private static MarketDataConfig config()
{
IDictionary <CurrencyPair, QuoteId> ratesMap = ImmutableMap.of(CURRENCY_PAIR, QUOTE_ID);
FxRateConfig fxRateConfig = FxRateConfig.builder().observableRates(ratesMap).build();
return(MarketDataConfig.builder().add(ObservableSource.NONE, fxRateConfig).build());
}
public virtual void nonConventionPair()
{
IDictionary <CurrencyPair, QuoteId> ratesMap = ImmutableMap.of(CurrencyPair.of(Currency.USD, Currency.EUR), QUOTE_KEY);
string regex = "Currency pairs must be quoted using market conventions but USD/EUR is not";
assertThrowsIllegalArg(() => FxRateConfig.builder().observableRates(ratesMap).build(), regex);
assertThrowsIllegalArg(() => FxRateConfig.of(ratesMap), regex);
}
