@Override public String toString() { return "FxMatrixId" + (observableSource.equals(ObservableSource.NONE) ? "" : ":" + observableSource); }
/** * Obtains an instance from the specified name. * <p> * Source names must only contains the characters A-Z, a-z, 0-9 and -. * * @param name the name of the source * @return a source with the specified name */ @FromString public static ObservableSource of(String name) { return new ObservableSource(name); }
public void specifySource() { ObservableSource testSource = ObservableSource.of("test"); ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8)) .addValue(FxRateId.of(Currency.GBP, Currency.USD), FxRate.of(Currency.GBP, Currency.USD, 1.4d)) .addValue(FxRateId.of(Currency.GBP, Currency.USD, testSource), FxRate.of(Currency.GBP, Currency.USD, 1.41d)) .build(); ScenarioFxRateProvider defaultRateProvider = ScenarioFxRateProvider.of(marketData); ScenarioFxRateProvider sourceRateProvider = ScenarioFxRateProvider.of(marketData, testSource); assertThat(defaultRateProvider.fxRate(Currency.GBP, Currency.USD, 0)).isEqualTo(1.4d); assertThat(sourceRateProvider.fxRate(Currency.GBP, Currency.USD, 0)).isEqualTo(1.41d); } }
@Override public String toString() { return new StringBuilder(32) .append("RatesCurveGroupId:") .append(curveGroupName) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
@Override public String toString() { return new StringBuilder(32) .append("FxRateId:") .append(pair) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
@Override public String toString() { return new StringBuilder(32) .append("IssuerCurveInputsId:") .append(curveGroupName) .append('/') .append(curveName) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
@Override public String toString() { return new StringBuilder(32) .append("LegalEntityCurveGroupId:") .append(curveGroupName) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
@Override public String toString() { return new StringBuilder(32) .append("CurveId:") .append(curveGroupName) .append('/') .append(curveName) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
@Override public String toString() { return new StringBuilder(32) .append("QuoteId:") .append(standardId) .append('/') .append(fieldName) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
@Override public String toString() { return new StringBuilder(32) .append("IndexQuoteId:") .append(index) .append('/') .append(fieldName) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
@Override public String toString() { return new StringBuilder(32) .append("RepoCurveInputsId:") .append(curveGroupName) .append('/') .append(curveName) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
@Override public String toString() { return new StringBuilder(32) .append("RatesCurveInputsId:") .append(curveGroupName) .append('/') .append(curveName) .append(observableSource.equals(ObservableSource.NONE) ? "" : "/" + observableSource) .toString(); }
if (fxRatesSource.equals(ObservableSource.NONE)) { throw new MarketDataNotFoundException(Messages.format( "No FX rate market data for {}/{}", baseCurrency, counterCurrency));