/** * Returns a collector which creates a multi currency scenario array by combining a stream of * currency scenario arrays. * <p> * The arrays in the stream must all have the same length. * * @return the collector */ public static Collector<CurrencyScenarioArray, ?, MultiCurrencyScenarioArray> toMultiCurrencyScenarioArray() { return Collector.<CurrencyScenarioArray, Map<Currency, CurrencyAmountArray>, MultiCurrencyScenarioArray>of( // accumulate into a map HashMap::new, (map, ca) -> map.merge(ca.getCurrency(), ca.getAmounts(), CurrencyAmountArray::plus), // combine two maps (map1, map2) -> { map2.values().forEach((ca2) -> map1.merge(ca2.getCurrency(), ca2, CurrencyAmountArray::plus)); return map1; }, // convert to MultiCurrencyScenarioArray map -> { Map<Currency, DoubleArray> currencyArrayMap = MapStream.of(map).mapValues(caa -> caa.getValues()).toMap(); return MultiCurrencyScenarioArray.of(currencyArrayMap); }, UNORDERED); }
@Override public CurrencyScenarioArray convertedTo(Currency reportingCurrency, ScenarioFxRateProvider fxRateProvider) { if (getCurrency().equals(reportingCurrency)) { return this; } if (fxRateProvider.getScenarioCount() != amounts.size()) { throw new IllegalArgumentException(Messages.format( "Expected {} FX rates but received {}", amounts.size(), fxRateProvider.getScenarioCount())); } DoubleArray convertedValues = amounts.getValues().mapWithIndex((i, v) -> v * fxRateProvider.fxRate(getCurrency(), reportingCurrency, i)); return of(reportingCurrency, convertedValues); }
public void create() { DoubleArray values = DoubleArray.of(1, 2, 3); CurrencyScenarioArray test = CurrencyScenarioArray.of(GBP, values); assertThat(test.getCurrency()).isEqualTo(GBP); assertThat(test.getAmounts().getValues()).isEqualTo(values); assertThat(test.getScenarioCount()).isEqualTo(3); assertThat(test.get(0)).isEqualTo(CurrencyAmount.of(GBP, 1)); assertThat(test.get(1)).isEqualTo(CurrencyAmount.of(GBP, 2)); assertThat(test.get(2)).isEqualTo(CurrencyAmount.of(GBP, 3)); assertThat(test.stream().collect(toList())).containsExactly( CurrencyAmount.of(GBP, 1), CurrencyAmount.of(GBP, 2), CurrencyAmount.of(GBP, 3)); }
public void create_fromFunction() { List<CurrencyAmount> values = ImmutableList.of( CurrencyAmount.of(GBP, 1), CurrencyAmount.of(GBP, 2), CurrencyAmount.of(GBP, 3)); CurrencyScenarioArray test = CurrencyScenarioArray.of(3, i -> values.get(i)); assertThat(test.getCurrency()).isEqualTo(GBP); assertThat(test.getAmounts().getValues()).isEqualTo(DoubleArray.of(1d, 2d, 3d)); assertThat(test.getScenarioCount()).isEqualTo(3); assertThat(test.get(0)).isEqualTo(CurrencyAmount.of(GBP, 1)); assertThat(test.get(1)).isEqualTo(CurrencyAmount.of(GBP, 2)); assertThat(test.get(2)).isEqualTo(CurrencyAmount.of(GBP, 3)); assertThat(test.stream().collect(toList())).containsExactly( CurrencyAmount.of(GBP, 1), CurrencyAmount.of(GBP, 2), CurrencyAmount.of(GBP, 3)); }
public void create_fromList() { List<CurrencyAmount> values = ImmutableList.of( CurrencyAmount.of(GBP, 1), CurrencyAmount.of(GBP, 2), CurrencyAmount.of(GBP, 3)); CurrencyScenarioArray test = CurrencyScenarioArray.of(values); assertThat(test.getCurrency()).isEqualTo(GBP); assertThat(test.getAmounts().getValues()).isEqualTo(DoubleArray.of(1d, 2d, 3d)); assertThat(test.getScenarioCount()).isEqualTo(3); assertThat(test.get(0)).isEqualTo(CurrencyAmount.of(GBP, 1)); assertThat(test.get(1)).isEqualTo(CurrencyAmount.of(GBP, 2)); assertThat(test.get(2)).isEqualTo(CurrencyAmount.of(GBP, 3)); assertThat(test.stream().collect(toList())).containsExactly( CurrencyAmount.of(GBP, 1), CurrencyAmount.of(GBP, 2), CurrencyAmount.of(GBP, 3)); }
public void convertIntoAnExistingCurrency() { FxRateScenarioArray rates1 = FxRateScenarioArray.of(USD, GBP, DoubleArray.of(1 / 1.50, 1 / 1.51, 1 / 1.52)); FxRateScenarioArray rates2 = FxRateScenarioArray.of(EUR, GBP, DoubleArray.of(0.7, 0.7, 0.7)); ScenarioFxRateProvider fxProvider = new TestScenarioFxRateProvider(rates1, rates2); CurrencyScenarioArray convertedArray = VALUES_ARRAY.convertedTo(Currency.GBP, fxProvider); assertThat(convertedArray.getCurrency()).isEqualTo(Currency.GBP); double[] expected = new double[] { 20 + 30 / 1.50 + 40 * 0.7, 21 + 32 / 1.51 + 43 * 0.7, 22 + 33 / 1.52 + 44 * 0.7}; for (int i = 0; i < 3; i++) { assertThat(convertedArray.get(i).getAmount()).isEqualTo(expected[i], offset(1e-6)); } }