/** * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.sesame.marketdata.scenarios; import static org.testng.AssertJUnit.assertEquals; import java.util.Set; import org.testng.annotations.Test; import com.google.common.collect.ImmutableSet; import com.opengamma.sesame.marketdata.MulticurveId; import com.opengamma.util.test.TestGroup; @Test(groups = TestGroup.UNIT) public class IndexNameMulticurveFilterTest { @Test public void bundle() { IndexNameMulticurveFilter gbpOnFilter = new IndexNameMulticurveFilter(MulticurveFilterTestUtils.GBP_OVERNIGHT_INDEX_NAME); Set<MulticurveMatchDetails> gbpOnMatches = gbpOnFilter.apply(MulticurveId.of("not used"), MulticurveFilterTestUtils.bundle()); Set<MulticurveMatchDetails> expectedGpbOnMatches = ImmutableSet.of(StandardMatchDetails.multicurve(MulticurveFilterTestUtils.GBP_OVERNIGHT)); assertEquals(expectedGpbOnMatches, gbpOnMatches); IndexNameMulticurveFilter eurLiborFilter = new IndexNameMulticurveFilter(MulticurveFilterTestUtils.EUR_LIBOR_6M_INDEX_NAME); Set<MulticurveMatchDetails> eurLiborMatches = eurLiborFilter.apply(MulticurveId.of("not used"), MulticurveFilterTestUtils.bundle()); Set<MulticurveMatchDetails> expectedEurLiborMatches = ImmutableSet.of(StandardMatchDetails.multicurve(MulticurveFilterTestUtils.EUR_LIBOR_6M)); assertEquals(expectedEurLiborMatches, eurLiborMatches); IndexNameMulticurveFilter nonMatchingFilter = new IndexNameMulticurveFilter("unknown index"); Set<MulticurveMatchDetails> nonMatchingMatches = nonMatchingFilter.apply(MulticurveId.of("not used"), MulticurveFilterTestUtils.bundle()); assertEquals(ImmutableSet.<MulticurveMatchDetails>of(), nonMatchingMatches); } @Test public void config() { MulticurveFilterTestUtils.initializeServiceContext(); MulticurveId multicurveId = MulticurveId.of(MulticurveFilterTestUtils.CURVE_CONFIG_NAME); IndexNameMulticurveFilter gbpOnFilter = new IndexNameMulticurveFilter(MulticurveFilterTestUtils.GBP_OVERNIGHT_INDEX_NAME); Set<MulticurveMatchDetails> gbpOnMatches = gbpOnFilter.apply(multicurveId); Set<MulticurveMatchDetails> expectedGpbOnMatches = ImmutableSet.of(StandardMatchDetails.multicurve(MulticurveFilterTestUtils.GBP_OVERNIGHT)); assertEquals(expectedGpbOnMatches, gbpOnMatches); IndexNameMulticurveFilter eurLiborFilter = new IndexNameMulticurveFilter(MulticurveFilterTestUtils.EUR_LIBOR_6M_INDEX_NAME); Set<MulticurveMatchDetails> eurLiborMatches = eurLiborFilter.apply(multicurveId); Set<MulticurveMatchDetails> expectedEurLiborMatches = ImmutableSet.of(StandardMatchDetails.multicurve(MulticurveFilterTestUtils.EUR_LIBOR_6M)); assertEquals(expectedEurLiborMatches, eurLiborMatches); IndexNameMulticurveFilter nonMatchingFilter = new IndexNameMulticurveFilter("unknown index"); Set<MulticurveMatchDetails> nonMatchingMatches = nonMatchingFilter.apply(multicurveId); assertEquals(ImmutableSet.<MulticurveMatchDetails>of(), nonMatchingMatches); } }