@BeforeClass public void setUp() throws Exception { ScenarioMarketData marketData = ImmutableScenarioMarketData.builder(LocalDate.of(2011, 3, 8)) .addValue(FxRateId.of(Currency.GBP, Currency.USD), FxRate.of(Currency.GBP, Currency.USD, 1.4d)) .build(); fxRateProvider = ScenarioFxRateProvider.of(marketData); }
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); } }
public void test_addSingleAndList() { FxRateId eurGbpId = FxRateId.of(Currency.EUR, Currency.GBP); FxRateId eurUsdId = FxRateId.of(Currency.EUR, Currency.USD); FxRate eurGbpRate = FxRate.of(Currency.EUR, Currency.GBP, 0.8); FxRate eurUsdRate1 = FxRate.of(Currency.EUR, Currency.USD, 1.1); FxRate eurUsdRate2 = FxRate.of(Currency.EUR, Currency.USD, 1.2); ImmutableScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE) .addValue(eurGbpId, eurGbpRate) .addScenarioValue(eurUsdId, ImmutableList.of(eurUsdRate1, eurUsdRate2)) .build(); assertEquals(marketData.getScenarioCount(), 2); assertEquals(marketData.getIds(), ImmutableSet.of(eurGbpId, eurUsdId)); assertEquals(marketData.getValue(eurGbpId), MarketDataBox.ofSingleValue(eurGbpRate)); assertEquals(marketData.getValue(eurUsdId), MarketDataBox.ofScenarioValues(eurUsdRate1, eurUsdRate2)); }
public void test_addSingleAndBox() { FxRateId eurGbpId = FxRateId.of(Currency.EUR, Currency.GBP); FxRateId eurUsdId = FxRateId.of(Currency.EUR, Currency.USD); FxRate eurGbpRate = FxRate.of(Currency.EUR, Currency.GBP, 0.8); FxRate eurUsdRate1 = FxRate.of(Currency.EUR, Currency.USD, 1.1); FxRate eurUsdRate2 = FxRate.of(Currency.EUR, Currency.USD, 1.2); ImmutableScenarioMarketData marketData = ImmutableScenarioMarketData.builder(VAL_DATE) .addValue(eurGbpId, eurGbpRate) .addBox(eurUsdId, MarketDataBox.ofScenarioValues(eurUsdRate1, eurUsdRate2)) .build(); assertEquals(marketData.getScenarioCount(), 2); assertEquals(marketData.getIds(), ImmutableSet.of(eurGbpId, eurUsdId)); assertEquals(marketData.getValue(eurGbpId), MarketDataBox.ofSingleValue(eurGbpRate)); assertEquals(marketData.getValue(eurUsdId), MarketDataBox.ofScenarioValues(eurUsdRate1, eurUsdRate2)); }