public void empty() { MarketData test = MarketData.empty(VAL_DATE); assertEquals(test.containsValue(ID1), false); assertEquals(test.getIds(), ImmutableSet.of()); assertEquals(test.getTimeSeries(ID4), LocalDateDoubleTimeSeries.empty()); }
public void test_trade_noMarketData() { FixedInflationSwapCurveNode node = FixedInflationSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); MarketData marketData = MarketData.empty(valuationDate); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); MarketData marketData = MarketData.empty(valuationDate); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { TermDepositCurveNode node = TermDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); MarketData marketData = MarketData.empty(valuationDate); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); MarketData marketData = MarketData.empty(valuationDate); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { IborIborSwapCurveNode node = IborIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); MarketData marketData = MarketData.empty(valuationDate); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { CdsIndexIsdaCreditCurveNode node = CdsIndexIsdaCreditCurveNode.ofParSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { ThreeLegBasisSwapCurveNode node = ThreeLegBasisSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { XCcyIborIborSwapCurveNode node = XCcyIborIborSwapCurveNode.of(TEMPLATE, SPREAD_ID, SPREAD_ADJ); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { FixedIborSwapCurveNode node = FixedIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { CdsIsdaCreditCurveNode node = CdsIsdaCreditCurveNode.ofParSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { IborFutureCurveNode node = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { FixedOvernightSwapCurveNode node = FixedOvernightSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }
public void test_trade_noMarketData() { IborFixingDepositCurveNode node = IborFixingDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); MarketData marketData = MarketData.empty(VAL_DATE); assertThrows(() -> node.trade(1d, marketData, REF_DATA), MarketDataNotFoundException.class); }