/**
* 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);
}
}