Examples of com.opengamma.engine.marketdata.manipulator.StructureIdentifier

Package com.opengamma.engine.marketdata.manipulator

Examples of com.opengamma.engine.marketdata.manipulator.StructureIdentifier

com.opengamma.engine.marketdata.manipulator.StructureIdentifier
Wraps a structured object's identifier allowing comparison between them. (For instance, a yield curve wil be identified by a YieldCurveKey whereas a VolatilityCube by a VolatilityCubeKey but there is no common interface between the two.) @param < T> the underlying type of the key used

  public void singleCurrency() {
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    curve.currencies("GBP");
    MarketDataSelector selector = curve.getSelector();
    String curveName = "curveName";
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
  }

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  public void multipleCurrencies() {
    YieldCurveSelector.Builder curve = new YieldCurveSelector.Builder(SCENARIO);
    curve.currencies("GBP", "USD");
    MarketDataSelector selector = curve.getSelector();
    String curveName = "curveName";
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    StructureIdentifier structure3 = StructureIdentifier.of(new YieldCurveKey(Currency.AUD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure3, CALC_CONFIG_NAME, _resolver));
  }

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    String curveName1 = "curveName1";
    String curveName2 = "curveName2";
    String curveName3 = "curveName3";
    curve.named(curveName1, curveName2).currencies("USD", "GBP");
    MarketDataSelector selector = curve.getSelector();
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName1));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName2));
    StructureIdentifier structure3 = StructureIdentifier.of(new YieldCurveKey(Currency.AUD, curveName1));
    StructureIdentifier structure4 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName3));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure3, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure4, CALC_CONFIG_NAME, _resolver));
  }

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java.io.Serializable

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