public void test_test_writeCurveGroupDefinition_roundtrip() throws Exception { List<RatesCurveGroupDefinition> defn = RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1)); File tempFile = File.createTempFile("TestCurveGroupLoading", "csv"); tempFile.deleteOnExit(); RatesCurveGroupDefinitionCsvLoader.writeCurveGroupDefinition(tempFile, defn.get(0)); assertEquals(RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.ofFile(tempFile)), defn); }
public void test_writeCurveGroupDefinition() { RatesCurveGroupDefinition defn = RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1)).get(0); Appendable underlying = new StringBuilder(); RatesCurveGroupDefinitionCsvLoader.writeCurveGroupDefinition(underlying, defn); String created = underlying.toString(); String expected = "Group Name,Curve Type,Reference,Curve Name" + System.lineSeparator() + "Default,discount,USD,USD-Disc" + System.lineSeparator() + "Default,forward,USD-LIBOR-3M,USD-3ML" + System.lineSeparator() + "Default,forward,US-CPI-U,USD-CPI" + System.lineSeparator(); assertEquals(created, expected); }
public void test_loadCurveGroupDefinition() { List<RatesCurveGroupDefinition> defns = RatesCurveGroupDefinitionCsvLoader.loadCurveGroupDefinitions(ResourceLocator.of(GROUPS_1)); assertEquals(defns.size(), 1); RatesCurveGroupDefinition defn = defns.get(0); assertEquals(defn.getEntries().get(0), RatesCurveGroupEntry.builder() .curveName(CurveName.of("USD-Disc")) .discountCurrencies(USD) .build()); assertEquals(defn.getEntries().get(1), RatesCurveGroupEntry.builder() .curveName(CurveName.of("USD-3ML")) .indices(USD_LIBOR_3M) .build()); }