private void assertLibor3m6mSeries(Map<ObservableId, LocalDateDoubleTimeSeries> ts) { assertEquals(ts.size(), 2); assertTrue(ts.containsKey(ID_USD_LIBOR_3M)); assertTrue(ts.containsKey(ID_USD_LIBOR_6M)); assertLibor3mSeries(ts.get(ID_USD_LIBOR_3M)); assertLibor6mSeries(ts.get(ID_USD_LIBOR_6M)); }
public void test_priceIndex1() { Map<ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load(FIXING_SERIES_PRICE1); assertEquals(ts.size(), 1); assertTrue(ts.containsKey(ID_GB_RPI)); assertPriceIndexSeries(ts.get(ID_GB_RPI)); }
public void test_multiple_series_multiple_files() { Map<ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load( FIXING_SERIES_1, FIXING_SERIES_2); assertLibor3m6mSeries(ts); }
public void test_single_series_single_file() { Map<ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load( ImmutableList.of(FIXING_SERIES_1)); assertEquals(ts.size(), 1); assertTrue(ts.containsKey(ID_USD_LIBOR_3M)); assertLibor3mSeries(ts.get(ID_USD_LIBOR_3M)); }
public void test_multiple_series_single_file() { Map<ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load( ImmutableList.of(FIXING_SERIES_1_AND_2)); assertLibor3m6mSeries(ts); }
public void test_priceIndex2() { Map<ObservableId, LocalDateDoubleTimeSeries> ts = FixingSeriesCsvLoader.load(FIXING_SERIES_PRICE2); assertEquals(ts.size(), 1); assertTrue(ts.containsKey(ID_GB_RPI)); assertPriceIndexSeries(ts.get(ID_GB_RPI)); }