEntityCurveGroup> result = LegalEntityRatesCurvesCsvLoader.load(LocalDate.of(2017, 1, 24), ResourceLocator.of(GROUPS), ResourceLocator.of(SETTINGS), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));

            assertTrue(result.Empty);
        }
示例#4
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//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class, expectedExceptionsMessageRegExp = "Repo curve values .*") public void test_missing_repo_curve()
        public virtual void test_missing_repo_curve()
        {
            LegalEntityRatesCurvesCsvLoader.load(ALL_DATES[5], ResourceLocator.of(GROUPS), ResourceLocator.of(SETTINGS), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2_REPO_MISSING)));
        }
示例#5
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//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class, expectedExceptionsMessageRegExp = "Unsupported curve type: Forward") public void test_invalid_curve_type()
        public virtual void test_invalid_curve_type()
        {
            LegalEntityRatesCurvesCsvLoader.load(ALL_DATES[6], ResourceLocator.of(GROUPS_INVALID_CURVE_TYPE), ResourceLocator.of(SETTINGS), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
        }
示例#6
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        //-------------------------------------------------------------------------
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class) public void test_missing_groups_file()
        public virtual void test_missing_groups_file()
        {
            LegalEntityRatesCurvesCsvLoader.load(ALL_DATES[6], ResourceLocator.of(GROUPS), ResourceLocator.of("classpath:invalid"), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
        }
示例#7
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//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class, expectedExceptionsMessageRegExp = "Unsupported Value Type in curve settings: Forward") public void test_invalid_settings_value_type_file()
        public virtual void test_invalid_settings_value_type_file()
        {
            LegalEntityRatesCurvesCsvLoader.load(ALL_DATES[0], ResourceLocator.of(GROUPS), ResourceLocator.of(SETTINGS_INVALID_VALUE), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
        }
示例#8
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//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class, expectedExceptionsMessageRegExp = "CurveExtrapolator name not found: Cubic") public void test_invalid_settings_right_extrapolator_file()
        public virtual void test_invalid_settings_right_extrapolator_file()
        {
            LegalEntityRatesCurvesCsvLoader.load(ALL_DATES[4], ResourceLocator.of(GROUPS), ResourceLocator.of(SETTINGS_INVALID_RIGHT), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
        }
示例#9
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//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class, expectedExceptionsMessageRegExp = "Header not found: 'Curve Name'") public void test_invalid_settings_missing_column_file()
        public virtual void test_invalid_settings_missing_column_file()
        {
            LegalEntityRatesCurvesCsvLoader.load(ALL_DATES[6], ResourceLocator.of(GROUPS), ResourceLocator.of(SETTINGS_MISSING_CURVE_NAME), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
        }
示例#10
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        //-------------------------------------------------------------------------
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(expectedExceptions = IllegalArgumentException.class) public void test_setting_invalid_path()
        public virtual void test_setting_invalid_path()
        {
            LegalEntityRatesCurvesCsvLoader.load(ALL_DATES[4], ResourceLocator.of(GROUPS), ResourceLocator.of("classpath:invalid"), ImmutableList.of(ResourceLocator.of(CURVES_1), ResourceLocator.of(CURVES_2)));
        }