/** * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies * <p/> * Please see distribution for license. */ package com.opengamma.sesame.marketdata.scenarios; import com.google.common.collect.ImmutableSet; import com.opengamma.sesame.marketdata.MulticurveId; import com.opengamma.util.test.TestGroup; import org.testng.annotations.Test; import java.util.Set; import static org.testng.AssertJUnit.assertEquals; @Test(groups = TestGroup.UNIT) public class AllNonDiscountCurvesFilterTest { @Test public void bundle() { AllNonDiscountCurvesFilter nonDiscountingFilter = new AllNonDiscountCurvesFilter(); Set<MulticurveMatchDetails> nonDiscountingMatches = nonDiscountingFilter.apply(MulticurveId.of("not used"), MulticurveFilterTestUtils.bundle()); Set<MulticurveMatchDetails> expectedNonDiscountingMatches = ImmutableSet.of( StandardMatchDetails.multicurve(MulticurveFilterTestUtils.USD_OVERNIGHT), StandardMatchDetails.multicurve(MulticurveFilterTestUtils.GBP_OVERNIGHT), StandardMatchDetails.multicurve(MulticurveFilterTestUtils.EUR_LIBOR_6M), StandardMatchDetails.multicurve(MulticurveFilterTestUtils.USD_LIBOR_3M) ); assertEquals(expectedNonDiscountingMatches, nonDiscountingMatches); } @Test public void config() { MulticurveFilterTestUtils.initializeServiceContext(); MulticurveId multicurveId = MulticurveId.of(MulticurveFilterTestUtils.CURVE_CONFIG_NAME); AllNonDiscountCurvesFilter nonDiscountingFilter = new AllNonDiscountCurvesFilter(); Set<MulticurveMatchDetails> nonDiscountingMatches = nonDiscountingFilter.apply(multicurveId); Set<MulticurveMatchDetails> expectedNonDiscountingMatches = ImmutableSet.of( // this is currently empty because the MulticurveMetadata currently does not // hold meta data of whether a curve is a discounting curve ); assertEquals(expectedNonDiscountingMatches, nonDiscountingMatches); } }