Package com.opengamma.financial.currency

Examples of com.opengamma.financial.currency.SimpleCurrencyMatrix

50
51
52
53
54
55
56
57
    }
  }

  @Test
  public void testEmptyMatrix() {
    final SimpleCurrencyMatrix empty = new SimpleCurrencyMatrix ();
    assertMatrixEqual(empty, cycleGenericObject(CurrencyMatrix.class, empty));
  }
View Full Code Here
56
57
58
59
60
61
62
63
64
65
66
67
68
    assertMatrixEqual(empty, cycleGenericObject(CurrencyMatrix.class, empty));
  }

  @Test
  public void testSymmetricalMatrix() {
    final SimpleCurrencyMatrix simple = new SimpleCurrencyMatrix();
    simple.setLiveData(Currency.USD, Currency.GBP,
        new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.PRIMITIVE, ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER.getName(), "GBP Curncy")));
    simple.setFixedConversion(Currency.GBP, Currency.EUR, 0.9);
    simple.setCrossConversion(Currency.USD, Currency.EUR, Currency.GBP);
    simple.setFixedConversion(Currency.EUR, Currency.CHF, 10.0);
    assertMatrixEqual(simple, cycleGenericObject(CurrencyMatrix.class, simple));
  }
View Full Code Here
TOP

Related Classes of com.opengamma.financial.currency.SimpleCurrencyMatrix

  • com.opengamma.financial.fudgemsg.CurrencyMatrixTest
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.